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EVLN vs. JSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EVLN and JSI is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

EVLN vs. JSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Floating-Rate ETF (EVLN) and Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
6.24%
8.08%
EVLN
JSI

Key characteristics

Sharpe Ratio

EVLN:

1.70

JSI:

2.45

Sortino Ratio

EVLN:

2.34

JSI:

3.66

Omega Ratio

EVLN:

1.49

JSI:

1.50

Calmar Ratio

EVLN:

1.77

JSI:

3.27

Martin Ratio

EVLN:

11.66

JSI:

14.92

Ulcer Index

EVLN:

0.42%

JSI:

0.51%

Daily Std Dev

EVLN:

2.89%

JSI:

3.08%

Max Drawdown

EVLN:

-2.78%

JSI:

-2.31%

Current Drawdown

EVLN:

-1.63%

JSI:

-1.21%

Returns By Period

In the year-to-date period, EVLN achieves a -0.98% return, which is significantly lower than JSI's 1.18% return.


EVLN

YTD

-0.98%

1M

-1.15%

6M

0.96%

1Y

4.85%

5Y*

N/A

10Y*

N/A

JSI

YTD

1.18%

1M

-0.44%

6M

1.82%

1Y

7.62%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


EVLN vs. JSI - Expense Ratio Comparison

EVLN has a 0.60% expense ratio, which is higher than JSI's 0.50% expense ratio.


EVLN
Eaton Vance Floating-Rate ETF
Expense ratio chart for EVLN: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EVLN: 0.60%
Expense ratio chart for JSI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JSI: 0.50%

Risk-Adjusted Performance

EVLN vs. JSI — Risk-Adjusted Performance Rank

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

EVLN
The Risk-Adjusted Performance Rank of EVLN is 9494
Overall Rank
The Sharpe Ratio Rank of EVLN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of EVLN is 9393
Sortino Ratio Rank
The Omega Ratio Rank of EVLN is 9696
Omega Ratio Rank
The Calmar Ratio Rank of EVLN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EVLN is 9595
Martin Ratio Rank

JSI
The Risk-Adjusted Performance Rank of JSI is 9797
Overall Rank
The Sharpe Ratio Rank of JSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EVLN vs. JSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate ETF (EVLN) 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.


Sharpe ratio
The chart of Sharpe ratio for EVLN, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.00
EVLN: 1.70
JSI: 2.45
The chart of Sortino ratio for EVLN, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.00
EVLN: 2.34
JSI: 3.66
The chart of Omega ratio for EVLN, currently valued at 1.49, compared to the broader market0.501.001.502.002.50
EVLN: 1.49
JSI: 1.50
The chart of Calmar ratio for EVLN, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.00
EVLN: 1.77
JSI: 3.27
The chart of Martin ratio for EVLN, currently valued at 11.66, compared to the broader market0.0020.0040.0060.00
EVLN: 11.66
JSI: 14.92

The current EVLN Sharpe Ratio is 1.70, which is lower than the JSI Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of EVLN and JSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13
1.70
2.45
EVLN
JSI

Dividends

EVLN vs. JSI - Dividend Comparison

EVLN's dividend yield for the trailing twelve months is around 8.53%, more than JSI's 6.36% yield.


TTM20242023
EVLN
Eaton Vance Floating-Rate ETF
8.53%6.41%0.00%
JSI
Janus Henderson Securitized Income ETF
6.36%6.16%0.84%

Drawdowns

EVLN vs. JSI - Drawdown Comparison

The maximum EVLN drawdown since its inception was -2.78%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for EVLN and JSI. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-1.63%
-1.21%
EVLN
JSI

Volatility

EVLN vs. JSI - Volatility Comparison

Eaton Vance Floating-Rate ETF (EVLN) has a higher volatility of 2.39% compared to Janus Henderson Securitized Income ETF (JSI) at 1.65%. This indicates that EVLN's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.39%
1.65%
EVLN
JSI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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