JMBS vs. VGIT
Compare and contrast key facts about Janus Henderson Mortgage-Backed Securities ETF (JMBS) and Vanguard Intermediate-Term Treasury ETF (VGIT).
JMBS and VGIT 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. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMBS or VGIT.
Correlation
The correlation between JMBS and VGIT is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JMBS vs. VGIT - Performance Comparison
Key characteristics
JMBS:
0.84
VGIT:
0.87
JMBS:
1.23
VGIT:
1.28
JMBS:
1.15
VGIT:
1.15
JMBS:
0.46
VGIT:
0.31
JMBS:
2.13
VGIT:
1.94
JMBS:
2.38%
VGIT:
1.99%
JMBS:
6.04%
VGIT:
4.47%
JMBS:
-16.68%
VGIT:
-16.05%
JMBS:
-4.57%
VGIT:
-7.89%
Returns By Period
In the year-to-date period, JMBS achieves a 1.29% return, which is significantly higher than VGIT's 0.83% return.
JMBS
1.29%
0.88%
-0.80%
5.53%
0.08%
N/A
VGIT
0.83%
0.60%
-0.88%
3.96%
-0.46%
1.10%
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JMBS vs. VGIT - Expense Ratio Comparison
JMBS has a 0.32% expense ratio, which is higher than VGIT's 0.04% expense ratio.
Risk-Adjusted Performance
JMBS vs. VGIT — Risk-Adjusted Performance Rank
JMBS
VGIT
JMBS vs. VGIT - 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 Treasury ETF (VGIT). 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.
Dividends
JMBS vs. VGIT - Dividend Comparison
JMBS's dividend yield for the trailing twelve months is around 5.49%, more than VGIT's 3.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMBS Janus Henderson Mortgage-Backed Securities ETF | 5.49% | 5.53% | 4.38% | 2.72% | 1.17% | 2.92% | 3.64% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.70% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
Drawdowns
JMBS vs. VGIT - Drawdown Comparison
The maximum JMBS drawdown since its inception was -16.68%, roughly equal to the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for JMBS and VGIT. For additional features, visit the drawdowns tool.
Volatility
JMBS vs. VGIT - Volatility Comparison
Janus Henderson Mortgage-Backed Securities ETF (JMBS) has a higher volatility of 1.51% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.12%. This indicates that JMBS's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.