JSI vs. STOT
Compare and contrast key facts about Janus Henderson Securitized Income ETF (JSI) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT).
JSI and STOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSI is an actively managed fund by Janus Henderson. It was launched on Nov 8, 2023. STOT is a passively managed fund by State Street that tracks the performance of the Bloomberg U.S. Aggregate 1-3 Year Index. It was launched on Apr 13, 2016.
Performance
JSI vs. STOT - Performance Comparison
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JSI vs. STOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 0.41% | 6.46% | 7.27% | 3.39% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 0.37% | 5.56% | 5.26% | 2.23% |
Returns By Period
In the year-to-date period, JSI achieves a 0.41% return, which is significantly higher than STOT's 0.37% return.
JSI
- 1D
- 0.17%
- 1M
- -1.02%
- YTD
- 0.41%
- 6M
- 2.05%
- 1Y
- 4.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STOT
- 1D
- 0.07%
- 1M
- -0.49%
- YTD
- 0.37%
- 6M
- 1.70%
- 1Y
- 4.28%
- 3Y*
- 5.37%
- 5Y*
- 2.76%
- 10Y*
- —
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JSI vs. STOT - Expense Ratio Comparison
JSI has a 0.50% expense ratio, which is higher than STOT's 0.45% expense ratio.
Return for Risk
JSI vs. STOT — Risk / Return Rank
JSI
STOT
JSI vs. STOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.
| JSI | STOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 2.53 | -0.89 |
Sortino ratioReturn per unit of downside risk | 2.21 | 3.63 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.59 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 5.72 | -3.62 |
Martin ratioReturn relative to average drawdown | 8.60 | 19.46 | -10.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JSI | STOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 2.53 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.54 | 1.10 | +1.44 |
Correlation
The correlation between JSI and STOT is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JSI vs. STOT - Dividend Comparison
JSI's dividend yield for the trailing twelve months is around 6.27%, more than STOT's 4.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 6.27% | 5.80% | 6.16% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.46% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
Drawdowns
JSI vs. STOT - Drawdown Comparison
The maximum JSI drawdown since its inception was -2.31%, smaller than the maximum STOT drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for JSI and STOT.
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Drawdown Indicators
| JSI | STOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.31% | -6.07% | +3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -0.76% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.07% | — |
Current DrawdownCurrent decline from peak | -1.02% | -0.49% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -0.85% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.22% | +0.34% |
Volatility
JSI vs. STOT - Volatility Comparison
Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.93% compared to State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) at 0.49%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than STOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSI | STOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 0.49% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 1.48% | 0.80% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.92% | 1.70% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.93% | 1.73% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.93% | 2.21% | +0.72% |