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DUSG vs. JSML
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DUSG vs. JSML

Last updated Aug 5, 2026
Documentation

DUSG (Dimensional U.S. Small Cap Growth ETF) and JSML (Janus Henderson Small Cap Growth Alpha ETF) are both Small Cap Growth Equities funds. DUSG is actively managed, while JSML is passively managed. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DUSG charges 0.32%/yr vs 0.30%/yr for JSML.

Performance

DUSG vs. JSML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Small Cap Growth ETF (DUSG) and Janus Henderson Small Cap Growth Alpha ETF (JSML). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

DUSG

1D
1.93%
1M
3.13%
6M
—
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

JSML

1D
2.58%
1M
0.38%
6M
19.75%
YTD
24.64%
1Y
33.71%
3Y*
18.08%
5Y*
6.67%
10Y*
12.75%
ALL TIME*
13.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DUSG

Dimensional U.S. Small Cap Growth ETF
$522.27K$298.89K$124.88K

JSML

Janus Henderson Small Cap Growth Alpha ETF
$2.11M$2.75M$2.20M

DUSG vs. JSML - Yearly Performance Comparison

2026 (YTD)
DUSG
Dimensional U.S. Small Cap Growth ETF		7.14%
JSML
Janus Henderson Small Cap Growth Alpha ETF		9.44%

Correlation

The correlation between DUSG and JSML is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.71

DUSG vs. JSML - Sectors Allocation Comparison

Sectors
DUSG
JSML

Industrials

25.2%
22.0%

Technology

18.2%
26.3%

Consumer Cyclical

16.6%
7.6%

Healthcare

12.4%
22.8%

Financial Services

9.0%
10.5%

Basic Materials

6.1%
2.7%

Consumer Defensive

5.4%
2.5%

Energy

3.5%
1.8%

Communication Services

2.9%
1.7%

Utilities

0.4%

-

Real Estate

0.3%
2.0%

Industrials

DUSG
25.2%
JSML
22.0%

Technology

DUSG
18.2%
JSML
26.3%

Consumer Cyclical

DUSG
16.6%
JSML
7.6%

Healthcare

DUSG
12.4%
JSML
22.8%

Financial Services

DUSG
9.0%
JSML
10.5%

Basic Materials

DUSG
6.1%
JSML
2.7%

Consumer Defensive

DUSG
5.4%
JSML
2.5%

Energy

DUSG
3.5%
JSML
1.8%

Communication Services

DUSG
2.9%
JSML
1.7%

Utilities

DUSG
0.4%
JSML

-

Real Estate

DUSG
0.3%
JSML
2.0%

Compare stocks, funds, or ETFs

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

Dimensional U.S. Small Cap Growth ETF

Janus Henderson Small Cap Growth Alpha ETF

Often compared with DUSG:
DUSG vs. SSCPDUSG vs. VBKDUSG vs. VTWGDUSG vs. IJTDUSG vs. FSEGDUSG vs. VIOGDUSG vs. JPSE
Often compared with JSML:
JSML vs. OMFSJSML vs. PSCTJSML vs. FRTYJSML vs. TMFXJSML vs. CWSJSML vs. IJRJSML vs. OBMCX

Return for Risk

DUSG vs. JSML — Risk / Return Rank

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

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

JSML
JSML Risk / Return Rank: 5454
Overall Rank
JSML Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
JSML Sortino Ratio Rank: 5353
Sortino Ratio Rank
JSML Omega Ratio Rank: 4949
Omega Ratio Rank
JSML Calmar Ratio Rank: 5757
Calmar Ratio Rank
JSML Martin Ratio Rank: 5858
Martin Ratio Rank
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.

DUSG vs. JSML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap Growth ETF (DUSG) and Janus Henderson Small Cap Growth Alpha ETF (JSML). 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.

DUSGJSMLDifference
Sharpe ratioReturn per unit of total volatility

—

1.49

—

Sortino ratioReturn per unit of downside risk

—

2.11

—

Omega ratioGain probability vs. loss probability

—

1.26

—

Calmar ratioReturn relative to maximum drawdown

—

2.28

—

Martin ratioReturn relative to average drawdown

—

7.72

—

DUSG vs. JSML - Sharpe Ratio Comparison

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Drawdowns

DUSG vs. JSML - Drawdown Comparison

The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum JSML drawdown of -39.65%. Use the drawdown chart below to compare losses from any high point for DUSG and JSML.

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Drawdown Indicators

DUSGJSMLDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-39.65%

+35.46%

Max Drawdown (1Y)

Largest decline over 1 year

—

-14.84%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-25.60%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-37.91%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.65%

—

Current Drawdown

Current decline from peak

0.00%

-2.00%

+2.00%

Average Drawdown

Average peak-to-trough decline

-1.31%

-10.73%

+9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

4.38%

—

Volatility

DUSG vs. JSML - Volatility Comparison

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Volatility by Period

DUSGJSMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

6.72%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

17.78%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

22.82%

-8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

24.56%

-9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

24.31%

-9.49%

DUSG vs. JSML - Expense Ratio Comparison

DUSG has a 0.32% expense ratio, which is higher than JSML's 0.30% expense ratio.

Dividends

DUSG vs. JSML - Dividend Comparison

DUSG's dividend yield for the trailing twelve months is around 0.14%, less than JSML's 0.59% yield.

PositionTTM2025202420232022202120202019201820172016
DUSG
Dimensional U.S. Small Cap Growth ETF		0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JSML
Janus Henderson Small Cap Growth Alpha ETF		0.59%0.94%1.19%0.49%0.67%0.46%0.30%0.27%0.76%0.42%0.52%

Frequently Asked Questions

DUSG and JSML have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JSML is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JSML is cheaper with a 0.30% expense ratio, compared with 0.32% for DUSG.

JSML has the higher dividend yield at 0.59%, compared with 0.14% for DUSG.

They also come from different issuers: Dimensional and Janus Henderson. Their fees differ too: 0.32% for DUSG and 0.30% for JSML.

Portfolio Optimizer

Find the right allocation for DUSG and JSML

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