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

Correlation

The correlation between JSI and IGIB is 0.80, 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. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Securitized Income ETF (JSI) and iShares Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
3.45%
1.91%
JSI
IGIB

Key characteristics

Sharpe Ratio

JSI:

2.61

IGIB:

1.05

Sortino Ratio

JSI:

3.98

IGIB:

1.51

Omega Ratio

JSI:

1.52

IGIB:

1.18

Calmar Ratio

JSI:

5.32

IGIB:

0.54

Martin Ratio

JSI:

14.63

IGIB:

3.25

Ulcer Index

JSI:

0.54%

IGIB:

1.75%

Daily Std Dev

JSI:

3.02%

IGIB:

5.40%

Max Drawdown

JSI:

-1.48%

IGIB:

-20.63%

Current Drawdown

JSI:

0.00%

IGIB:

-3.97%

Returns By Period

In the year-to-date period, JSI achieves a 0.71% return, which is significantly lower than IGIB's 0.76% return.


JSI

YTD

0.71%

1M

0.88%

6M

3.46%

1Y

7.61%

5Y*

N/A

10Y*

N/A

IGIB

YTD

0.76%

1M

0.97%

6M

1.91%

1Y

5.32%

5Y*

0.73%

10Y*

2.43%

*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. IGIB - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than IGIB's 0.06% 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 IGIB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

JSI vs. IGIB — 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 9494
Overall Rank
The Sharpe Ratio Rank of JSI is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9494
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 8989
Martin Ratio Rank

IGIB
The Risk-Adjusted Performance Rank of IGIB is 3939
Overall Rank
The Sharpe Ratio Rank of IGIB is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of IGIB is 4343
Sortino Ratio Rank
The Omega Ratio Rank of IGIB is 4040
Omega Ratio Rank
The Calmar Ratio Rank of IGIB is 2828
Calmar Ratio Rank
The Martin Ratio Rank of IGIB is 3737
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. IGIB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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 2.61, compared to the broader market0.002.004.002.611.05
The chart of Sortino ratio for JSI, currently valued at 3.98, compared to the broader market0.005.0010.003.981.51
The chart of Omega ratio for JSI, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.18
The chart of Calmar ratio for JSI, currently valued at 5.32, compared to the broader market0.005.0010.0015.0020.005.321.30
The chart of Martin ratio for JSI, currently valued at 14.63, compared to the broader market0.0020.0040.0060.0080.00100.0014.633.25
JSI
IGIB

The current JSI Sharpe Ratio is 2.61, which is higher than the IGIB Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of JSI and IGIB, 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 Ratio0.501.001.502.002.503.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
2.61
1.05
JSI
IGIB

Dividends

JSI vs. IGIB - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.12%, more than IGIB's 4.38% yield.


TTM20242023202220212020201920182017201620152014
JSI
Janus Henderson Securitized Income ETF
6.12%6.16%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.38%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%2.46%

Drawdowns

JSI vs. IGIB - Drawdown Comparison

The maximum JSI drawdown since its inception was -1.48%, smaller than the maximum IGIB drawdown of -20.63%. Use the drawdown chart below to compare losses from any high point for JSI and IGIB. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-2.33%
JSI
IGIB

Volatility

JSI vs. IGIB - Volatility Comparison

The current volatility for Janus Henderson Securitized Income ETF (JSI) is 0.71%, while iShares Intermediate-Term Corporate Bond ETF (IGIB) has a volatility of 1.61%. This indicates that JSI experiences smaller price fluctuations and is considered to be less risky than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
0.71%
1.61%
JSI
IGIB
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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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