JSI vs. BBSA
Compare and contrast key facts about Janus Henderson Securitized Income ETF (JSI) and JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA).
JSI and BBSA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSI is an actively managed fund by Janus Henderson. It was launched on Nov 8, 2023. BBSA is a passively managed fund by JPMorgan Chase that tracks the performance of the Bloomberg Barclays Short-Term US Aggregate Bond Index. It was launched on Mar 12, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSI or BBSA.
Performance
JSI vs. BBSA - Performance Comparison
Returns By Period
In the year-to-date period, JSI achieves a 6.23% return, which is significantly higher than BBSA's 3.82% return.
JSI
6.23%
-0.01%
4.04%
9.04%
N/A
N/A
BBSA
3.82%
0.00%
3.75%
6.03%
1.27%
N/A
Key characteristics
| JSI | BBSA | |
|---|---|---|
| Sharpe Ratio | 3.00 | 2.73 |
| Sortino Ratio | 4.70 | 4.30 |
| Omega Ratio | 1.60 | 1.56 |
| Calmar Ratio | 6.10 | 1.30 |
| Martin Ratio | 17.13 | 15.00 |
| Ulcer Index | 0.53% | 0.51% |
| Daily Std Dev | 3.01% | 2.82% |
| Max Drawdown | -1.48% | -9.03% |
| Current Drawdown | -1.06% | -0.84% |
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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.
Correlation
The correlation between JSI and BBSA is 0.81, 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.
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.
Dividends
JSI vs. BBSA - Dividend Comparison
JSI's dividend yield for the trailing twelve months is around 5.80%, more than BBSA's 3.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 5.80% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
BBSA JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF | 3.46% | 2.93% | 1.57% | 1.67% | 2.04% | 2.02% |
Drawdowns
JSI vs. BBSA - Drawdown Comparison
The maximum JSI drawdown since its inception was -1.48%, smaller than the maximum BBSA drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for JSI and BBSA. For additional features, visit the drawdowns tool.
Volatility
JSI vs. BBSA - Volatility Comparison
Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.92% 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.