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

Correlation

The correlation between JSI and BSJR is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

JSI vs. BSJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Securitized Income ETF (JSI) and Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR). The values are adjusted to include any dividend payments, if applicable.

9.00%10.00%11.00%12.00%13.00%14.00%15.00%NovemberDecember2025FebruaryMarchApril
12.75%
12.73%
JSI
BSJR

Key characteristics

Sharpe Ratio

JSI:

2.63

BSJR:

2.03

Sortino Ratio

JSI:

3.97

BSJR:

2.87

Omega Ratio

JSI:

1.53

BSJR:

1.38

Calmar Ratio

JSI:

5.13

BSJR:

3.51

Martin Ratio

JSI:

16.48

BSJR:

17.46

Ulcer Index

JSI:

0.46%

BSJR:

0.39%

Daily Std Dev

JSI:

2.89%

BSJR:

3.33%

Max Drawdown

JSI:

-1.48%

BSJR:

-22.58%

Current Drawdown

JSI:

-0.75%

BSJR:

-1.69%

Returns By Period

In the year-to-date period, JSI achieves a 1.66% return, which is significantly higher than BSJR's 0.43% return.


JSI

YTD

1.66%

1M

-0.03%

6M

2.20%

1Y

7.81%

5Y*

N/A

10Y*

N/A

BSJR

YTD

0.43%

1M

-1.60%

6M

0.98%

1Y

6.98%

5Y*

6.31%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JSI vs. BSJR - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than BSJR's 0.42% expense ratio.


JSI
Janus Henderson Securitized Income ETF
Expense ratio chart for JSI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JSI: 0.50%
Expense ratio chart for BSJR: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSJR: 0.42%

Risk-Adjusted Performance

JSI vs. BSJR — 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 9797
Overall Rank
The Sharpe Ratio Rank of JSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9797
Martin Ratio Rank

BSJR
The Risk-Adjusted Performance Rank of BSJR is 9696
Overall Rank
The Sharpe Ratio Rank of BSJR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJR is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BSJR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BSJR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BSJR is 9797
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. BSJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR). 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 2.63, compared to the broader market-1.000.001.002.003.004.005.00
JSI: 2.63
BSJR: 2.03
The chart of Sortino ratio for JSI, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.00
JSI: 3.97
BSJR: 2.87
The chart of Omega ratio for JSI, currently valued at 1.53, compared to the broader market0.501.001.502.002.50
JSI: 1.53
BSJR: 1.38
The chart of Calmar ratio for JSI, currently valued at 5.13, compared to the broader market0.005.0010.0015.00
JSI: 5.13
BSJR: 3.51
The chart of Martin ratio for JSI, currently valued at 16.48, compared to the broader market0.0020.0040.0060.0080.00
JSI: 16.48
BSJR: 17.46

The current JSI Sharpe Ratio is 2.63, which is comparable to the BSJR Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of JSI and BSJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30
2.63
2.03
JSI
BSJR

Dividends

JSI vs. BSJR - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.33%, less than BSJR's 6.81% yield.


TTM202420232022202120202019
JSI
Janus Henderson Securitized Income ETF
6.33%6.16%0.84%0.00%0.00%0.00%0.00%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
6.81%6.75%6.48%5.37%4.49%4.53%1.20%

Drawdowns

JSI vs. BSJR - Drawdown Comparison

The maximum JSI drawdown since its inception was -1.48%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for JSI and BSJR. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.75%
-1.69%
JSI
BSJR

Volatility

JSI vs. BSJR - Volatility Comparison

The current volatility for Janus Henderson Securitized Income ETF (JSI) is 1.02%, while Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) has a volatility of 1.32%. This indicates that JSI experiences smaller price fluctuations and is considered to be less risky than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
1.02%
1.32%
JSI
BSJR
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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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