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JSI vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JSI vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Securitized Income ETF (JSI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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JSI vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023
JSI
Janus Henderson Securitized Income ETF
0.41%6.46%7.27%3.39%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.16%6.00%3.78%2.92%

Returns By Period

In the year-to-date period, JSI achieves a 0.41% return, which is significantly higher than BSV's 0.16% return.


JSI

1D
0.00%
1M
-0.88%
YTD
0.41%
6M
1.73%
1Y
4.61%
3Y*
5Y*
10Y*

BSV

1D
0.02%
1M
-0.57%
YTD
0.16%
6M
1.15%
1Y
4.05%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JSI vs. BSV - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than BSV's 0.03% expense ratio.


Return for Risk

JSI vs. BSV — Risk / Return Rank

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

JSI
JSI Risk / Return Rank: 7979
Overall Rank
JSI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JSI Sortino Ratio Rank: 8080
Sortino Ratio Rank
JSI Omega Ratio Rank: 8383
Omega Ratio Rank
JSI Calmar Ratio Rank: 7575
Calmar Ratio Rank
JSI Martin Ratio Rank: 7676
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9292
Overall Rank
BSV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9191
Omega Ratio Rank
BSV Calmar Ratio Rank: 9191
Calmar Ratio Rank
BSV Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JSI vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


JSIBSVDifference

Sharpe ratio

Return per unit of total volatility

1.59

2.04

-0.45

Sortino ratio

Return per unit of downside risk

2.15

3.25

-1.10

Omega ratio

Gain probability vs. loss probability

1.33

1.40

-0.06

Calmar ratio

Return relative to maximum drawdown

2.06

3.23

-1.17

Martin ratio

Return relative to average drawdown

8.41

12.23

-3.82

JSI vs. BSV - Sharpe Ratio Comparison

The current JSI Sharpe Ratio is 1.59, which is comparable to the BSV Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of JSI and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JSIBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.04

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

2.54

0.86

+1.68

Correlation

The correlation between JSI and BSV 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.


Dividends

JSI vs. BSV - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 5.82%, more than BSV's 3.93% yield.


TTM20252024202320222021202020192018201720162015
JSI
Janus Henderson Securitized Income ETF
5.82%5.80%6.16%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.93%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

JSI vs. BSV - Drawdown Comparison

The maximum JSI drawdown since its inception was -2.31%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for JSI and BSV.


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Drawdown Indicators


JSIBSVDifference

Max Drawdown

Largest peak-to-trough decline

-2.31%

-8.54%

+6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-1.29%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-1.02%

-0.76%

-0.26%

Average Drawdown

Average peak-to-trough decline

-0.33%

-0.98%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.34%

+0.23%

Volatility

JSI vs. BSV - Volatility Comparison

Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.92% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.78%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSIBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.78%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

1.19%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

2.00%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

2.71%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

2.37%

+0.56%