JSMD vs. SYLD
Compare and contrast key facts about Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD) and Cambria Shareholder Yield ETF (SYLD).
JSMD and SYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSMD is a passively managed fund by Janus Henderson that tracks the performance of the Janus Small Mid Cap Growth Alpha Index. It was launched on Feb 25, 2016. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
JSMD vs. SYLD - Performance Comparison
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JSMD vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF | -2.61% | 9.25% | 15.08% | 26.81% | -22.84% | 8.40% | 30.79% | 31.05% | -4.73% | 24.46% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Returns By Period
In the year-to-date period, JSMD achieves a -2.61% return, which is significantly lower than SYLD's 9.10% return. Both investments have delivered pretty close results over the past 10 years, with JSMD having a 11.87% annualized return and SYLD not far ahead at 12.45%.
JSMD
- 1D
- 5.07%
- 1M
- -6.84%
- YTD
- -2.61%
- 6M
- -4.86%
- 1Y
- 14.01%
- 3Y*
- 12.89%
- 5Y*
- 3.69%
- 10Y*
- 11.87%
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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JSMD vs. SYLD - Expense Ratio Comparison
JSMD has a 0.30% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Return for Risk
JSMD vs. SYLD — Risk / Return Rank
JSMD
SYLD
JSMD vs. SYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD) and Cambria Shareholder Yield ETF (SYLD). 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.
| JSMD | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.97 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.51 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.42 | -0.36 |
Martin ratioReturn relative to average drawdown | 3.43 | 5.52 | -2.09 |
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
| JSMD | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.97 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.33 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.54 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | 0.00 |
Correlation
The correlation between JSMD and SYLD is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JSMD vs. SYLD - Dividend Comparison
JSMD's dividend yield for the trailing twelve months is around 0.57%, less than SYLD's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF | 0.57% | 0.54% | 0.76% | 0.44% | 0.40% | 0.28% | 0.24% | 0.32% | 0.53% | 0.30% | 0.36% | 0.00% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
JSMD vs. SYLD - Drawdown Comparison
The maximum JSMD drawdown since its inception was -38.98%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for JSMD and SYLD.
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Drawdown Indicators
| JSMD | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -45.36% | +6.38% |
Max Drawdown (1Y)Largest decline over 1 year | -14.86% | -14.90% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.18% | -26.62% | -5.56% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | -45.36% | +6.38% |
Current DrawdownCurrent decline from peak | -10.53% | -3.17% | -7.36% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -5.72% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 3.83% | +0.73% |
Volatility
JSMD vs. SYLD - Volatility Comparison
Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD) has a higher volatility of 9.67% compared to Cambria Shareholder Yield ETF (SYLD) at 4.04%. This indicates that JSMD's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSMD | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.67% | 4.04% | +5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 16.69% | 11.47% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.54% | 21.53% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 20.91% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.64% | 22.97% | -0.33% |