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IBHH vs. JSMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHH vs. JSMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBHH achieves a 1.66% return, which is significantly lower than JSMD's 18.04% return.


IBHH

1D
0.04%
1M
0.46%
YTD
1.66%
6M
2.29%
1Y
6.37%
3Y*
8.45%
5Y*
10Y*

JSMD

1D
0.29%
1M
4.71%
YTD
18.04%
6M
15.17%
1Y
30.30%
3Y*
17.13%
5Y*
7.74%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHH vs. JSMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.66%8.02%7.53%12.87%-6.70%
JSMD
Janus Henderson Small/Mid Cap Growth Alpha ETF
18.04%9.25%15.08%26.81%-11.51%

Correlation

The correlation between IBHH and JSMD is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2022

0.62

The correlation between IBHH and JSMD has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

IBHH vs. JSMD — Risk / Return Rank

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

IBHH
IBHH Risk / Return Rank: 8484
Overall Rank
IBHH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8383
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7979
Omega Ratio Rank
IBHH Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9292
Martin Ratio Rank

JSMD
JSMD Risk / Return Rank: 3535
Overall Rank
JSMD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JSMD Sortino Ratio Rank: 3333
Sortino Ratio Rank
JSMD Omega Ratio Rank: 3232
Omega Ratio Rank
JSMD Calmar Ratio Rank: 3737
Calmar Ratio Rank
JSMD Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBHH vs. JSMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD). 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.


IBHHJSMDDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.41

1.19

+0.21

Calmar ratioReturn relative to maximum drawdown

4.96

1.60

+3.36

Martin ratioReturn relative to average drawdown

19.84

5.42

+14.42

IBHH vs. JSMD - Sharpe Ratio Comparison

The current IBHH Sharpe Ratio is 2.14, which is higher than the JSMD Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IBHH and JSMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBHH vs. JSMD - Drawdown Comparison

The maximum IBHH drawdown since its inception was -12.05%, smaller than the maximum JSMD drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for IBHH and JSMD.


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Drawdown Indicators


IBHHJSMDDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-38.98%

+26.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-14.86%

+13.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-24.01%

+19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-32.18%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

Current Drawdown

Current decline from peak

-0.15%

-1.17%

+1.02%

Average Drawdown

Average peak-to-trough decline

-2.28%

-7.47%

+5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

4.43%

-4.12%

Volatility

IBHH vs. JSMD - Volatility Comparison

The current volatility for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) is 0.70%, while Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD) has a volatility of 8.22%. This indicates that IBHH experiences smaller price fluctuations and is considered to be less risky than JSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHHJSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

8.22%

-7.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

17.21%

-15.11%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

22.48%

-19.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.23%

22.98%

-15.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

22.82%

-15.59%

IBHH vs. JSMD - Expense Ratio Comparison

IBHH has a 0.35% expense ratio, which is higher than JSMD's 0.30% expense ratio.


Dividends

IBHH vs. JSMD - Dividend Comparison

IBHH's dividend yield for the trailing twelve months is around 6.27%, more than JSMD's 0.47% yield.


PositionTTM2025202420232022202120202019201820172016
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.27%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%0.00%
JSMD
Janus Henderson Small/Mid Cap Growth Alpha ETF
0.47%0.54%0.76%0.44%0.40%0.28%0.24%0.32%0.53%0.30%0.36%

Frequently Asked Questions


IBHH and JSMD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JSMD has higher volatility (8.22%) compared to IBHH (0.70%). In terms of maximum drawdown, IBHH dropped -12.05% vs JSMD's -38.98%.

On 3-year performance, JSMD leads with 17.13% vs 8.45% for IBHH. On fees, JSMD is cheaper at 0.30% per year. On volatility, IBHH has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JSMD has performed better with a 17.13% return vs 8.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JSMD is cheaper with a 0.30% expense ratio, compared with 0.35% for IBHH.

IBHH has the higher dividend yield at 6.27%, compared with 0.47% for JSMD.

IBHH is categorized as High Yield Bonds, while JSMD is Mid Cap Growth Equities. IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross, while JSMD tracks Janus Small Mid Cap Growth Alpha Index. They also come from different issuers: iShares and Janus Henderson. Their fees differ too: 0.35% for IBHH and 0.30% for JSMD.

IBHH currently has the higher Sharpe Ratio (2.14 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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