- Issuer
- Janus Henderson
- Inception Date
- Nov 8, 2023
- Category
- Short-Term Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $2B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
JSI Performance Chart
Janus Henderson Securitized Income ETF (JSI) is up 0.8% since the beginning of the year. JSI is currently trading at $51 per share.
Loading charts...
Returns By Period
Janus Henderson Securitized Income ETF (JSI) has returned 0.81% so far this year and 3.92% over the past 12 months.
Janus Henderson Securitized Income ETF
- 1D
- -0.14%
- 1M
- 0.18%
- YTD
- 0.81%
- 6M
- 0.93%
- 1Y
- 3.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JSI Monthly Returns History
Based on dividend-adjusted daily data since Nov 9, 2023, JSI's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 81% of months were positive and 19% were negative. The best month was Dec 2023 with a return of +2.2%, while the worst month was Mar 2026 at -1.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.
On a daily basis, JSI closed higher 55% of trading days. The best single day was Aug 2, 2024 with a return of +0.7%, while the worst single day was Sep 11, 2025 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.68% | 0.76% | -1.02% | 0.50% | 0.22% | -0.33% | 0.81% | ||||||
| 2025 | 0.81% | 1.15% | 0.07% | 0.31% | 0.41% | 1.21% | 0.07% | 1.27% | -0.64% | 0.55% | 0.53% | 0.55% | 6.46% |
| 2024 | 0.93% | -0.46% | 0.95% | -0.53% | 1.39% | 0.78% | 1.58% | 1.04% | 1.37% | -1.01% | 0.76% | 0.27% | 7.27% |
| 2023 | 1.04% | 2.23% | 3.29% |
Benchmark Metrics
Janus Henderson Securitized Income ETF has an annualized alpha of 6.33%, beta of 0.03, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since November 09, 2023.
- This ETF captured 18.80% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.96%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.03 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.33%
- Beta
- 0.03
- R²
- 0.02
- Upside Capture
- 18.80%
- Downside Capture
- -0.96%
Expense Ratio
JSI has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JSI ranks 48 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JSI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.78 | -0.44 |
| Martin ratioReturn relative to average drawdown | 7.49 | 12.44 | -4.95 |
Dividends
Dividend History
Janus Henderson Securitized Income ETF provided a 5.81% dividend yield over the last twelve months, with an annual payout of $2.98 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $2.98 | $3.02 | $3.19 | $0.43 |
Dividend yield | 5.81% | 5.80% | 6.16% | 0.84% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Securitized Income 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.21 | $0.25 | $0.26 | $0.23 | $0.26 | $0.00 | $1.21 | ||||||
| 2025 | $0.00 | $0.30 | $0.21 | $0.23 | $0.25 | $0.25 | $0.24 | $0.23 | $0.25 | $0.25 | $0.26 | $0.55 | $3.02 |
| 2024 | $0.00 | $0.23 | $0.23 | $0.19 | $0.26 | $0.25 | $0.29 | $0.28 | $0.29 | $0.28 | $0.28 | $0.61 | $3.19 |
| 2023 | $0.43 | $0.43 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Janus Henderson Securitized Income 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 Securitized Income ETF was 2.31%, occurring on Apr 11, 2025. Recovery took 17 trading sessions.
The current Janus Henderson Securitized Income ETF drawdown is 0.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -2.31%Apr 2025 | 7d | 26d | 1mo 3dApr 2025 - May 2025 |
2026 pullback2026 | -1.68%Mar 2026 | 24d | — | 3mo 23dMar 2026 - now |
2024 pullback2024 | -1.48%Nov 2024 | 1mo 7d | 1mo 5d | 2mo 12dSep 2024 - Dec 2024 |
2024 pullback2024 | -1.35%Feb 2024 | 20d | 15d | 1mo 5dFeb 2024 - Mar 2024 |
2025 pullback2025 | -1.21%Sep 2025 | 14d | 2mo 1d | 2mo 15dSep 2025 - Nov 2025 |
Drawdown Indicators
| JSI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.31% | -56.78% | +54.47% |
Max Drawdown (1Y)Largest decline over 1 year | -1.68% | -9.10% | +7.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.63% | -1.80% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -0.34% | -10.71% | +10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 2.03% | -1.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with JSI
Add Janus Henderson Securitized Income ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with JSI