JSI vs. SOFR

Last updated Aug 5, 2026

JSI (Janus Henderson Securitized Income ETF) and SOFR (Amplify Samsung SOFR ETF) are both Multisector Bonds funds. JSI is actively managed, while SOFR is passively managed. Over the past year, JSI returned 3.15% vs 3.80% for SOFR. Their 0.10 correlation means their historical movements had little consistent relationship. JSI charges 0.50%/yr vs 0.20%/yr for SOFR.

Performance

JSI vs. SOFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Securitized Income ETF (JSI) and Amplify Samsung SOFR ETF (SOFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JSI achieves a 1.49% return, which is significantly lower than SOFR's 2.09% return.

JSI

• 1D: 0.30%
• 1M: 0.33%
• 6M: 0.78%
• YTD: 1.49%
• 1Y: 3.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.80%

SOFR

• 1D: 0.02%
• 1M: 0.27%
• 6M: 1.79%
• YTD: 2.09%
• 1Y: 3.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JSI Janus Henderson Securitized Income ETF	$5.24M	$5.31M	$6.50M
SOFR Amplify Samsung SOFR ETF	$594.81K	$482.66K	$2.26M

JSI vs. SOFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JSI Janus Henderson Securitized Income ETF	1.49%	6.46%	0.04%
SOFR Amplify Samsung SOFR ETF	2.09%	4.27%	1.21%

Correlation

The correlation between JSI and SOFR is 0.10, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.10
Correlation (All Time) Calculated using the full available price history since Sep 26, 2024	0.10

Return for Risk

JSI vs. SOFR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JSI

JSI Risk / Return Rank: 47
JSI Sharpe Ratio Rank: 47
JSI Sortino Ratio Rank: 43
JSI Omega Ratio Rank: 51
JSI Calmar Ratio Rank: 47
JSI Martin Ratio Rank: 47

SOFR

SOFR Risk / Return Rank: 98
SOFR Sharpe Ratio Rank: 98
SOFR Sortino Ratio Rank: 98
SOFR Omega Ratio Rank: 99
SOFR Calmar Ratio Rank: 98
SOFR Martin Ratio Rank: 97

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JSI vs. SOFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and Amplify Samsung SOFR ETF (SOFR). 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	SOFR	Difference
Sharpe ratio: Return per unit of total volatility	1.33	4.28	-2.95
Sortino ratio: Return per unit of downside risk	1.80	6.28	-4.48
Omega ratio: Gain probability vs. loss probability	1.26	2.97	-1.71
Calmar ratio: Return relative to maximum drawdown	1.88	9.39	-7.51
Martin ratio: Return relative to average drawdown	5.94	37.62	-31.68

JSI vs. SOFR - Sharpe Ratio Comparison

The current JSI Sharpe Ratio is 1.33, which is lower than the SOFR Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of JSI and SOFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JSI vs. SOFR - Drawdown Comparison

The maximum JSI drawdown since its inception was -2.31%, which is greater than SOFR's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for JSI and SOFR.

Drawdown Indicators

	JSI	SOFR	Difference
Max Drawdown Largest peak-to-trough decline	-2.31%	-0.41%	-1.90%
Max Drawdown (1Y) Largest decline over 1 year	-1.68%	-0.41%	-1.27%
Current Drawdown Current decline from peak	0.00%	-0.01%	+0.01%
Average Drawdown Average peak-to-trough decline	-0.34%	-0.03%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.53%	0.10%	+0.43%

Volatility

JSI vs. SOFR - Volatility Comparison

Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.46% compared to Amplify Samsung SOFR ETF (SOFR) at 0.27%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than SOFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JSI	SOFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.46%	0.27%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	1.68%	0.63%	+1.05%
Volatility (1Y) Calculated over the trailing 1-year period	2.37%	0.89%	+1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.85%	0.84%	+2.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.85%	0.84%	+2.01%

JSI vs. SOFR - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than SOFR's 0.20% expense ratio.

Dividends

JSI vs. SOFR - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 5.91%, more than SOFR's 3.83% yield.

Position	TTM	2025	2024	2023
JSI Janus Henderson Securitized Income ETF	5.91%	5.80%	6.16%	0.84%
SOFR Amplify Samsung SOFR ETF	3.83%	4.22%	1.60%	0.00%

Frequently Asked Questions

Can I hold both JSI and SOFR in my portfolio?

JSI and SOFR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JSI or SOFR?

JSI has higher volatility (0.46%) compared to SOFR (0.27%). In terms of maximum drawdown, JSI dropped -2.31% vs SOFR's -0.41%.

Which ETF is better, JSI or SOFR?

On 1-year performance, SOFR leads with 3.80% vs 3.15% for JSI. On fees, SOFR is cheaper at 0.20% per year. On volatility, SOFR has been the lower-risk option at 0.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JSI or SOFR?

Over the 1-year period, SOFR has performed better with a 3.80% return vs 3.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JSI or SOFR?

SOFR is cheaper with a 0.20% expense ratio, compared with 0.50% for JSI.

Which ETF pays a higher dividend yield, JSI or SOFR?

JSI has the higher dividend yield at 5.91%, compared with 3.83% for SOFR.

What is the main difference between JSI and SOFR?

They also come from different issuers: Janus Henderson and Amplify. Their fees differ too: 0.50% for JSI and 0.20% for SOFR.

Which has better risk-adjusted returns?

SOFR currently has the higher Sharpe Ratio (4.28 vs 1.33), 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.