JSI vs. JQC
JSI (Janus Henderson Securitized Income ETF) and JQC (Nuveen Credit Strategies Income Fund) are both funds - JSI is a Short-Term Bond fund actively managed by Janus Henderson, while JQC is a Bank Loan fund managed by Nuveen. Over the past year, JSI returned 3.99% vs -1.06% for JQC. At a 0.13 correlation, their price movements are largely independent. JSI charges 0.50%/yr vs 4.34%/yr for JQC.
Performance
JSI vs. JQC - Performance Comparison
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Returns By Period
In the year-to-date period, JSI achieves a 1.32% return, which is significantly lower than JQC's 2.19% return.
JSI
- 1D
- 0.12%
- 1M
- 0.02%
- 6M
- 0.97%
- YTD
- 1.32%
- 1Y
- 3.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JQC
- 1D
- 0.20%
- 1M
- 0.83%
- 6M
- -0.97%
- YTD
- 2.19%
- 1Y
- -1.06%
- 3Y*
- 10.74%
- 5Y*
- 5.04%
- 10Y*
- 5.77%
JSI vs. JQC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 1.32% | 6.46% | 7.27% | 3.29% |
JQC Nuveen Credit Strategies Income Fund | 2.19% | -0.36% | 22.29% | 5.77% |
Correlation
The correlation between JSI and JQC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2023 | 0.13 |
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Return for Risk
JSI vs. JQC — Risk / Return Rank
JSI
JQC
JSI vs. JQC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and Nuveen Credit Strategies Income Fund (JQC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JSI | JQC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.10 | +2.49 |
| Martin ratioReturn relative to average drawdown | 7.57 | -0.20 | +7.78 |
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Drawdowns
JSI vs. JQC - Drawdown Comparison
The maximum JSI drawdown since its inception was -2.31%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for JSI and JQC.
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Drawdown Indicators
| JSI | JQC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.31% | -75.18% | +72.87% |
Max Drawdown (1Y)Largest decline over 1 year | -1.68% | -10.15% | +8.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.99% | — |
Current DrawdownCurrent decline from peak | -0.13% | -3.97% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -0.34% | -8.79% | +8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 5.24% | -4.71% |
Volatility
JSI vs. JQC - Volatility Comparison
The current volatility for Janus Henderson Securitized Income ETF (JSI) is 0.70%, while Nuveen Credit Strategies Income Fund (JQC) has a volatility of 1.74%. This indicates that JSI experiences smaller price fluctuations and is considered to be less risky than JQC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSI | JQC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 1.74% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.66% | 8.66% | -7.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.45% | 11.16% | -8.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 13.13% | -10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.87% | 17.51% | -14.64% |
JSI vs. JQC - Expense Ratio Comparison
JSI has a 0.50% expense ratio, which is lower than JQC's 4.34% expense ratio.
Dividends
JSI vs. JQC - Dividend Comparison
JSI's dividend yield for the trailing twelve months is around 5.86%, less than JQC's 13.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 13.11% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
JSI Janus Henderson Securitized Income ETF | 5.86% | 5.80% | 6.16% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JSI and JQC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JQC has higher volatility (1.74%) compared to JSI (0.70%). In terms of maximum drawdown, JSI dropped -2.31% vs JQC's -75.18%.
JSI currently has the higher Sharpe Ratio (1.64 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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