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JMBS vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMBS vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Mortgage-Backed Securities ETF (JMBS) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMBS achieves a 0.51% return, which is significantly higher than BIV's -0.24% return.


JMBS

1D
-0.29%
1M
0.29%
YTD
0.51%
6M
0.73%
1Y
7.18%
3Y*
4.66%
5Y*
0.74%
10Y*

BIV

1D
-0.22%
1M
0.04%
YTD
-0.24%
6M
-0.48%
1Y
4.80%
3Y*
4.27%
5Y*
0.25%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMBS vs. BIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JMBS
Janus Henderson Mortgage-Backed Securities ETF
0.51%8.82%1.53%5.66%-11.40%-0.32%5.80%7.11%1.53%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%1.69%

Correlation

The correlation between JMBS and BIV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2018

0.80

The correlation between JMBS and BIV shifts across timeframes, from 0.80 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

JMBS vs. BIV — Risk / Return Rank

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

JMBS
JMBS Risk / Return Rank: 4848
Overall Rank
JMBS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JMBS Sortino Ratio Rank: 5151
Sortino Ratio Rank
JMBS Omega Ratio Rank: 4848
Omega Ratio Rank
JMBS Calmar Ratio Rank: 4747
Calmar Ratio Rank
JMBS Martin Ratio Rank: 4747
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3131
Overall Rank
BIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIV Omega Ratio Rank: 3030
Omega Ratio Rank
BIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
Martin Ratio Rank
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.

JMBS vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Mortgage-Backed Securities ETF (JMBS) and Vanguard Intermediate-Term Bond Index 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.


JMBSBIVDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratioReturn relative to maximum drawdown

2.36

1.52

+0.84

Martin ratioReturn relative to average drawdown

7.80

4.60

+3.20

JMBS vs. BIV - Sharpe Ratio Comparison

The current JMBS Sharpe Ratio is 1.67, which is higher than the BIV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of JMBS and BIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JMBSBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.19

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.04

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.65

-0.23

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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Drawdown Indicators


JMBSBIVDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-18.95%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-3.18%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-7.76%

-6.07%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-18.74%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.66%

-2.04%

+0.38%

Average Drawdown

Average peak-to-trough decline

-3.90%

-3.39%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.05%

-0.13%

Volatility

JMBS vs. BIV - Volatility Comparison

Janus Henderson Mortgage-Backed Securities ETF (JMBS) has a higher volatility of 1.65% compared to Vanguard Intermediate-Term Bond Index ETF (BIV) at 1.36%. 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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Volatility by Period


JMBSBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.36%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

2.90%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.06%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

6.40%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

5.50%

+0.02%

JMBS vs. BIV - Expense Ratio Comparison

JMBS has a 0.32% expense ratio, which is higher than BIV's 0.03% expense ratio.


Dividends

JMBS vs. BIV - Dividend Comparison

JMBS's dividend yield for the trailing twelve months is around 5.19%, more than BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
JMBS
Janus Henderson Mortgage-Backed Securities ETF
5.19%5.03%5.53%4.38%2.73%1.16%2.92%3.63%0.89%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, JMBS and BIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JMBS has higher volatility (1.65%) compared to BIV (1.36%). In terms of maximum drawdown, JMBS dropped -16.68% vs BIV's -18.95%.

On 5-year performance, JMBS leads with 0.74% vs 0.25% for BIV. On fees, BIV is cheaper at 0.03% per year. On volatility, BIV has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JMBS has performed better with a 0.74% return vs 0.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.32% for JMBS.

JMBS has the higher dividend yield at 5.19%, compared with 4.22% for BIV.

JMBS is categorized as Mortgage Backed Securities, while BIV is Intermediate Core Bond. They also come from different issuers: Janus Henderson and Vanguard. Their fees differ too: 0.32% for JMBS and 0.03% for BIV.

JMBS currently has the higher Sharpe Ratio (1.67 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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