HYS vs. JBBB
Compare and contrast key facts about PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Janus Henderson B-BBB CLO ETF (JBBB).
HYS and JBBB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYS is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US High Yield Constrained (0-5 Y). It was launched on Jun 16, 2011. JBBB is an actively managed fund by Janus Henderson. It was launched on Jan 11, 2022.
Performance
HYS vs. JBBB - Performance Comparison
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HYS vs. JBBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYS PIMCO 0-5 Year High Yield Corporate Bond Index ETF | -0.26% | 8.80% | 8.42% | 11.38% | -4.97% |
JBBB Janus Henderson B-BBB CLO ETF | -0.18% | 5.43% | 12.50% | 17.63% | -5.99% |
Returns By Period
In the year-to-date period, HYS achieves a -0.26% return, which is significantly lower than JBBB's -0.18% return.
HYS
- 1D
- 0.13%
- 1M
- -0.35%
- YTD
- -0.26%
- 6M
- 1.19%
- 1Y
- 7.05%
- 3Y*
- 8.25%
- 5Y*
- 4.96%
- 10Y*
- 5.63%
JBBB
- 1D
- 0.63%
- 1M
- 1.10%
- YTD
- -0.18%
- 6M
- 1.19%
- 1Y
- 4.26%
- 3Y*
- 11.06%
- 5Y*
- —
- 10Y*
- —
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HYS vs. JBBB - Expense Ratio Comparison
HYS has a 0.56% expense ratio, which is higher than JBBB's 0.49% expense ratio.
Return for Risk
HYS vs. JBBB — Risk / Return Rank
HYS
JBBB
HYS vs. JBBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Janus Henderson B-BBB CLO ETF (JBBB). 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.
| HYS | JBBB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.85 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.22 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.30 | +0.49 |
Martin ratioReturn relative to average drawdown | 9.95 | 5.29 | +4.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYS | JBBB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.85 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.24 | -0.44 |
Correlation
The correlation between HYS and JBBB is 0.12, 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.
Dividends
HYS vs. JBBB - Dividend Comparison
HYS's dividend yield for the trailing twelve months is around 7.41%, less than JBBB's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYS PIMCO 0-5 Year High Yield Corporate Bond Index ETF | 7.41% | 7.20% | 7.43% | 6.44% | 5.01% | 3.74% | 4.52% | 4.98% | 4.64% | 5.01% | 5.13% | 5.22% |
JBBB Janus Henderson B-BBB CLO ETF | 7.65% | 8.41% | 9.24% | 8.71% | 5.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HYS vs. JBBB - Drawdown Comparison
The maximum HYS drawdown since its inception was -20.91%, which is greater than JBBB's maximum drawdown of -10.57%. Use the drawdown chart below to compare losses from any high point for HYS and JBBB.
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Drawdown Indicators
| HYS | JBBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -10.57% | -10.34% |
Max Drawdown (1Y)Largest decline over 1 year | -4.06% | -3.45% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -10.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.91% | — | — |
Current DrawdownCurrent decline from peak | -0.90% | -1.39% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -1.55% | -1.62% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.86% | -0.13% |
Volatility
HYS vs. JBBB - Volatility Comparison
The current volatility for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) is 1.88%, while Janus Henderson B-BBB CLO ETF (JBBB) has a volatility of 2.05%. This indicates that HYS experiences smaller price fluctuations and is considered to be less risky than JBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYS | JBBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 2.05% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 2.67% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 5.07% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 5.33% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.85% | 5.33% | +1.52% |