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Janus Henderson Small Cap Growth Alpha ETF (JSML)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US47103U1007

CUSIP

47103U100

Inception Date

Feb 25, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Janus Small Cap Growth Alpha Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Growth

Expense Ratio

JSML has an expense ratio of 0.30%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Janus Henderson Small Cap Growth Alpha ETF (JSML) returned -4.04% year-to-date (YTD) and 7.54% over the past 12 months.


JSML

YTD

-4.04%

1M

10.95%

6M

-13.10%

1Y

7.54%

5Y*

9.29%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of JSML, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.13%-8.05%-3.51%-3.43%6.55%-4.04%
2024-4.44%5.36%1.91%-5.70%5.35%-1.61%9.74%-0.99%2.00%-1.70%13.37%-9.21%12.45%
202313.84%-0.08%-3.09%-3.88%7.28%9.79%4.47%-7.75%-6.73%-5.59%8.85%12.85%30.09%
2022-13.84%1.96%0.51%-11.40%0.49%-8.61%13.40%-7.03%-9.63%6.89%5.67%-8.70%-29.40%
20212.55%3.52%0.54%1.17%-1.26%1.43%-1.23%3.49%-6.90%3.11%-4.34%1.54%3.08%
2020-2.04%-8.33%-19.84%17.31%12.12%3.25%4.01%2.73%-3.61%1.10%20.87%10.02%35.38%
201913.18%5.91%-2.80%4.72%-6.36%7.96%0.64%-5.33%0.74%2.49%7.02%2.02%32.50%
20183.44%-1.97%-0.99%1.55%6.66%2.73%1.03%12.64%-2.41%-12.81%1.52%-11.25%-2.53%
20170.09%1.65%0.72%2.34%1.71%2.31%2.28%-2.99%5.87%3.39%1.18%0.85%20.94%
20160.44%4.56%0.31%2.85%0.64%5.56%0.87%1.15%-4.99%6.64%2.13%21.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JSML is 38, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JSML is 3838
Overall Rank
The Sharpe Ratio Rank of JSML is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of JSML is 4141
Sortino Ratio Rank
The Omega Ratio Rank of JSML is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JSML is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JSML is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus Henderson Small Cap Growth Alpha ETF (JSML) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Janus Henderson Small Cap Growth Alpha ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.29
  • 5-Year: 0.39
  • All Time: 0.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Janus Henderson Small Cap Growth Alpha ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Janus Henderson Small Cap Growth Alpha ETF provided a 1.59% dividend yield over the last twelve months, with an annual payout of $1.00 per share.


0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.20$0.40$0.60$0.80201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$1.00$0.78$0.29$0.31$0.30$0.19$0.13$0.27$0.15$0.16

Dividend yield

1.59%1.19%0.49%0.67%0.46%0.30%0.27%0.76%0.42%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Small Cap Growth Alpha ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.27$0.00$0.00$0.27
2024$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.62$0.78
2023$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.13$0.29
2022$0.00$0.00$0.01$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.19$0.31
2021$0.00$0.00$0.06$0.00$0.00$0.02$0.00$0.00$0.12$0.00$0.00$0.09$0.30
2020$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.13$0.19
2019$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.04$0.13
2018$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.02$0.00$0.00$0.11$0.27
2017$0.00$0.00$0.03$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.07$0.15
2016$0.01$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.14$0.16

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson Small Cap Growth Alpha 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 Small Cap Growth Alpha ETF was 39.64%, occurring on Sep 26, 2022. Recovery took 534 trading sessions.

The current Janus Henderson Small Cap Growth Alpha ETF drawdown is 13.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.64%Feb 16, 2021407Sep 26, 2022534Nov 8, 2024941
-39.19%Jan 23, 202039Mar 18, 202092Jul 29, 2020131
-27.37%Sep 5, 201877Dec 24, 2018233Nov 26, 2019310
-25.6%Nov 12, 2024100Apr 8, 2025
-9.97%Sep 3, 202014Sep 23, 202012Oct 9, 202026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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