Correlation
The correlation between JMBS and BIV is 0.06, 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.
JMBS vs. BIV
Compare and contrast key facts about Janus Henderson Mortgage-Backed Securities ETF (JMBS) and Vanguard Intermediate-Term Bond ETF (BIV).
JMBS and BIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMBS is an actively managed fund by Janus Henderson. It was launched on Sep 12, 2018. BIV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMBS or BIV.
Performance
JMBS vs. BIV - Performance Comparison
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Key characteristics
JMBS:
1.06
BIV:
1.36
JMBS:
1.35
BIV:
1.74
JMBS:
1.16
BIV:
1.20
JMBS:
0.57
BIV:
0.53
JMBS:
2.32
BIV:
2.94
JMBS:
2.39%
BIV:
2.22%
JMBS:
6.01%
BIV:
5.51%
JMBS:
-16.68%
BIV:
-18.95%
JMBS:
-3.97%
BIV:
-5.77%
Returns By Period
In the year-to-date period, JMBS achieves a 1.93% return, which is significantly lower than BIV's 3.33% return.
JMBS
1.93%
-1.36%
0.73%
6.32%
1.16%
-0.36%
N/A
BIV
3.33%
-0.65%
1.99%
7.41%
1.82%
-0.64%
1.89%
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JMBS vs. BIV - Expense Ratio Comparison
JMBS has a 0.32% expense ratio, which is higher than BIV's 0.04% expense ratio.
Risk-Adjusted Performance
JMBS vs. BIV — Risk-Adjusted Performance Rank
JMBS
BIV
JMBS vs. BIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Mortgage-Backed Securities ETF (JMBS) and Vanguard Intermediate-Term Bond ETF (BIV). 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.
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Dividends
JMBS vs. BIV - Dividend Comparison
JMBS's dividend yield for the trailing twelve months is around 5.51%, more than BIV's 3.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMBS Janus Henderson Mortgage-Backed Securities ETF | 5.51% | 5.53% | 4.38% | 2.72% | 1.17% | 2.92% | 3.64% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% |
BIV Vanguard Intermediate-Term Bond ETF | 3.85% | 3.79% | 3.10% | 2.41% | 3.42% | 2.96% | 2.75% | 2.87% | 2.69% | 2.38% | 3.02% | 3.96% |
Drawdowns
JMBS vs. BIV - Drawdown Comparison
The maximum JMBS drawdown since its inception was -16.68%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for JMBS and BIV.
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Volatility
JMBS vs. BIV - Volatility Comparison
Janus Henderson Mortgage-Backed Securities ETF (JMBS) has a higher volatility of 1.76% compared to Vanguard Intermediate-Term Bond ETF (BIV) at 1.58%. This indicates that JMBS's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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