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PREF vs. JAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PREF vs. JAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Spectrum Preferred Secs Active ETF (PREF) and Janus Henderson AAA CLO ETF (JAAA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PREF achieves a 1.65% return, which is significantly lower than JAAA's 1.87% return.


PREF

1D
-0.13%
1M
0.52%
YTD
1.65%
6M
2.32%
1Y
6.65%
3Y*
9.25%
5Y*
3.07%
10Y*

JAAA

1D
-0.02%
1M
0.39%
YTD
1.87%
6M
2.45%
1Y
5.06%
3Y*
6.71%
5Y*
4.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PREF vs. JAAA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PREF
Principal Spectrum Preferred Secs Active ETF
1.65%7.64%11.43%7.36%-11.80%2.08%4.02%
JAAA
Janus Henderson AAA CLO ETF
1.87%5.16%7.43%8.59%0.49%1.39%0.79%

Correlation

The correlation between PREF and JAAA is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2020

0.14

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Return for Risk

PREF vs. JAAA — Risk / Return Rank

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

PREF
PREF Risk / Return Rank: 6464
Overall Rank
PREF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PREF Sortino Ratio Rank: 6767
Sortino Ratio Rank
PREF Omega Ratio Rank: 7575
Omega Ratio Rank
PREF Calmar Ratio Rank: 4646
Calmar Ratio Rank
PREF Martin Ratio Rank: 6666
Martin Ratio Rank

JAAA
JAAA Risk / Return Rank: 9898
Overall Rank
JAAA Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JAAA Sortino Ratio Rank: 9999
Sortino Ratio Rank
JAAA Omega Ratio Rank: 9999
Omega Ratio Rank
JAAA Calmar Ratio Rank: 9898
Calmar Ratio Rank
JAAA Martin Ratio Rank: 9898
Martin Ratio Rank
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.

PREF vs. JAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred Secs Active ETF (PREF) and Janus Henderson AAA CLO ETF (JAAA). 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.


PREFJAAADifference
Sharpe ratioReturn per unit of total volatility

-3.82

Sortino ratioReturn per unit of downside risk

-6.95

Omega ratioGain probability vs. loss probability

1.45

2.69

-1.24

Calmar ratioReturn relative to maximum drawdown

2.32

13.07

-10.76

Martin ratioReturn relative to average drawdown

12.09

70.18

-58.08

PREF vs. JAAA - Sharpe Ratio Comparison

The current PREF Sharpe Ratio is 2.16, which is lower than the JAAA Sharpe Ratio of 5.98. The chart below compares the historical Sharpe Ratios of PREF and JAAA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PREFJAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

5.98

-3.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

2.87

-2.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

2.77

-2.11

Drawdowns

PREF vs. JAAA - Drawdown Comparison

The maximum PREF drawdown since its inception was -22.99%, which is greater than JAAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for PREF and JAAA.


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Drawdown Indicators


PREFJAAADifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-2.64%

-20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-0.39%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

-1.46%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-2.64%

-14.35%

Current Drawdown

Current decline from peak

-0.13%

-0.02%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.66%

-0.25%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.07%

+0.48%

Volatility

PREF vs. JAAA - Volatility Comparison

Principal Spectrum Preferred Secs Active ETF (PREF) has a higher volatility of 0.69% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.13%. This indicates that PREF's price experiences larger fluctuations and is considered to be riskier than JAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PREFJAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.13%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

0.64%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

0.85%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

1.68%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

1.64%

+4.66%

PREF vs. JAAA - Expense Ratio Comparison

PREF has a 0.55% expense ratio, which is higher than JAAA's 0.20% expense ratio.


Dividends

PREF vs. JAAA - Dividend Comparison

PREF's dividend yield for the trailing twelve months is around 5.16%, more than JAAA's 5.00% yield.


PositionTTM202520242023202220212020201920182017
JAAA
Janus Henderson AAA CLO ETF
5.00%5.30%6.35%6.11%2.74%1.21%0.26%0.00%0.00%0.00%
PREF
Principal Spectrum Preferred Secs Active ETF
5.16%4.87%4.65%4.67%4.63%4.07%4.35%4.67%5.49%2.35%

Frequently Asked Questions


PREF and JAAA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PREF has higher volatility (0.69%) compared to JAAA (0.13%). In terms of maximum drawdown, PREF dropped -22.99% vs JAAA's -2.64%.

On 5-year performance, JAAA leads with 4.79% vs 3.07% for PREF. On fees, JAAA is cheaper at 0.20% per year. On volatility, JAAA has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JAAA has performed better with a 4.79% return vs 3.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JAAA is cheaper with a 0.20% expense ratio, compared with 0.55% for PREF.

PREF has the higher dividend yield at 5.16%, compared with 5.00% for JAAA.

PREF is categorized as Preferred Stock/Convertible Bonds, while JAAA is CLO. They also come from different issuers: Principal and Janus Henderson. Their fees differ too: 0.55% for PREF and 0.20% for JAAA.

JAAA currently has the higher Sharpe Ratio (5.98 vs 2.16), 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.

Portfolio Optimizer

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