JSI vs. USMV
Compare and contrast key facts about Janus Henderson Securitized Income ETF (JSI) and iShares Edge MSCI Min Vol USA ETF (USMV).
JSI and USMV 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. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSI or USMV.
Performance
JSI vs. USMV - Performance Comparison
Returns By Period
In the year-to-date period, JSI achieves a 6.23% return, which is significantly lower than USMV's 21.27% return.
JSI
6.23%
-0.01%
4.04%
9.04%
N/A
N/A
USMV
21.27%
1.70%
13.49%
25.60%
9.75%
10.88%
Key characteristics
| JSI | USMV | |
|---|---|---|
| Sharpe Ratio | 3.00 | 3.00 |
| Sortino Ratio | 4.70 | 4.21 |
| Omega Ratio | 1.60 | 1.56 |
| Calmar Ratio | 6.10 | 5.85 |
| Martin Ratio | 17.13 | 19.44 |
| Ulcer Index | 0.53% | 1.32% |
| Daily Std Dev | 3.01% | 8.54% |
| Max Drawdown | -1.48% | -33.10% |
| Current Drawdown | -1.06% | -0.01% |
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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.
Correlation
The correlation between JSI and USMV is 0.17, 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.
Risk-Adjusted Performance
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.
Dividends
JSI vs. USMV - Dividend Comparison
JSI's dividend yield for the trailing twelve months is around 5.80%, more than USMV's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 5.80% | 0.84% | 0.00% | 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% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Drawdowns
JSI vs. USMV - Drawdown Comparison
The maximum JSI drawdown since its inception was -1.48%, 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.
Volatility
JSI vs. USMV - Volatility Comparison
The current volatility for Janus Henderson Securitized Income ETF (JSI) is 0.92%, while iShares Edge MSCI Min Vol USA ETF (USMV) has a volatility of 3.32%. 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.