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JBBB vs. FLTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JBBB and FLTR is 0.07, 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.


-0.50.00.51.00.1

Performance

JBBB vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson B-BBB CLO ETF (JBBB) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
4.57%
3.10%
JBBB
FLTR

Key characteristics

Sharpe Ratio

JBBB:

4.49

FLTR:

6.89

Sortino Ratio

JBBB:

6.71

FLTR:

11.14

Omega Ratio

JBBB:

2.45

FLTR:

3.55

Calmar Ratio

JBBB:

6.69

FLTR:

9.34

Martin Ratio

JBBB:

37.64

FLTR:

104.69

Ulcer Index

JBBB:

0.27%

FLTR:

0.07%

Daily Std Dev

JBBB:

2.21%

FLTR:

1.00%

Max Drawdown

JBBB:

-10.79%

FLTR:

-17.84%

Current Drawdown

JBBB:

0.00%

FLTR:

0.00%

Returns By Period

In the year-to-date period, JBBB achieves a 0.71% return, which is significantly higher than FLTR's 0.35% return.


JBBB

YTD

0.71%

1M

0.65%

6M

4.57%

1Y

10.22%

5Y*

N/A

10Y*

N/A

FLTR

YTD

0.35%

1M

0.47%

6M

3.10%

1Y

6.83%

5Y*

3.47%

10Y*

2.86%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JBBB vs. FLTR - Expense Ratio Comparison

JBBB has a 0.49% expense ratio, which is higher than FLTR's 0.14% expense ratio.


JBBB
Janus Henderson B-BBB CLO ETF
Expense ratio chart for JBBB: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLTR: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

JBBB vs. FLTR — Risk-Adjusted Performance Rank

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

JBBB
The Risk-Adjusted Performance Rank of JBBB is 9898
Overall Rank
The Sharpe Ratio Rank of JBBB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JBBB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of JBBB is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JBBB is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JBBB is 9898
Martin Ratio Rank

FLTR
The Risk-Adjusted Performance Rank of FLTR is 9999
Overall Rank
The Sharpe Ratio Rank of FLTR is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTR is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FLTR is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FLTR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FLTR is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JBBB vs. FLTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


Sharpe ratio
The chart of Sharpe ratio for JBBB, currently valued at 4.49, compared to the broader market0.002.004.004.496.89
The chart of Sortino ratio for JBBB, currently valued at 6.71, compared to the broader market0.005.0010.006.7111.14
The chart of Omega ratio for JBBB, currently valued at 2.45, compared to the broader market0.501.001.502.002.503.002.453.55
The chart of Calmar ratio for JBBB, currently valued at 6.69, compared to the broader market0.005.0010.0015.0020.006.699.34
The chart of Martin ratio for JBBB, currently valued at 37.64, compared to the broader market0.0020.0040.0060.0080.00100.0037.64104.69
JBBB
FLTR

The current JBBB Sharpe Ratio is 4.49, which is lower than the FLTR Sharpe Ratio of 6.89. The chart below compares the historical Sharpe Ratios of JBBB and FLTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio4.005.006.007.008.009.00AugustSeptemberOctoberNovemberDecember2025
4.49
6.89
JBBB
FLTR

Dividends

JBBB vs. FLTR - Dividend Comparison

JBBB's dividend yield for the trailing twelve months is around 7.59%, more than FLTR's 5.90% yield.


TTM20242023202220212020201920182017201620152014
JBBB
Janus Henderson B-BBB CLO ETF
7.59%7.65%8.10%5.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
5.90%5.93%6.08%2.30%0.63%1.49%3.05%2.67%1.69%1.16%0.71%0.66%

Drawdowns

JBBB vs. FLTR - Drawdown Comparison

The maximum JBBB drawdown since its inception was -10.79%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for JBBB and FLTR. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember202500
JBBB
FLTR

Volatility

JBBB vs. FLTR - Volatility Comparison

Janus Henderson B-BBB CLO ETF (JBBB) has a higher volatility of 0.70% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.26%. This indicates that JBBB's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%AugustSeptemberOctoberNovemberDecember2025
0.70%
0.26%
JBBB
FLTR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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