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JELM vs. JMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JELM vs. JMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Equity Linked Moderate Income ETF (JELM) and Janus Henderson Mortgage-Backed Securities ETF (JMBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JELM

1D
0.20%
1M
1.29%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

JMBS

1D
0.57%
1M
-0.75%
6M
-0.08%
YTD
0.30%
1Y
4.09%
3Y*
4.94%
5Y*
0.59%
10Y*
ALL TIME*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$199.95K$786.17K$963.17K
$31.54M$28.03M$29.63M

JELM vs. JMBS - Yearly Performance Comparison


Correlation

The correlation between JELM and JMBS is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 22, 2026

0.01

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Return for Risk

JELM vs. JMBS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JELM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JMBS
JMBS Risk / Return Rank: 3434
Overall Rank
JMBS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JMBS Sortino Ratio Rank: 3434
Sortino Ratio Rank
JMBS Omega Ratio Rank: 3232
Omega Ratio Rank
JMBS Calmar Ratio Rank: 3535
Calmar Ratio Rank
JMBS Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JELM vs. JMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Equity Linked Moderate Income ETF (JELM) 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.

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.


JELMJMBSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.34

Martin ratioReturn relative to average drawdown

3.61

JELM vs. JMBS - Sharpe Ratio Comparison


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Drawdowns

JELM vs. JMBS - Drawdown Comparison

The maximum JELM drawdown since its inception was -0.69%, smaller than the maximum JMBS drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for JELM and JMBS.


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Drawdown Indicators


JELMJMBSDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-16.68%

+15.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

Current Drawdown

Current decline from peak

-0.25%

-1.86%

+1.61%

Average Drawdown

Average peak-to-trough decline

-0.21%

-3.85%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

Volatility

JELM vs. JMBS - Volatility Comparison


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Volatility by Period


JELMJMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

4.24%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.69%

6.54%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.69%

5.51%

-1.82%

JELM vs. JMBS - Expense Ratio Comparison

JELM has a 0.59% expense ratio, which is higher than JMBS's 0.32% expense ratio.


Dividends

JELM vs. JMBS - Dividend Comparison

JELM's dividend yield for the trailing twelve months is around 1.21%, less than JMBS's 5.26% yield.


PositionTTM20252024202320222021202020192018
JELM
Janus Henderson Equity Linked Moderate Income ETF
1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JMBS
Janus Henderson Mortgage-Backed Securities ETF
5.26%5.03%5.53%4.38%2.73%1.16%2.92%3.63%0.89%

Frequently Asked Questions


JELM and JMBS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JMBS is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JMBS is cheaper with a 0.32% expense ratio, compared with 0.59% for JELM.

JMBS has the higher dividend yield at 5.26%, compared with 1.21% for JELM.

JELM is categorized as Derivative Income, while JMBS is Mortgage Backed Securities. Their fees differ too: 0.59% for JELM and 0.32% for JMBS.

Portfolio Optimizer

Find the right allocation for JELM and JMBS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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