JXX vs. SCHB
JXX (Janus Henderson Transformational Growth ETF) and SCHB (Schwab U.S. Broad Market ETF) are both exchange-traded funds - JXX is a Large Cap Growth Equities fund actively managed by Janus Henderson, while SCHB is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index. JXX is actively managed, while SCHB is passively managed. Over the past year, JXX returned 38.60% vs 28.80% for SCHB. Their correlation of 0.83 suggests significant overlap in exposure. JXX charges 0.57%/yr vs 0.03%/yr for SCHB.
Performance
JXX vs. SCHB - Performance Comparison
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Returns By Period
In the year-to-date period, JXX achieves a 18.71% return, which is significantly higher than SCHB's 11.78% return.
JXX
- 1D
- 0.44%
- 1M
- 10.79%
- YTD
- 18.71%
- 6M
- 17.45%
- 1Y
- 38.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHB
- 1D
- 0.45%
- 1M
- 4.65%
- YTD
- 11.78%
- 6M
- 11.45%
- 1Y
- 28.80%
- 3Y*
- 22.39%
- 5Y*
- 12.86%
- 10Y*
- 15.02%
JXX vs. SCHB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JXX Janus Henderson Transformational Growth ETF | 18.71% | 10.47% |
SCHB Schwab U.S. Broad Market ETF | 11.78% | 13.05% |
Correlation
The correlation between JXX and SCHB is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.83 |
The correlation between JXX and SCHB has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
JXX vs. SCHB — Risk / Return Rank
JXX
SCHB
JXX vs. SCHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Transformational Growth ETF (JXX) and Schwab U.S. Broad Market ETF (SCHB). 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 | SCHB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.25 | -1.09 |
| Martin ratioReturn relative to average drawdown | 6.99 | 14.90 | -7.91 |
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
| JXX | SCHB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.39 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.83 | +0.11 |
Drawdowns
JXX vs. SCHB - Drawdown Comparison
The maximum JXX drawdown since its inception was -23.73%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for JXX and SCHB.
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Drawdown Indicators
| JXX | SCHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.73% | -35.27% | +11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.02% | -8.91% | -9.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.27% | — |
Current DrawdownCurrent decline from peak | -1.11% | -0.27% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -4.11% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 1.94% | +3.60% |
Volatility
JXX vs. SCHB - Volatility Comparison
Janus Henderson Transformational Growth ETF (JXX) has a higher volatility of 6.45% compared to Schwab U.S. Broad Market ETF (SCHB) at 2.97%. This indicates that JXX's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JXX | SCHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 2.97% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 9.14% | +6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.21% | 12.11% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.28% | 17.24% | +7.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.28% | 18.31% | +5.97% |
JXX vs. SCHB - Expense Ratio Comparison
JXX has a 0.57% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Dividends
JXX vs. SCHB - Dividend Comparison
JXX's dividend yield for the trailing twelve months is around 0.01%, less than SCHB's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JXX Janus Henderson Transformational Growth ETF | 0.01% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.01% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Frequently Asked Questions
JXX and SCHB have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JXX has higher volatility (6.45%) compared to SCHB (2.97%). In terms of maximum drawdown, JXX dropped -23.73% vs SCHB's -35.27%.
On 1-year performance, JXX leads with 38.60% vs 28.80% for SCHB. On fees, SCHB is cheaper at 0.03% per year. On volatility, SCHB has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JXX has performed better with a 38.60% return vs 28.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHB is cheaper with a 0.03% expense ratio, compared with 0.57% for JXX.
SCHB has the higher dividend yield at 1.01%, compared with 0.01% for JXX.
JXX is categorized as Large Cap Growth Equities, while SCHB is Large Cap Blend Equities. They also come from different issuers: Janus Henderson and Charles Schwab. Their fees differ too: 0.57% for JXX and 0.03% for SCHB.
SCHB currently has the higher Sharpe Ratio (2.39 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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