Janus Henderson Mortgage-Backed Securities ETF (JMBS)
JMBS is an actively managed ETF by Janus Henderson. JMBS launched on Sep 12, 2018 and has a 0.32% expense ratio.
ETF Info
| Issuer | Janus Henderson |
|---|---|
| Inception Date | Sep 12, 2018 |
| Region | North America (U.S.) |
| Category | Mortgage Backed Securities, Actively Managed |
| Index Tracked | No Index (Active) |
| Asset Class | Bond |
Expense Ratio
The Janus Henderson Mortgage-Backed Securities ETF has a high expense ratio of 0.32%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: JMBS vs. VGT
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Janus Henderson Mortgage-Backed Securities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Janus Henderson Mortgage-Backed Securities ETF had a return of -3.87% year-to-date (YTD) and -1.66% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -3.87% | 5.84% |
| 1 month | -3.05% | -2.98% |
| 6 months | 5.86% | 22.02% |
| 1 year | -1.66% | 24.47% |
| 5 years (annualized) | -0.12% | 11.44% |
| 10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.20% | -1.79% | 0.99% | |||||||||
| 2023 | -3.01% | -2.32% | 5.64% | 4.32% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Janus Henderson Mortgage-Backed Securities ETF(JMBS)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Janus Henderson Mortgage-Backed Securities ETF (JMBS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Janus Henderson Mortgage-Backed Securities ETF granted a 4.94% dividend yield in the last twelve months. The annual payout for that period amounted to $2.15 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $2.15 | $2.01 | $1.24 | $0.61 | $1.56 | $1.89 | $0.45 |
Dividend yield | 4.94% | 4.38% | 2.73% | 1.16% | 2.92% | 3.64% | 0.89% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Mortgage-Backed Securities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.18 | $0.19 | |||||||||
| 2023 | $0.00 | $0.11 | $0.16 | $0.16 | $0.17 | $0.16 | $0.17 | $0.15 | $0.18 | $0.17 | $0.18 | $0.39 |
| 2022 | $0.00 | $0.03 | $0.04 | $0.06 | $0.07 | $0.09 | $0.09 | $0.10 | $0.13 | $0.14 | $0.14 | $0.35 |
| 2021 | $0.00 | $0.06 | $0.05 | $0.06 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.08 |
| 2020 | $0.00 | $0.08 | $0.10 | $0.12 | $0.11 | $0.09 | $0.10 | $0.10 | $0.08 | $0.14 | $0.14 | $0.49 |
| 2019 | $0.00 | $0.09 | $0.09 | $0.15 | $0.14 | $0.13 | $0.12 | $0.09 | $0.12 | $0.10 | $0.22 | $0.62 |
| 2018 | $0.14 | $0.31 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Janus Henderson Mortgage-Backed Securities ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Janus Henderson Mortgage-Backed Securities ETF was 16.68%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Janus Henderson Mortgage-Backed Securities ETF drawdown is 10.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.68% | Aug 4, 2021 | 307 | Oct 20, 2022 | — | — | — |
| -4.28% | Mar 10, 2020 | 9 | Mar 20, 2020 | 29 | May 1, 2020 | 38 |
| -1.46% | Sep 14, 2018 | 32 | Nov 6, 2018 | 18 | Dec 4, 2018 | 50 |
| -0.97% | Feb 11, 2021 | 32 | Mar 29, 2021 | 87 | Aug 2, 2021 | 119 |
| -0.67% | Jun 12, 2020 | 8 | Jun 23, 2020 | 29 | Aug 4, 2020 | 37 |
Volatility
Volatility Chart
The current Janus Henderson Mortgage-Backed Securities ETF volatility is 2.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.