Janus Henderson Small Cap Growth Alpha ETF (JSML)
JSML is a passive ETF by Janus Henderson tracking the investment results of the Janus Small Cap Growth Alpha Index. JSML launched on Feb 25, 2016 and has a 0.30% expense ratio.
ETF Info
| ISIN | US47103U1007 |
|---|---|
| CUSIP | 47103U100 |
| Issuer | Janus Henderson |
| Inception Date | Feb 25, 2016 |
| Region | North America (U.S.) |
| Category | Small Cap Growth Equities |
| 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 features an expense ratio of 0.30%, falling within 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.
Popular comparisons: JSML vs. TMFX, JSML vs. OMFS, JSML vs. IJR, JSML vs. CALF, JSML vs. XSVM, JSML vs. AIRR, JSML vs. PSCT, JSML vs. IWM, JSML vs. CWS, JSML vs. OBMCX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Janus Henderson Small Cap Growth Alpha 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 Small Cap Growth Alpha ETF had a return of 25.07% year-to-date (YTD) and 49.89% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 25.07% | 25.82% |
| 1 month | 12.57% | 3.20% |
| 6 months | 24.52% | 14.94% |
| 1 year | 49.89% | 35.92% |
| 5 years (annualized) | 10.94% | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.44% | 5.36% | 1.91% | -5.70% | 5.35% | -1.61% | 9.74% | -0.99% | 2.00% | -1.70% | 25.07% | ||
| 2023 | 13.84% | -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% |
| 2021 | 2.55% | 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% |
| 2019 | 13.18% | 5.91% | -2.80% | 4.72% | -6.36% | 7.96% | 0.64% | -5.33% | 0.74% | 2.49% | 7.02% | 2.02% | 32.50% |
| 2018 | 3.44% | -1.97% | -0.99% | 1.55% | 6.66% | 2.73% | 1.03% | 12.64% | -2.41% | -12.81% | 1.52% | -11.25% | -2.54% |
| 2017 | 0.09% | 1.65% | 0.72% | 2.34% | 1.71% | 2.31% | 2.28% | -2.99% | 5.87% | 3.38% | 1.18% | 0.85% | 20.94% |
| 2016 | 0.44% | 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 66, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
Janus Henderson Small Cap Growth Alpha ETF provided a 0.40% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.31 | $0.30 | $0.19 | $0.13 | $0.27 | $0.15 | $0.16 |
Dividend yield | 0.40% | 0.49% | 0.67% | 0.46% | 0.30% | 0.27% | 0.76% | 0.42% | 0.53% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.16 | |
| 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 | $0.20 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $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.
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 39.65%, occurring on Sep 26, 2022. Recovery took 534 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.65% | Feb 16, 2021 | 407 | Sep 26, 2022 | 534 | Nov 8, 2024 | 941 |
| -39.19% | Jan 23, 2020 | 39 | Mar 18, 2020 | 92 | Jul 29, 2020 | 131 |
| -27.37% | Sep 5, 2018 | 77 | Dec 24, 2018 | 233 | Nov 26, 2019 | 310 |
| -9.97% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -9.02% | Sep 23, 2016 | 27 | Nov 4, 2016 | 10 | Nov 21, 2016 | 37 |
Volatility
Volatility Chart
The current Janus Henderson Small Cap Growth Alpha ETF volatility is 7.55%, 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.