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JSI vs. IGSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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JSI vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023
JSI
Janus Henderson Securitized Income ETF
0.41%6.46%7.27%3.39%
IGSB
iShares Short-Term Corporate Bond ETF
0.24%6.96%4.97%3.60%

Returns By Period

In the year-to-date period, JSI achieves a 0.41% return, which is significantly higher than IGSB's 0.24% return.


JSI

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

IGSB

1D
0.10%
1M
-0.58%
YTD
0.24%
6M
1.28%
1Y
5.00%
3Y*
5.52%
5Y*
2.47%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JSI vs. IGSB - Expense Ratio Comparison

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


Return for Risk

JSI vs. IGSB — 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

IGSB
IGSB Risk / Return Rank: 9494
Overall Rank
IGSB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
IGSB Omega Ratio Rank: 9494
Omega Ratio Rank
IGSB Calmar Ratio Rank: 9292
Calmar Ratio Rank
IGSB Martin Ratio Rank: 9393
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. IGSB - Risk-Adjusted Trends 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.


JSIIGSBDifference

Sharpe ratio

Return per unit of total volatility

1.59

2.19

-0.60

Sortino ratio

Return per unit of downside risk

2.15

3.24

-1.09

Omega ratio

Gain probability vs. loss probability

1.33

1.45

-0.12

Calmar ratio

Return relative to maximum drawdown

2.06

3.49

-1.43

Martin ratio

Return relative to average drawdown

8.41

14.27

-5.86

JSI vs. IGSB - Sharpe Ratio Comparison

The current JSI Sharpe Ratio is 1.59, which is comparable to the IGSB Sharpe Ratio of 2.19. 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.


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Sharpe Ratios by Period


JSIIGSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.19

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

2.54

0.70

+1.84

Correlation

The correlation between JSI and IGSB is 0.75, 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. IGSB - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 5.82%, more than IGSB's 4.55% 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%
IGSB
iShares Short-Term Corporate Bond ETF
4.55%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

Drawdowns

JSI vs. IGSB - Drawdown Comparison

The maximum JSI drawdown since its inception was -2.31%, 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.


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Drawdown Indicators


JSIIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-2.31%

-13.38%

+11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-1.46%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-1.02%

-0.79%

-0.23%

Average Drawdown

Average peak-to-trough decline

-0.33%

-0.85%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.36%

+0.21%

Volatility

JSI vs. IGSB - Volatility Comparison

The current volatility for Janus Henderson Securitized Income ETF (JSI) is 0.92%, while iShares Short-Term Corporate Bond ETF (IGSB) has a volatility of 0.97%. This indicates that JSI experiences smaller price fluctuations and is considered to be less risky than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSIIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.97%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

1.32%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

2.29%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

2.91%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

3.46%

-0.53%