IGSB vs. JMBS
Compare and contrast key facts about iShares Short-Term Corporate Bond ETF (IGSB) and Janus Henderson Mortgage-Backed Securities ETF (JMBS).
IGSB and JMBS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGSB is a passively managed fund by iShares that tracks the performance of the ICE BofAML 1-5 Year US Corporate Index. It was launched on Jan 11, 2007. JMBS is an actively managed fund by Janus Henderson. It was launched on Sep 12, 2018.
Performance
IGSB vs. JMBS - Performance Comparison
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IGSB vs. JMBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IGSB iShares Short-Term Corporate Bond ETF | 0.14% | 6.96% | 4.97% | 6.40% | -5.63% | -0.56% | 5.37% | 7.11% | 0.63% |
JMBS Janus Henderson Mortgage-Backed Securities ETF | 0.19% | 8.82% | 1.53% | 5.66% | -11.40% | -0.32% | 5.80% | 7.11% | 1.53% |
Returns By Period
In the year-to-date period, IGSB achieves a 0.14% return, which is significantly lower than JMBS's 0.19% return.
IGSB
- 1D
- 0.27%
- 1M
- -0.89%
- YTD
- 0.14%
- 6M
- 1.38%
- 1Y
- 4.98%
- 3Y*
- 5.48%
- 5Y*
- 2.45%
- 10Y*
- 2.74%
JMBS
- 1D
- 0.25%
- 1M
- -1.96%
- YTD
- 0.19%
- 6M
- 1.96%
- 1Y
- 5.68%
- 3Y*
- 4.22%
- 5Y*
- 0.74%
- 10Y*
- —
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IGSB vs. JMBS - Expense Ratio Comparison
IGSB has a 0.06% expense ratio, which is lower than JMBS's 0.32% expense ratio.
Return for Risk
IGSB vs. JMBS — Risk / Return Rank
IGSB
JMBS
IGSB vs. JMBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) and Janus Henderson Mortgage-Backed Securities ETF (JMBS). 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.
| IGSB | JMBS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.18 | 1.18 | +1.00 |
Sortino ratioReturn per unit of downside risk | 3.22 | 1.67 | +1.55 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.46 | 1.91 | +1.54 |
Martin ratioReturn relative to average drawdown | 14.27 | 5.24 | +9.03 |
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
| IGSB | JMBS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 1.18 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.12 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.42 | +0.28 |
Correlation
The correlation between IGSB and JMBS is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IGSB vs. JMBS - Dividend Comparison
IGSB's dividend yield for the trailing twelve months is around 4.51%, less than JMBS's 5.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSB iShares Short-Term Corporate Bond ETF | 4.51% | 4.44% | 4.02% | 3.26% | 2.07% | 1.82% | 2.36% | 3.06% | 2.46% | 1.65% | 1.45% | 1.18% |
JMBS Janus Henderson Mortgage-Backed Securities ETF | 5.58% | 5.03% | 5.53% | 4.38% | 2.73% | 1.16% | 2.92% | 3.63% | 0.89% | 0.00% | 0.00% | 0.00% |
Drawdowns
IGSB vs. JMBS - Drawdown Comparison
The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum JMBS drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for IGSB and JMBS.
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Drawdown Indicators
| IGSB | JMBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.38% | -16.68% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -3.01% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -16.68% | +7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -13.38% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -1.96% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -3.95% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 1.10% | -0.75% |
Volatility
IGSB vs. JMBS - Volatility Comparison
The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.96%, while Janus Henderson Mortgage-Backed Securities ETF (JMBS) has a volatility of 1.96%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky than JMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGSB | JMBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 1.96% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.32% | 2.86% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.29% | 4.85% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.91% | 6.43% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.46% | 5.54% | -2.08% |