IGIB vs. JSI
IGIB (iShares Intermediate-Term Corporate Bond ETF) and JSI (Janus Henderson Securitized Income ETF) are both exchange-traded funds - IGIB is a Corporate Bonds fund tracking the Bloomberg Barclays U.S. Intermediate Credit Index, while JSI is a Short-Term Bond fund actively managed by Janus Henderson. IGIB is passively managed, while JSI is actively managed. Over the past year, IGIB returned 6.27% vs 4.72% for JSI. A 0.74 correlation means they provide meaningful diversification when combined. IGIB charges 0.06%/yr vs 0.50%/yr for JSI.
Performance
IGIB vs. JSI - Performance Comparison
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Returns By Period
In the year-to-date period, IGIB achieves a 0.21% return, which is significantly lower than JSI's 0.99% return.
IGIB
- 1D
- -0.19%
- 1M
- 0.31%
- YTD
- 0.21%
- 6M
- 0.14%
- 1Y
- 6.27%
- 3Y*
- 6.21%
- 5Y*
- 1.37%
- 10Y*
- 3.04%
JSI
- 1D
- -0.12%
- 1M
- 0.24%
- YTD
- 0.99%
- 6M
- 1.47%
- 1Y
- 4.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGIB vs. JSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IGIB iShares Intermediate-Term Corporate Bond ETF | 0.21% | 9.58% | 3.49% | 7.96% |
JSI Janus Henderson Securitized Income ETF | 0.99% | 6.46% | 7.27% | 3.39% |
Correlation
The correlation between IGIB and JSI is 0.65, 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 | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2023 | 0.74 |
The correlation between IGIB and JSI has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
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Return for Risk
IGIB vs. JSI — Risk / Return Rank
IGIB
JSI
IGIB vs. JSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) 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.
| IGIB | JSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.82 | -0.73 |
| Martin ratioReturn relative to average drawdown | 7.08 | 9.18 | -2.10 |
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
| IGIB | JSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.99 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 2.49 | -1.79 |
Drawdowns
IGIB vs. JSI - Drawdown Comparison
The maximum IGIB drawdown since its inception was -20.62%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for IGIB and JSI.
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Drawdown Indicators
| IGIB | JSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.62% | -2.31% | -18.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -1.68% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.62% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -0.46% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -0.34% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.52% | +0.37% |
Volatility
IGIB vs. JSI - Volatility Comparison
iShares Intermediate-Term Corporate Bond ETF (IGIB) has a higher volatility of 1.33% compared to Janus Henderson Securitized Income ETF (JSI) at 0.66%. This indicates that IGIB'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.
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Volatility by Period
| IGIB | JSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 0.66% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | 1.53% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 2.38% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 2.88% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 2.88% | +3.18% |
IGIB vs. JSI - Expense Ratio Comparison
IGIB has a 0.06% expense ratio, which is lower than JSI's 0.50% expense ratio.
Dividends
IGIB vs. JSI - Dividend Comparison
IGIB's dividend yield for the trailing twelve months is around 4.82%, less than JSI's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGIB iShares Intermediate-Term Corporate Bond ETF | 4.82% | 4.59% | 4.41% | 3.78% | 3.04% | 2.52% | 2.74% | 3.44% | 3.41% | 2.51% | 2.45% | 2.51% |
JSI Janus Henderson Securitized Income ETF | 5.80% | 5.80% | 6.16% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGIB and JSI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGIB has higher volatility (1.33%) compared to JSI (0.66%). In terms of maximum drawdown, IGIB dropped -20.62% vs JSI's -2.31%.
On 1-year performance, IGIB leads with 6.27% vs 4.72% for JSI. On fees, IGIB is cheaper at 0.06% per year. On volatility, JSI has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IGIB has performed better with a 6.27% return vs 4.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IGIB is cheaper with a 0.06% expense ratio, compared with 0.50% for JSI.
JSI has the higher dividend yield at 5.80%, compared with 4.82% for IGIB.
IGIB is categorized as Corporate Bonds, while JSI is Short-Term Bond. They also come from different issuers: iShares and Janus Henderson. Their fees differ too: 0.06% for IGIB and 0.50% for JSI.
JSI currently has the higher Sharpe Ratio (1.99 vs 1.52), 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.
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