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BBHL vs. JXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHL vs. JXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Large Cap ETF (BBHL) and Janus Henderson Transformational Growth ETF (JXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBHL achieves a 7.82% return, which is significantly lower than JXX's 14.21% return.


BBHL

1D
0.35%
1M
2.24%
6M
4.58%
YTD
7.82%
1Y
3Y*
5Y*
10Y*

JXX

1D
-0.82%
1M
0.97%
6M
11.82%
YTD
14.21%
1Y
23.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHL vs. JXX - Yearly Performance Comparison


Correlation

The correlation between BBHL and JXX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.79

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Return for Risk

BBHL vs. JXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBHL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JXX
JXX Risk / Return Rank: 3434
Overall Rank
JXX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JXX Sortino Ratio Rank: 3535
Sortino Ratio Rank
JXX Omega Ratio Rank: 3535
Omega Ratio Rank
JXX Calmar Ratio Rank: 3131
Calmar Ratio Rank
JXX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBHL vs. JXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Large Cap ETF (BBHL) and Janus Henderson Transformational Growth ETF (JXX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BBHLJXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.28

Martin ratioReturn relative to average drawdown

3.99

BBHL vs. JXX - Sharpe Ratio Comparison


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Drawdowns

BBHL vs. JXX - Drawdown Comparison

The maximum BBHL drawdown since its inception was -11.99%, smaller than the maximum JXX drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for BBHL and JXX.


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Drawdown Indicators


BBHLJXXDifference

Max Drawdown

Largest peak-to-trough decline

-11.99%

-23.73%

+11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-18.02%

Current Drawdown

Current decline from peak

-0.40%

-4.86%

+4.46%

Average Drawdown

Average peak-to-trough decline

-2.72%

-5.42%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

Volatility

BBHL vs. JXX - Volatility Comparison


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Volatility by Period


BBHLJXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

Volatility (6M)

Calculated over the trailing 6-month period

17.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.03%

21.69%

-8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.03%

24.65%

-11.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.03%

24.65%

-11.62%

BBHL vs. JXX - Expense Ratio Comparison

BBHL has a 0.71% expense ratio, which is higher than JXX's 0.57% expense ratio.


Dividends

BBHL vs. JXX - Dividend Comparison

Neither BBHL nor JXX has paid dividends to shareholders.


Frequently Asked Questions


BBHL and JXX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JXX is cheaper at 0.57% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JXX is cheaper with a 0.57% expense ratio, compared with 0.71% for BBHL.

BBHL and JXX have nearly identical dividend yields, around 0.00%.

They also come from different issuers: BBH and Janus Henderson. Their fees differ too: 0.71% for BBHL and 0.57% for JXX.

Portfolio Optimizer

Find the right allocation for BBHL and JXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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