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

Correlation

The correlation between JSI and VEMY is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

JSI vs. VEMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Securitized Income ETF (JSI) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.75%
21.66%
JSI
VEMY

Key characteristics

Sharpe Ratio

JSI:

2.63

VEMY:

1.11

Sortino Ratio

JSI:

3.97

VEMY:

1.50

Omega Ratio

JSI:

1.53

VEMY:

1.21

Calmar Ratio

JSI:

5.13

VEMY:

1.58

Martin Ratio

JSI:

16.48

VEMY:

8.05

Ulcer Index

JSI:

0.46%

VEMY:

0.87%

Daily Std Dev

JSI:

2.89%

VEMY:

6.31%

Max Drawdown

JSI:

-1.48%

VEMY:

-8.77%

Current Drawdown

JSI:

-0.75%

VEMY:

-4.46%

Returns By Period

In the year-to-date period, JSI achieves a 1.66% return, which is significantly higher than VEMY's -0.63% return.


JSI

YTD

1.66%

1M

-0.09%

6M

2.20%

1Y

7.49%

5Y*

N/A

10Y*

N/A

VEMY

YTD

-0.63%

1M

-4.37%

6M

-0.58%

1Y

7.81%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JSI vs. VEMY - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is lower than VEMY's 0.58% expense ratio.


VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
Expense ratio chart for VEMY: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMY: 0.58%
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%

Risk-Adjusted Performance

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

VEMY
The Risk-Adjusted Performance Rank of VEMY is 8585
Overall Rank
The Sharpe Ratio Rank of VEMY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VEMY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VEMY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VEMY is 9090
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. VEMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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.


Sharpe ratio
The chart of Sharpe ratio for JSI, currently valued at 2.63, compared to the broader market-1.000.001.002.003.004.005.00
JSI: 2.63
VEMY: 1.11
The chart of Sortino ratio for JSI, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.00
JSI: 3.97
VEMY: 1.50
The chart of Omega ratio for JSI, currently valued at 1.53, compared to the broader market0.501.001.502.002.50
JSI: 1.53
VEMY: 1.21
The chart of Calmar ratio for JSI, currently valued at 5.13, compared to the broader market0.005.0010.0015.00
JSI: 5.13
VEMY: 1.58
The chart of Martin ratio for JSI, currently valued at 16.48, compared to the broader market0.0020.0040.0060.0080.00
JSI: 16.48
VEMY: 8.05

The current JSI Sharpe Ratio is 2.63, which is higher than the VEMY Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JSI and VEMY, 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 Ratio1.001.502.002.503.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30
2.63
1.11
JSI
VEMY

Dividends

JSI vs. VEMY - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.33%, less than VEMY's 10.46% yield.


TTM20242023
JSI
Janus Henderson Securitized Income ETF
6.33%6.16%0.84%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
10.46%10.28%9.55%

Drawdowns

JSI vs. VEMY - Drawdown Comparison

The maximum JSI drawdown since its inception was -1.48%, smaller than the maximum VEMY drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for JSI and VEMY. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.75%
-4.46%
JSI
VEMY

Volatility

JSI vs. VEMY - Volatility Comparison

The current volatility for Janus Henderson Securitized Income ETF (JSI) is 1.02%, while Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) has a volatility of 2.55%. This indicates that JSI experiences smaller price fluctuations and is considered to be less risky than VEMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
1.02%
2.55%
JSI
VEMY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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