JMUIX vs. QQQM
Compare and contrast key facts about Janus Henderson Multi-Sector Income Fund (JMUIX) and Invesco NASDAQ 100 ETF (QQQM).
JMUIX is managed by Janus Henderson. It was launched on Feb 27, 2014. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Performance
JMUIX vs. QQQM - Performance Comparison
Loading graphics...
JMUIX vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JMUIX Janus Henderson Multi-Sector Income Fund | -1.21% | 9.63% | 7.01% | 10.39% | -11.91% | 3.26% | 3.38% |
QQQM Invesco NASDAQ 100 ETF | -5.92% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.67% |
Returns By Period
In the year-to-date period, JMUIX achieves a -1.21% return, which is significantly higher than QQQM's -5.92% return.
JMUIX
- 1D
- 0.23%
- 1M
- -2.27%
- YTD
- -1.21%
- 6M
- 0.73%
- 1Y
- 6.08%
- 3Y*
- 7.34%
- 5Y*
- 2.83%
- 10Y*
- 4.54%
QQQM
- 1D
- 3.37%
- 1M
- -4.84%
- YTD
- -5.92%
- 6M
- -3.59%
- 1Y
- 23.76%
- 3Y*
- 22.41%
- 5Y*
- 12.96%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JMUIX vs. QQQM - Expense Ratio Comparison
JMUIX has a 0.69% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Return for Risk
JMUIX vs. QQQM — Risk / Return Rank
JMUIX
QQQM
JMUIX vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Multi-Sector Income Fund (JMUIX) and Invesco NASDAQ 100 ETF (QQQM). 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.
| JMUIX | QQQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.06 | +0.93 |
Sortino ratioReturn per unit of downside risk | 3.13 | 1.65 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.89 | +0.81 |
Martin ratioReturn relative to average drawdown | 11.21 | 6.96 | +4.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JMUIX | QQQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.06 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.59 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.63 | +0.49 |
Correlation
The correlation between JMUIX and QQQM is 0.22, 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
JMUIX vs. QQQM - Dividend Comparison
JMUIX's dividend yield for the trailing twelve months is around 6.09%, more than QQQM's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUIX Janus Henderson Multi-Sector Income Fund | 6.09% | 6.57% | 7.00% | 6.66% | 5.15% | 4.25% | 4.62% | 4.99% | 4.69% | 5.66% | 5.16% | 4.86% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMUIX vs. QQQM - Drawdown Comparison
The maximum JMUIX drawdown since its inception was -16.09%, smaller than the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for JMUIX and QQQM.
Loading graphics...
Drawdown Indicators
| JMUIX | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.09% | -35.04% | +18.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -12.55% | +10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -15.99% | -35.04% | +19.05% |
Max Drawdown (10Y)Largest decline over 10 years | -16.09% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -8.99% | +6.72% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -8.47% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 3.41% | -2.81% |
Volatility
JMUIX vs. QQQM - Volatility Comparison
The current volatility for Janus Henderson Multi-Sector Income Fund (JMUIX) is 1.29%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 6.48%. This indicates that JMUIX experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JMUIX | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 6.48% | -5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 12.73% | -10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 22.42% | -19.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.37% | 22.25% | -17.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.01% | 22.27% | -18.26% |