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JSI vs. BBSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JSI and BBSA is 0.78, 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.


-0.50.00.51.00.8

Performance

JSI vs. BBSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Securitized Income ETF (JSI) and JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA). The values are adjusted to include any dividend payments, if applicable.

4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.66%
6.90%
JSI
BBSA

Key characteristics

Returns By Period


JSI

YTD

7.04%

1M

0.76%

6M

3.79%

1Y

7.41%

5Y*

N/A

10Y*

N/A

BBSA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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JSI vs. BBSA - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than BBSA's 0.05% expense ratio.


JSI
Janus Henderson Securitized Income ETF
Expense ratio chart for JSI: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for BBSA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

JSI vs. BBSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA). 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.


Sharpe ratio
The chart of Sharpe ratio for JSI, currently valued at 2.49, compared to the broader market0.002.004.002.491.72
The chart of Sortino ratio for JSI, currently valued at 3.81, compared to the broader market-2.000.002.004.006.008.0010.003.812.52
The chart of Omega ratio for JSI, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.36
The chart of Calmar ratio for JSI, currently valued at 5.06, compared to the broader market0.005.0010.0015.005.063.05
The chart of Martin ratio for JSI, currently valued at 13.91, compared to the broader market0.0020.0040.0060.0080.00100.0013.916.74
JSI
BBSA


Rolling 12-month Sharpe Ratio2.002.503.00Nov 17Nov 24DecemberDec 08Dec 15
2.49
1.72
JSI
BBSA

Dividends

JSI vs. BBSA - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.05%, while BBSA has not paid dividends to shareholders.


TTM20232022202120202019
JSI
Janus Henderson Securitized Income ETF
5.51%0.84%0.00%0.00%0.00%0.00%
BBSA
JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
3.16%2.93%1.57%1.67%2.04%2.02%

Drawdowns

JSI vs. BBSA - Drawdown Comparison


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.36%
-0.84%
JSI
BBSA

Volatility

JSI vs. BBSA - Volatility Comparison

Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 1.00% compared to JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) at 0.00%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than BBSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%JulyAugustSeptemberOctoberNovemberDecember
1.00%
0
JSI
BBSA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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