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JSML vs. TMFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JSML and TMFX is 0.90, 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.


-0.50.00.51.00.9

Performance

JSML vs. TMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Small Cap Growth Alpha ETF (JSML) and Motley Fool Next Index ETF (TMFX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.91%
16.89%
JSML
TMFX

Key characteristics

Sharpe Ratio

JSML:

1.02

TMFX:

1.53

Sortino Ratio

JSML:

1.54

TMFX:

2.15

Omega Ratio

JSML:

1.18

TMFX:

1.26

Calmar Ratio

JSML:

0.93

TMFX:

1.32

Martin Ratio

JSML:

4.73

TMFX:

8.26

Ulcer Index

JSML:

4.29%

TMFX:

3.00%

Daily Std Dev

JSML:

19.92%

TMFX:

16.15%

Max Drawdown

JSML:

-39.64%

TMFX:

-34.30%

Current Drawdown

JSML:

-6.40%

TMFX:

-0.97%

Returns By Period

In the year-to-date period, JSML achieves a 4.10% return, which is significantly lower than TMFX's 6.35% return.


JSML

YTD

4.10%

1M

0.32%

6M

9.89%

1Y

17.10%

5Y*

7.92%

10Y*

N/A

TMFX

YTD

6.35%

1M

3.13%

6M

15.52%

1Y

22.54%

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.


JSML vs. TMFX - Expense Ratio Comparison

JSML has a 0.30% expense ratio, which is lower than TMFX's 0.50% expense ratio.


TMFX
Motley Fool Next Index ETF
Expense ratio chart for TMFX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for JSML: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

JSML vs. TMFX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JSML
The Risk-Adjusted Performance Rank of JSML is 3838
Overall Rank
The Sharpe Ratio Rank of JSML is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of JSML is 3737
Sortino Ratio Rank
The Omega Ratio Rank of JSML is 3434
Omega Ratio Rank
The Calmar Ratio Rank of JSML is 3737
Calmar Ratio Rank
The Martin Ratio Rank of JSML is 4545
Martin Ratio Rank

TMFX
The Risk-Adjusted Performance Rank of TMFX is 5858
Overall Rank
The Sharpe Ratio Rank of TMFX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of TMFX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TMFX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TMFX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of TMFX is 6666
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.

JSML vs. TMFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small Cap Growth Alpha ETF (JSML) and Motley Fool Next Index ETF (TMFX). 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 JSML, currently valued at 1.02, compared to the broader market0.002.004.001.021.53
The chart of Sortino ratio for JSML, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.0012.001.542.15
The chart of Omega ratio for JSML, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.26
The chart of Calmar ratio for JSML, currently valued at 1.59, compared to the broader market0.005.0010.0015.001.591.32
The chart of Martin ratio for JSML, currently valued at 4.73, compared to the broader market0.0020.0040.0060.0080.00100.004.738.26
JSML
TMFX

The current JSML Sharpe Ratio is 1.02, which is lower than the TMFX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of JSML and TMFX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.02
1.53
JSML
TMFX

Dividends

JSML vs. TMFX - Dividend Comparison

JSML's dividend yield for the trailing twelve months is around 1.15%, more than TMFX's 0.06% yield.


TTM202420232022202120202019201820172016
JSML
Janus Henderson Small Cap Growth Alpha ETF
1.15%1.19%0.49%0.67%0.46%0.30%0.27%0.76%0.42%0.53%
TMFX
Motley Fool Next Index ETF
0.06%0.06%0.17%0.22%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JSML vs. TMFX - Drawdown Comparison

The maximum JSML drawdown since its inception was -39.64%, which is greater than TMFX's maximum drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for JSML and TMFX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.40%
-0.97%
JSML
TMFX

Volatility

JSML vs. TMFX - Volatility Comparison

Janus Henderson Small Cap Growth Alpha ETF (JSML) has a higher volatility of 4.65% compared to Motley Fool Next Index ETF (TMFX) at 3.86%. This indicates that JSML's price experiences larger fluctuations and is considered to be riskier than TMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
4.65%
3.86%
JSML
TMFX
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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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