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JSI vs. USMV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JSI and USMV is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

JSI vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Securitized Income ETF (JSI) and iShares Edge MSCI Min Vol USA ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
12.92%
27.17%
JSI
USMV

Key characteristics

Sharpe Ratio

JSI:

2.60

USMV:

1.06

Sortino Ratio

JSI:

3.89

USMV:

1.49

Omega Ratio

JSI:

1.54

USMV:

1.23

Calmar Ratio

JSI:

3.51

USMV:

1.46

Martin Ratio

JSI:

14.84

USMV:

5.66

Ulcer Index

JSI:

0.55%

USMV:

2.42%

Daily Std Dev

JSI:

3.13%

USMV:

12.93%

Max Drawdown

JSI:

-2.31%

USMV:

-33.10%

Current Drawdown

JSI:

-0.59%

USMV:

-3.64%

Returns By Period

In the year-to-date period, JSI achieves a 1.81% return, which is significantly lower than USMV's 2.63% return.


JSI

YTD

1.81%

1M

-0.15%

6M

2.87%

1Y

8.18%

5Y*

N/A

10Y*

N/A

USMV

YTD

2.63%

1M

-2.08%

6M

0.60%

1Y

14.04%

5Y*

10.76%

10Y*

10.36%

*Annualized

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JSI vs. USMV - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than USMV's 0.15% expense ratio.


Expense ratio chart for JSI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JSI: 0.50%
Expense ratio chart for USMV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USMV: 0.15%

Risk-Adjusted Performance

JSI vs. USMV — 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 9797
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 9696
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9696
Martin Ratio Rank

USMV
The Risk-Adjusted Performance Rank of USMV is 8484
Overall Rank
The Sharpe Ratio Rank of USMV is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of USMV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of USMV is 8383
Omega Ratio Rank
The Calmar Ratio Rank of USMV is 8989
Calmar Ratio Rank
The Martin Ratio Rank of USMV is 8686
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. USMV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and iShares Edge MSCI Min Vol USA ETF (USMV). 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 2.60, compared to the broader market-1.000.001.002.003.004.00
JSI: 2.60
USMV: 1.06
The chart of Sortino ratio for JSI, currently valued at 3.89, compared to the broader market-2.000.002.004.006.008.00
JSI: 3.89
USMV: 1.49
The chart of Omega ratio for JSI, currently valued at 1.54, compared to the broader market0.501.001.502.002.50
JSI: 1.54
USMV: 1.23
The chart of Calmar ratio for JSI, currently valued at 3.51, compared to the broader market0.002.004.006.008.0010.0012.00
JSI: 3.51
USMV: 1.46
The chart of Martin ratio for JSI, currently valued at 14.84, compared to the broader market0.0020.0040.0060.00
JSI: 14.84
USMV: 5.66

The current JSI Sharpe Ratio is 2.60, which is higher than the USMV Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of JSI and USMV, 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 Ratio0.501.001.502.002.503.00December2025FebruaryMarchApril
2.60
1.06
JSI
USMV

Dividends

JSI vs. USMV - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.32%, more than USMV's 1.60% yield.


TTM20242023202220212020201920182017201620152014
JSI
Janus Henderson Securitized Income ETF
6.32%6.16%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares Edge MSCI Min Vol USA ETF
1.60%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%

Drawdowns

JSI vs. USMV - Drawdown Comparison

The maximum JSI drawdown since its inception was -2.31%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for JSI and USMV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.59%
-3.64%
JSI
USMV

Volatility

JSI vs. USMV - Volatility Comparison

The current volatility for Janus Henderson Securitized Income ETF (JSI) is 1.77%, while iShares Edge MSCI Min Vol USA ETF (USMV) has a volatility of 9.39%. This indicates that JSI experiences smaller price fluctuations and is considered to be less risky than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
1.77%
9.39%
JSI
USMV