JXX vs. BBHL

Last updated Apr 3, 2026

Compare and contrast key facts about Janus Henderson Transformational Growth ETF (JXX) and BBH Select Large Cap ETF (BBHL).

JXX and BBHL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JXX is an actively managed fund by Janus Henderson. It was launched on Feb 4, 2025. BBHL is a passively managed fund by BBH that tracks the performance of the Actively Managed. It was launched on Sep 9, 2019.

Performance

JXX vs. BBHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Transformational Growth ETF (JXX) and BBH Select Large Cap ETF (BBHL). The values are adjusted to include any dividend payments, if applicable.

JXX vs. BBHL - Yearly Performance Comparison

	2026 (YTD)	2025
JXX Janus Henderson Transformational Growth ETF	-9.98%	3.19%
BBHL BBH Select Large Cap ETF	-6.30%	2.72%

Returns By Period

In the year-to-date period, JXX achieves a -9.97% return, which is significantly lower than BBHL's -6.30% return.

JXX

• 1D: 0.53%
• 1M: -1.23%
• YTD: -9.97%
• 6M: -10.95%
• 1Y: 13.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBHL

• 1D: 0.23%
• 1M: -4.04%
• YTD: -6.30%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JXX vs. BBHL - Expense Ratio Comparison

JXX has a 0.57% expense ratio, which is lower than BBHL's 0.71% expense ratio.

BBHL

BBH Select Large Cap ETF

JXX

Janus Henderson Transformational Growth ETF

Return for Risk

JXX vs. BBHL — Risk / Return Rank

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

JXX

JXX Risk / Return Rank: 28
JXX Sharpe Ratio Rank: 28
JXX Sortino Ratio Rank: 30
JXX Omega Ratio Rank: 28
JXX Calmar Ratio Rank: 26
JXX Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JXX vs. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Transformational Growth ETF (JXX) and BBH Select Large Cap ETF (BBHL). 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.

	JXX	BBHL	Difference
Sharpe ratio Return per unit of total volatility	0.57	—	—
Sortino ratio Return per unit of downside risk	0.96	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	0.86	—	—
Martin ratio Return relative to average drawdown	2.75	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JXX	BBHL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	-0.76	+0.74

Correlation

The correlation between JXX and BBHL is 0.82, 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

JXX vs. BBHL - Dividend Comparison

JXX's dividend yield for the trailing twelve months is around 0.01%, while BBHL has not paid dividends to shareholders.

	TTM	2025
JXX Janus Henderson Transformational Growth ETF	0.01%	0.04%
BBHL BBH Select Large Cap ETF	0.00%	0.00%

Drawdowns

JXX vs. BBHL - Drawdown Comparison

The maximum JXX drawdown since its inception was -23.73%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for JXX and BBHL.

Drawdown Indicators

	JXX	BBHL	Difference
Max Drawdown Largest peak-to-trough decline	-23.73%	-11.99%	-11.74%
Max Drawdown (1Y) Largest decline over 1 year	-18.02%	—	—
Current Drawdown Current decline from peak	-12.81%	-9.20%	-3.61%
Average Drawdown Average peak-to-trough decline	-5.94%	-3.48%	-2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.62%	—	—

Volatility

Volatility by Period

	JXX	BBHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.03%	12.98%	+11.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.56%	12.98%	+11.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.56%	12.98%	+11.58%