JMBS vs. VGT
Compare and contrast key facts about Janus Henderson Mortgage-Backed Securities ETF (JMBS) and Vanguard Information Technology ETF (VGT).
JMBS and VGT 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. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
JMBS vs. VGT - Performance Comparison
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JMBS vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JMBS Janus Henderson Mortgage-Backed Securities ETF | 0.19% | 8.82% | 1.53% | 5.66% | -11.40% | -0.32% | 5.80% | 7.11% | 1.53% |
VGT Vanguard Information Technology ETF | -7.34% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | -16.91% |
Returns By Period
In the year-to-date period, JMBS achieves a 0.19% return, which is significantly higher than VGT's -7.34% return.
JMBS
- 1D
- 0.25%
- 1M
- -1.96%
- YTD
- 0.19%
- 6M
- 1.96%
- 1Y
- 5.68%
- 3Y*
- 4.22%
- 5Y*
- 0.74%
- 10Y*
- —
VGT
- 1D
- 4.34%
- 1M
- -3.89%
- YTD
- -7.34%
- 6M
- -6.36%
- 1Y
- 29.19%
- 3Y*
- 22.58%
- 5Y*
- 14.54%
- 10Y*
- 21.35%
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JMBS vs. VGT - Expense Ratio Comparison
JMBS has a 0.32% expense ratio, which is higher than VGT's 0.09% expense ratio.
Return for Risk
JMBS vs. VGT — Risk / Return Rank
JMBS
VGT
JMBS vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Mortgage-Backed Securities ETF (JMBS) and Vanguard Information Technology ETF (VGT). 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.
| JMBS | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.08 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.65 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.77 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.24 | 5.47 | -0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMBS | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.08 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.58 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.61 | -0.19 |
Correlation
The correlation between JMBS and VGT is 0.09, 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.
Dividends
JMBS vs. VGT - Dividend Comparison
JMBS's dividend yield for the trailing twelve months is around 5.58%, more than VGT's 0.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMBS Janus Henderson Mortgage-Backed Securities ETF | 5.58% | 5.03% | 5.53% | 4.38% | 2.73% | 1.16% | 2.92% | 3.63% | 0.89% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.44% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
JMBS vs. VGT - Drawdown Comparison
The maximum JMBS drawdown since its inception was -16.68%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for JMBS and VGT.
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Drawdown Indicators
| JMBS | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.68% | -54.63% | +37.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -16.40% | +13.39% |
Max Drawdown (5Y)Largest decline over 5 years | -16.68% | -35.07% | +18.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -1.96% | -12.77% | +10.81% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -8.00% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 5.30% | -4.20% |
Volatility
JMBS vs. VGT - Volatility Comparison
The current volatility for Janus Henderson Mortgage-Backed Securities ETF (JMBS) is 1.96%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.99%. This indicates that JMBS experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMBS | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 7.99% | -6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 16.31% | -13.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 27.24% | -22.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.43% | 25.07% | -18.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.54% | 24.48% | -18.94% |