JSI vs. UYLD
Compare and contrast key facts about Janus Henderson Securitized Income ETF (JSI) and Angel Oak Ultrashort Income ETF (UYLD).
JSI and UYLD 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. UYLD is an actively managed fund by Angel Oak. It was launched on Oct 24, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSI or UYLD.
Performance
JSI vs. UYLD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with JSI having a 6.23% return and UYLD slightly lower at 5.92%.
JSI
6.23%
-0.01%
4.04%
9.04%
N/A
N/A
UYLD
5.92%
0.36%
3.27%
7.04%
N/A
N/A
Key characteristics
| JSI | UYLD | |
|---|---|---|
| Sharpe Ratio | 3.00 | 8.27 |
| Sortino Ratio | 4.70 | 16.81 |
| Omega Ratio | 1.60 | 3.71 |
| Calmar Ratio | 6.10 | 51.27 |
| Martin Ratio | 17.13 | 202.55 |
| Ulcer Index | 0.53% | 0.03% |
| Daily Std Dev | 3.01% | 0.85% |
| Max Drawdown | -1.48% | -0.41% |
| Current Drawdown | -1.06% | -0.02% |
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JSI vs. UYLD - Expense Ratio Comparison
JSI has a 0.50% expense ratio, which is higher than UYLD's 0.29% expense ratio.
Correlation
The correlation between JSI and UYLD is 0.47, 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.
Risk-Adjusted Performance
JSI vs. UYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and Angel Oak Ultrashort Income ETF (UYLD). 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. UYLD - Dividend Comparison
JSI's dividend yield for the trailing twelve months is around 5.80%, more than UYLD's 5.65% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 5.80% | 0.84% | 0.00% |
UYLD Angel Oak Ultrashort Income ETF | 5.65% | 5.92% | 0.75% |
Drawdowns
JSI vs. UYLD - Drawdown Comparison
The maximum JSI drawdown since its inception was -1.48%, which is greater than UYLD's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for JSI and UYLD. For additional features, visit the drawdowns tool.
Volatility
JSI vs. UYLD - Volatility Comparison
Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.92% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.20%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than UYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.