JSML vs. TMFX
Compare and contrast key facts about Janus Henderson Small Cap Growth Alpha ETF (JSML) and Motley Fool Next Index ETF (TMFX).
JSML and TMFX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSML is a passively managed fund by Janus Henderson that tracks the performance of the Janus Small Cap Growth Alpha Index. It was launched on Feb 25, 2016. TMFX is a passively managed fund by Motley Fool that tracks the performance of the Motley Fool Next Index. It was launched on Dec 29, 2021. Both JSML and TMFX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JSML vs. TMFX - Performance Comparison
Loading graphics...
JSML vs. TMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JSML Janus Henderson Small Cap Growth Alpha ETF | -4.74% | 13.41% | 12.45% | 30.09% | -29.40% |
TMFX Motley Fool Next Index ETF | -7.32% | 10.41% | 16.04% | 17.95% | -28.16% |
Returns By Period
In the year-to-date period, JSML achieves a -4.74% return, which is significantly higher than TMFX's -7.32% return.
JSML
- 1D
- 4.25%
- 1M
- -7.42%
- YTD
- -4.74%
- 6M
- -6.13%
- 1Y
- 15.83%
- 3Y*
- 12.75%
- 5Y*
- 1.14%
- 10Y*
- 10.94%
TMFX
- 1D
- 3.29%
- 1M
- -7.00%
- YTD
- -7.32%
- 6M
- -7.58%
- 1Y
- 9.33%
- 3Y*
- 9.63%
- 5Y*
- —
- 10Y*
- —
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.
Return for Risk
JSML vs. TMFX — Risk / Return Rank
JSML
TMFX
JSML vs. TMFX - Risk-Adjusted Trends 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.
| JSML | TMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.41 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.09 | 0.75 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.10 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.64 | +0.65 |
Martin ratioReturn relative to average drawdown | 4.44 | 2.25 | +2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JSML | TMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.41 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.01 | +0.47 |
Correlation
The correlation between JSML and TMFX is 0.89, 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
JSML vs. TMFX - Dividend Comparison
JSML's dividend yield for the trailing twelve months is around 0.66%, more than TMFX's 0.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JSML Janus Henderson Small Cap Growth Alpha ETF | 0.66% | 0.94% | 1.19% | 0.49% | 0.67% | 0.46% | 0.30% | 0.27% | 0.76% | 0.42% | 0.52% |
TMFX Motley Fool Next Index ETF | 0.05% | 0.05% | 0.06% | 0.16% | 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 -39.65%, 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.
Loading graphics...
Drawdown Indicators
| JSML | TMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.65% | -34.30% | -5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -14.84% | -14.74% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -37.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.65% | — | — |
Current DrawdownCurrent decline from peak | -11.22% | -11.12% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -11.02% | -14.74% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 4.19% | +0.13% |
Volatility
JSML vs. TMFX - Volatility Comparison
Janus Henderson Small Cap Growth Alpha ETF (JSML) has a higher volatility of 9.14% compared to Motley Fool Next Index ETF (TMFX) at 6.50%. 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.
Loading graphics...
Volatility by Period
| JSML | TMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.14% | 6.50% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 16.36% | 13.03% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.08% | 23.11% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.19% | 23.63% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 23.63% | +0.53% |