JLQD vs. VUSV

Last updated Jun 4, 2026

JLQD (Janus Henderson Corporate Bond ETF) and VUSV (Vanguard Wellington U.S. Value Active ETF) are both exchange-traded funds - JLQD is a Corporate Bonds fund tracking the Bloomberg U.S. Corporate Bond Index, while VUSV is a Large Cap Value Equities fund actively managed by Vanguard. JLQD is passively managed, while VUSV is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. JLQD charges 0.20%/yr vs 0.30%/yr for VUSV.

Performance

JLQD vs. VUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Corporate Bond ETF (JLQD) and Vanguard Wellington U.S. Value Active ETF (VUSV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JLQD achieves a 0.24% return, which is significantly lower than VUSV's 7.46% return.

JLQD

• 1D: -0.21%
• 1M: 0.42%
• YTD: 0.24%
• 6M: 0.13%
• 1Y: 6.25%
• 3Y*: 5.54%
• 5Y*: —
• 10Y*: —

VUSV

• 1D: -0.52%
• 1M: 2.34%
• YTD: 7.46%
• 6M: 8.37%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JLQD vs. VUSV - Yearly Performance Comparison

	2026 (YTD)	2025
JLQD Janus Henderson Corporate Bond ETF	0.24%	0.76%
VUSV Vanguard Wellington U.S. Value Active ETF	7.46%	5.48%

Correlation

The correlation between JLQD and VUSV is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	0.56

Return for Risk

JLQD vs. VUSV — Risk / Return Rank

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

JLQD

JLQD Risk / Return Rank: 47
JLQD Sharpe Ratio Rank: 47
JLQD Sortino Ratio Rank: 50
JLQD Omega Ratio Rank: 47
JLQD Calmar Ratio Rank: 45
JLQD Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JLQD vs. VUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Corporate Bond ETF (JLQD) and Vanguard Wellington U.S. Value Active ETF (VUSV). 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.

	JLQD	VUSV	Difference
Sharpe ratio: Return per unit of total volatility	1.62	—	—
Sortino ratio: Return per unit of downside risk	2.41	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.19	—	—
Martin ratio: Return relative to average drawdown	7.63	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JLQD	VUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	2.23	-2.21

Drawdowns

JLQD vs. VUSV - Drawdown Comparison

The maximum JLQD drawdown since its inception was -21.17%, which is greater than VUSV's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for JLQD and VUSV.

Drawdown Indicators

	JLQD	VUSV	Difference
Max Drawdown Largest peak-to-trough decline	-21.17%	-7.06%	-14.11%
Max Drawdown (1Y) Largest decline over 1 year	-2.87%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-6.84%	—	—
Current Drawdown Current decline from peak	-0.97%	-0.52%	-0.45%
Average Drawdown Average peak-to-trough decline	-8.77%	-1.31%	-7.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	—	—

Volatility

Volatility by Period

	JLQD	VUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.88%	11.94%	-8.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.32%	11.94%	-5.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.32%	11.94%	-5.62%

JLQD vs. VUSV - Expense Ratio Comparison

JLQD has a 0.20% expense ratio, which is lower than VUSV's 0.30% expense ratio.

Dividends

JLQD vs. VUSV - Dividend Comparison

JLQD's dividend yield for the trailing twelve months is around 5.44%, more than VUSV's 0.18% yield.

Position	TTM	2025	2024	2023	2022	2021
JLQD Janus Henderson Corporate Bond ETF	5.44%	5.28%	5.36%	3.99%	2.77%	0.83%
VUSV Vanguard Wellington U.S. Value Active ETF	0.18%	0.20%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JLQD and VUSV in my portfolio?

JLQD and VUSV have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JLQD or VUSV?

On fees, JLQD is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JLQD or VUSV?

JLQD is cheaper with a 0.20% expense ratio, compared with 0.30% for VUSV.

Which ETF pays a higher dividend yield, JLQD or VUSV?

JLQD has the higher dividend yield at 5.44%, compared with 0.18% for VUSV.

What is the main difference between JLQD and VUSV?

JLQD is categorized as Corporate Bonds, while VUSV is Large Cap Value Equities. They also come from different issuers: Janus Henderson and Vanguard. Their fees differ too: 0.20% for JLQD and 0.30% for VUSV.