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PSCT vs. JSML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCT and JSML is 0.81, 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.


-0.50.00.51.00.8

Performance

PSCT vs. JSML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Information Technology ETF (PSCT) and Janus Henderson Small Cap Growth Alpha ETF (JSML). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-6.05%
2.61%
PSCT
JSML

Key characteristics

Sharpe Ratio

PSCT:

-0.12

JSML:

0.67

Sortino Ratio

PSCT:

0.00

JSML:

1.08

Omega Ratio

PSCT:

1.00

JSML:

1.13

Calmar Ratio

PSCT:

-0.15

JSML:

0.61

Martin Ratio

PSCT:

-0.41

JSML:

3.05

Ulcer Index

PSCT:

6.62%

JSML:

4.39%

Daily Std Dev

PSCT:

23.73%

JSML:

19.98%

Max Drawdown

PSCT:

-40.44%

JSML:

-39.64%

Current Drawdown

PSCT:

-13.43%

JSML:

-10.92%

Returns By Period

In the year-to-date period, PSCT achieves a -5.32% return, which is significantly lower than JSML's -0.92% return.


PSCT

YTD

-5.32%

1M

-9.37%

6M

-6.05%

1Y

-2.53%

5Y*

8.45%

10Y*

10.20%

JSML

YTD

-0.92%

1M

-6.81%

6M

2.61%

1Y

12.27%

5Y*

7.85%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSCT vs. JSML - Expense Ratio Comparison

PSCT has a 0.29% expense ratio, which is lower than JSML's 0.30% expense ratio.


JSML
Janus Henderson Small Cap Growth Alpha ETF
Expense ratio chart for JSML: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for PSCT: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

PSCT vs. JSML — Risk-Adjusted Performance Rank

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

PSCT
The Risk-Adjusted Performance Rank of PSCT is 66
Overall Rank
The Sharpe Ratio Rank of PSCT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCT is 66
Sortino Ratio Rank
The Omega Ratio Rank of PSCT is 66
Omega Ratio Rank
The Calmar Ratio Rank of PSCT is 55
Calmar Ratio Rank
The Martin Ratio Rank of PSCT is 55
Martin Ratio Rank

JSML
The Risk-Adjusted Performance Rank of JSML is 2828
Overall Rank
The Sharpe Ratio Rank of JSML is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of JSML is 2727
Sortino Ratio Rank
The Omega Ratio Rank of JSML is 2525
Omega Ratio Rank
The Calmar Ratio Rank of JSML is 3030
Calmar Ratio Rank
The Martin Ratio Rank of JSML is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSCT vs. JSML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and Janus Henderson Small Cap Growth Alpha ETF (JSML). 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.


Sharpe ratio
The chart of Sharpe ratio for PSCT, currently valued at -0.12, compared to the broader market0.002.004.00-0.120.67
The chart of Sortino ratio for PSCT, currently valued at 0.00, compared to the broader market0.005.0010.000.001.08
The chart of Omega ratio for PSCT, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.13
The chart of Calmar ratio for PSCT, currently valued at -0.15, compared to the broader market0.005.0010.0015.0020.00-0.150.61
The chart of Martin ratio for PSCT, currently valued at -0.41, compared to the broader market0.0020.0040.0060.0080.00100.00-0.413.05
PSCT
JSML

The current PSCT Sharpe Ratio is -0.12, which is lower than the JSML Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PSCT and JSML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.12
0.67
PSCT
JSML

Dividends

PSCT vs. JSML - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.01%, less than JSML's 1.20% yield.


TTM20242023202220212020201920182017201620152014
PSCT
Invesco S&P SmallCap Information Technology ETF
0.01%0.01%0.02%0.00%0.01%0.08%0.22%0.47%0.19%0.25%0.15%0.13%
JSML
Janus Henderson Small Cap Growth Alpha ETF
1.20%1.19%0.49%0.67%0.46%0.30%0.27%0.76%0.42%0.53%0.00%0.00%

Drawdowns

PSCT vs. JSML - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, roughly equal to the maximum JSML drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for PSCT and JSML. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.43%
-10.92%
PSCT
JSML

Volatility

PSCT vs. JSML - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 6.83% compared to Janus Henderson Small Cap Growth Alpha ETF (JSML) at 5.13%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than JSML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.83%
5.13%
PSCT
JSML
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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