LCCMX vs. JBBB
LCCMX (Leader Short Term High Yield Bond Fund) and JBBB (Janus Henderson B-BBB CLO ETF) are both funds - LCCMX is a Short-Term Bond fund managed by LEADER, while JBBB is a CLO fund actively managed by Janus Henderson. Over the past 3 years, LCCMX returned 13.58%/yr vs 8.91%/yr for JBBB. At a 0.11 correlation, their price movements are largely independent. LCCMX charges 2.55%/yr vs 0.49%/yr for JBBB.
Performance
LCCMX vs. JBBB - Performance Comparison
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Returns By Period
In the year-to-date period, LCCMX achieves a 4.01% return, which is significantly higher than JBBB's 1.67% return.
LCCMX
- 1D
- 0.12%
- 1M
- 0.83%
- YTD
- 4.01%
- 6M
- 4.78%
- 1Y
- 11.19%
- 3Y*
- 13.58%
- 5Y*
- 5.65%
- 10Y*
- 4.28%
JBBB
- 1D
- -0.04%
- 1M
- 0.16%
- YTD
- 1.67%
- 6M
- 1.82%
- 1Y
- 4.69%
- 3Y*
- 8.91%
- 5Y*
- —
- 10Y*
- —
LCCMX vs. JBBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LCCMX Leader Short Term High Yield Bond Fund | 4.01% | 9.73% | 18.51% | 13.73% | -12.23% |
JBBB Janus Henderson B-BBB CLO ETF | 1.67% | 4.40% | 10.72% | 16.91% | -6.51% |
Correlation
The correlation between LCCMX and JBBB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2022 | 0.11 |
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Return for Risk
LCCMX vs. JBBB — Risk / Return Rank
LCCMX
JBBB
LCCMX vs. JBBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leader Short Term High Yield Bond Fund (LCCMX) and Janus Henderson B-BBB CLO ETF (JBBB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LCCMX | JBBB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 2.01 | 1.28 | +0.73 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.91 | +1.08 |
| Martin ratioReturn relative to average drawdown | 10.55 | 6.42 | +4.13 |
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Drawdowns
LCCMX vs. JBBB - Drawdown Comparison
The maximum LCCMX drawdown since its inception was -24.57%, which is greater than JBBB's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for LCCMX and JBBB.
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Drawdown Indicators
| LCCMX | JBBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.57% | -10.79% | -13.78% |
Max Drawdown (1Y)Largest decline over 1 year | -3.76% | -2.46% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -3.76% | -4.35% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.57% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.94% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -1.69% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 0.73% | +0.33% |
Volatility
LCCMX vs. JBBB - Volatility Comparison
The current volatility for Leader Short Term High Yield Bond Fund (LCCMX) is 0.63%, while Janus Henderson B-BBB CLO ETF (JBBB) has a volatility of 1.30%. This indicates that LCCMX experiences smaller price fluctuations and is considered to be less risky than JBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCCMX | JBBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 1.30% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 3.00% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.54% | 3.51% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 5.21% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.35% | 5.21% | +1.14% |
LCCMX vs. JBBB - Expense Ratio Comparison
LCCMX has a 2.55% expense ratio, which is higher than JBBB's 0.49% expense ratio.
Dividends
LCCMX vs. JBBB - Dividend Comparison
LCCMX's dividend yield for the trailing twelve months is around 8.52%, more than JBBB's 6.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBBB Janus Henderson B-BBB CLO ETF | 6.70% | 7.41% | 7.65% | 8.10% | 5.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LCCMX Leader Short Term High Yield Bond Fund | 8.52% | 8.93% | 10.39% | 8.55% | 5.68% | 2.11% | 2.11% | 2.98% | 2.89% | 2.10% | 2.01% | 2.75% |
Frequently Asked Questions
LCCMX and JBBB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JBBB has higher volatility (1.30%) compared to LCCMX (0.63%). In terms of maximum drawdown, LCCMX dropped -24.57% vs JBBB's -10.79%.
LCCMX currently has the higher Sharpe Ratio (2.48 vs 1.34), 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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