PortfoliosLab logo
JSI vs. IGSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JSI and IGSB is 0.82, 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. IGSB - Performance Comparison

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

0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025February
3.29%
1.94%
JSI
IGSB

Key characteristics

Sharpe Ratio

JSI:

3.13

IGSB:

2.93

Sortino Ratio

JSI:

4.92

IGSB:

4.52

Omega Ratio

JSI:

1.64

IGSB:

1.59

Calmar Ratio

JSI:

6.03

IGSB:

5.55

Martin Ratio

JSI:

19.12

IGSB:

13.99

Ulcer Index

JSI:

0.47%

IGSB:

0.47%

Daily Std Dev

JSI:

2.85%

IGSB:

2.22%

Max Drawdown

JSI:

-1.48%

IGSB:

-13.38%

Current Drawdown

JSI:

0.00%

IGSB:

0.00%

Returns By Period

In the year-to-date period, JSI achieves a 1.89% return, which is significantly higher than IGSB's 1.41% return.


JSI

YTD

1.89%

1M

1.16%

6M

3.26%

1Y

9.22%

5Y*

N/A

10Y*

N/A

IGSB

YTD

1.41%

1M

0.82%

6M

1.94%

1Y

6.67%

5Y*

1.96%

10Y*

2.32%

*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. IGSB - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than IGSB's 0.06% expense ratio.


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 IGSB: 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. IGSB — 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 9696
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 9595
Martin Ratio Rank

IGSB
The Risk-Adjusted Performance Rank of IGSB is 9595
Overall Rank
The Sharpe Ratio Rank of IGSB is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IGSB is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IGSB is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IGSB is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IGSB is 9090
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. IGSB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and iShares Short-Term Corporate Bond ETF (IGSB). 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.


The chart of Sharpe ratio for JSI, currently valued at 3.13, compared to the broader market0.002.004.003.132.93
The chart of Sortino ratio for JSI, currently valued at 4.92, compared to the broader market-2.000.002.004.006.008.0010.0012.004.924.52
The chart of Omega ratio for JSI, currently valued at 1.64, compared to the broader market0.501.001.502.002.503.001.641.59
The chart of Calmar ratio for JSI, currently valued at 6.03, compared to the broader market0.005.0010.0015.006.035.55
The chart of Martin ratio for JSI, currently valued at 19.11, compared to the broader market0.0020.0040.0060.0080.00100.0019.1213.99
JSI
IGSB

The current JSI Sharpe Ratio is 3.13, which is comparable to the IGSB Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of JSI and IGSB, 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 Ratio2.002.202.402.602.803.003.20Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23
3.13
2.93
JSI
IGSB

Dividends

JSI vs. IGSB - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.23%, more than IGSB's 4.04% yield.


TTM20242023202220212020201920182017201620152014
JSI
Janus Henderson Securitized Income ETF
6.23%6.16%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGSB
iShares Short-Term Corporate Bond ETF
4.04%4.02%3.26%2.07%1.82%2.37%3.07%2.46%1.65%1.45%1.18%0.94%

Drawdowns

JSI vs. IGSB - Drawdown Comparison

The maximum JSI drawdown since its inception was -1.48%, smaller than the maximum IGSB drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for JSI and IGSB. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
JSI
IGSB

Volatility

JSI vs. IGSB - Volatility Comparison

Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.65% compared to iShares Short-Term Corporate Bond ETF (IGSB) at 0.48%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%SeptemberOctoberNovemberDecember2025February
0.65%
0.48%
JSI
IGSB