JSI vs. CLOI
Compare and contrast key facts about Janus Henderson Securitized Income ETF (JSI) and VanEck CLO ETF (CLOI).
JSI and CLOI 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. CLOI is an actively managed fund by VanEck. It was launched on Jun 21, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSI or CLOI.
Performance
JSI vs. CLOI - Performance Comparison
Returns By Period
In the year-to-date period, JSI achieves a 6.23% return, which is significantly lower than CLOI's 7.60% return.
JSI
6.23%
-0.01%
4.04%
9.04%
N/A
N/A
CLOI
7.60%
0.71%
3.64%
8.31%
N/A
N/A
Key characteristics
| JSI | CLOI | |
|---|---|---|
| Sharpe Ratio | 3.00 | 5.71 |
| Sortino Ratio | 4.70 | 9.62 |
| Omega Ratio | 1.60 | 2.70 |
| Calmar Ratio | 6.10 | 19.14 |
| Martin Ratio | 17.13 | 101.73 |
| Ulcer Index | 0.53% | 0.08% |
| Daily Std Dev | 3.01% | 1.45% |
| Max Drawdown | -1.48% | -2.70% |
| Current Drawdown | -1.06% | 0.00% |
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JSI vs. CLOI - Expense Ratio Comparison
JSI has a 0.50% expense ratio, which is higher than CLOI's 0.40% expense ratio.
Correlation
The correlation between JSI and CLOI is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
JSI vs. CLOI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and VanEck CLO ETF (CLOI). 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. CLOI - Dividend Comparison
JSI's dividend yield for the trailing twelve months is around 5.80%, less than CLOI's 6.37% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 5.80% | 0.84% | 0.00% |
CLOI VanEck CLO ETF | 6.37% | 5.62% | 2.23% |
Drawdowns
JSI vs. CLOI - Drawdown Comparison
The maximum JSI drawdown since its inception was -1.48%, smaller than the maximum CLOI drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for JSI and CLOI. For additional features, visit the drawdowns tool.
Volatility
JSI vs. CLOI - Volatility Comparison
Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.92% compared to VanEck CLO ETF (CLOI) at 0.27%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than CLOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.