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

Correlation

The correlation between JSI and BBSA 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.


-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.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025
2.97%
1.13%
JSI
BBSA

Key characteristics

Returns By Period


JSI

YTD

0.84%

1M

0.84%

6M

2.98%

1Y

7.18%

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

*Annualized

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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 Rank

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

JSI
The Risk-Adjusted Performance Rank of JSI is 9393
Overall Rank
The Sharpe Ratio Rank of JSI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9393
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 8787
Martin Ratio Rank

BBSA
The Risk-Adjusted Performance Rank of BBSA is 7777
Overall Rank
The Sharpe Ratio Rank of BBSA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BBSA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BBSA is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BBSA is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BBSA is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 market0.002.004.002.491.66
The chart of Sortino ratio for JSI, currently valued at 3.78, compared to the broader market0.005.0010.003.782.41
The chart of Omega ratio for JSI, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.37
The chart of Calmar ratio for JSI, currently valued at 5.04, compared to the broader market0.005.0010.0015.005.042.79
The chart of Martin ratio for JSI, currently valued at 13.86, compared to the broader market0.0020.0040.0060.0080.00100.0013.865.72
JSI
BBSA


Rolling 12-month Sharpe Ratio1.502.002.503.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
2.49
1.66
JSI
BBSA

Dividends

JSI vs. BBSA - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.11%, while BBSA has not paid dividends to shareholders.


TTM202420232022202120202019
JSI
Janus Henderson Securitized Income ETF
6.11%6.16%0.84%0.00%0.00%0.00%0.00%
BBSA
JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
2.84%2.84%2.93%1.57%1.67%2.04%2.02%

Drawdowns

JSI vs. BBSA - Drawdown Comparison


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember20250
-0.84%
JSI
BBSA

Volatility

JSI vs. BBSA - Volatility Comparison

Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.71% 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%SeptemberOctoberNovemberDecember2025
0.71%
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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