DANA vs. SJLD

Last updated Aug 2, 2026

DANA (Dana Limited Volatility ETF) and SJLD (SanJac Alpha Low Duration ETF) are both Short-Term Bond funds. Both are actively managed. Their 0.25 correlation means their historical movements had little consistent relationship. Both charge a 0.35% expense ratio.

Performance

DANA vs. SJLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dana Limited Volatility ETF (DANA) and SanJac Alpha Low Duration ETF (SJLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DANA achieves a 0.63% return, which is significantly lower than SJLD's 2.28% return.

DANA

• 1D: -0.07%
• 1M: 0.12%
• 6M: -0.26%
• YTD: 0.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

SJLD

• 1D: 0.02%
• 1M: 0.42%
• 6M: 1.85%
• YTD: 2.28%
• 1Y: 3.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DANA Dana Limited Volatility ETF	$176.68K	$111.67K	$92.87K
SJLD SanJac Alpha Low Duration ETF	$851.30	$1.09K	$3.25K

DANA vs. SJLD - Yearly Performance Comparison

	2026 (YTD)	2025
DANA Dana Limited Volatility ETF	0.63%	1.25%
SJLD SanJac Alpha Low Duration ETF	2.28%	0.07%

Correlation

The correlation between DANA and SJLD is 0.25, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025	0.25

Return for Risk

DANA vs. SJLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DANA

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

SJLD

SJLD Risk / Return Rank: 95
SJLD Sharpe Ratio Rank: 94
SJLD Sortino Ratio Rank: 96
SJLD Omega Ratio Rank: 97
SJLD Calmar Ratio Rank: 93
SJLD Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DANA vs. SJLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dana Limited Volatility ETF (DANA) and SanJac Alpha Low Duration ETF (SJLD). 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.

	DANA	SJLD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.65	—
Sortino ratio: Return per unit of downside risk	—	4.50	—
Omega ratio: Gain probability vs. loss probability	—	1.69	—
Calmar ratio: Return relative to maximum drawdown	—	4.52	—
Martin ratio: Return relative to average drawdown	—	21.64	—

Drawdowns

DANA vs. SJLD - Drawdown Comparison

The maximum DANA drawdown since its inception was -1.04%, roughly equal to the maximum SJLD drawdown of -1.04%. Use the drawdown chart below to compare losses from any high point for DANA and SJLD.

Drawdown Indicators

	DANA	SJLD	Difference
Max Drawdown Largest peak-to-trough decline	-1.04%	-1.04%	0.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.04%	—
Current Drawdown Current decline from peak	-0.28%	0.00%	-0.28%
Average Drawdown Average peak-to-trough decline	-0.49%	-0.11%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.22%	—

Volatility

Volatility by Period

	DANA	SJLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.28%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.16%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.79%	1.79%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.79%	1.88%	+0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.79%	1.88%	+0.91%

DANA vs. SJLD - Expense Ratio Comparison

Both DANA and SJLD have an expense ratio of 0.35%.

Dividends

DANA vs. SJLD - Dividend Comparison

DANA's dividend yield for the trailing twelve months is around 2.08%, less than SJLD's 4.40% yield.

Position	TTM	2025	2024
DANA Dana Limited Volatility ETF	2.08%	0.29%	0.00%
SJLD SanJac Alpha Low Duration ETF	4.40%	3.74%	1.26%

Frequently Asked Questions

Can I hold both DANA and SJLD in my portfolio?

DANA and SJLD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DANA or SJLD?

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DANA or SJLD?

DANA and SJLD have the same expense ratio: 0.35% per year.

Which ETF pays a higher dividend yield, DANA or SJLD?

SJLD has the higher dividend yield at 4.40%, compared with 2.08% for DANA.

What is the main difference between DANA and SJLD?

They also come from different issuers: Dana and SanJac Alpha.