JABS vs. STOT
JABS (Janus Henderson Asset-Backed Securities ETF) and STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) are both Short-Term Bond funds. JABS is actively managed, while STOT is passively managed. At a 0.30 correlation, their price movements are largely independent. JABS charges 0.33%/yr vs 0.45%/yr for STOT.
Performance
JABS vs. STOT - Performance Comparison
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Returns By Period
In the year-to-date period, JABS achieves a 1.29% return, which is significantly higher than STOT's 0.97% return.
JABS
- 1D
- -0.12%
- 1M
- 0.33%
- YTD
- 1.29%
- 6M
- 1.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STOT
- 1D
- -0.04%
- 1M
- 0.18%
- YTD
- 0.97%
- 6M
- 1.26%
- 1Y
- 4.20%
- 3Y*
- 5.32%
- 5Y*
- 2.81%
- 10Y*
- 2.43%
JABS vs. STOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JABS Janus Henderson Asset-Backed Securities ETF | 1.29% | 2.49% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 0.97% | 2.49% |
Correlation
The correlation between JABS and STOT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.30 |
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Return for Risk
JABS vs. STOT — Risk / Return Rank
JABS
STOT
JABS vs. STOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Asset-Backed Securities ETF (JABS) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| JABS | STOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 3.81 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.23 | 1.11 | +1.11 |
Drawdowns
JABS vs. STOT - Drawdown Comparison
The maximum JABS drawdown since its inception was -0.97%, smaller than the maximum STOT drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for JABS and STOT.
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Drawdown Indicators
| JABS | STOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.97% | -6.07% | +5.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.76% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.07% | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.07% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -0.18% | -0.84% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.18% | — |
Volatility
JABS vs. STOT - Volatility Comparison
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Volatility by Period
| JABS | STOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.33% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.84% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.00% | 1.11% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.00% | 1.73% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.00% | 2.20% | -0.20% |
JABS vs. STOT - Expense Ratio Comparison
JABS has a 0.33% expense ratio, which is lower than STOT's 0.45% expense ratio.
Dividends
JABS vs. STOT - Dividend Comparison
JABS's dividend yield for the trailing twelve months is around 4.19%, less than STOT's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JABS Janus Henderson Asset-Backed Securities ETF | 4.19% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.41% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
Frequently Asked Questions
JABS and STOT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JABS is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JABS is cheaper with a 0.33% expense ratio, compared with 0.45% for STOT.
STOT has the higher dividend yield at 4.41%, compared with 4.19% for JABS.
They also come from different issuers: Janus Henderson and State Street. Their fees differ too: 0.33% for JABS and 0.45% for STOT.
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