BBSA vs. JSI
Compare and contrast key facts about JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) and Janus Henderson Securitized Income ETF (JSI).
BBSA and JSI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBSA is a passively managed fund by JPMorgan Chase that tracks the performance of the Bloomberg Barclays Short-Term US Aggregate Bond Index. It was launched on Mar 12, 2019. JSI is an actively managed fund by Janus Henderson. It was launched on Nov 8, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBSA or JSI.
Performance
BBSA vs. JSI - Performance Comparison
Returns By Period
In the year-to-date period, BBSA achieves a 3.82% return, which is significantly lower than JSI's 6.31% return.
BBSA
3.82%
0.00%
3.57%
6.13%
1.26%
N/A
JSI
6.31%
-0.44%
3.86%
9.30%
N/A
N/A
Key characteristics
| BBSA | JSI | |
|---|---|---|
| Sharpe Ratio | 2.73 | 3.15 |
| Sortino Ratio | 4.30 | 4.92 |
| Omega Ratio | 1.56 | 1.64 |
| Calmar Ratio | 1.30 | 6.41 |
| Martin Ratio | 15.00 | 18.43 |
| Ulcer Index | 0.51% | 0.51% |
| Daily Std Dev | 2.82% | 3.01% |
| Max Drawdown | -9.03% | -1.48% |
| Current Drawdown | -0.84% | -0.99% |
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BBSA vs. JSI - Expense Ratio Comparison
BBSA has a 0.05% expense ratio, which is lower than JSI's 0.50% expense ratio.
Correlation
The correlation between BBSA and JSI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BBSA vs. JSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) and Janus Henderson Securitized Income ETF (JSI). 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.
Dividends
BBSA vs. JSI - Dividend Comparison
BBSA's dividend yield for the trailing twelve months is around 3.46%, less than JSI's 5.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BBSA JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF | 3.46% | 2.93% | 1.57% | 1.67% | 2.04% | 2.02% |
JSI Janus Henderson Securitized Income ETF | 5.80% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBSA vs. JSI - Drawdown Comparison
The maximum BBSA drawdown since its inception was -9.03%, which is greater than JSI's maximum drawdown of -1.48%. Use the drawdown chart below to compare losses from any high point for BBSA and JSI. For additional features, visit the drawdowns tool.
Volatility
BBSA vs. JSI - Volatility Comparison
The current volatility for JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) is 0.00%, while Janus Henderson Securitized Income ETF (JSI) has a volatility of 0.94%. This indicates that BBSA experiences smaller price fluctuations and is considered to be less risky than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.