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SCRD vs. JSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCRD vs. JSMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Corporate Bond ETF (SCRD) and Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD). The values are adjusted to include any dividend payments, if applicable.

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SCRD vs. JSMD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCRD
Janus Henderson Corporate Bond ETF
-0.67%7.77%3.21%8.76%-15.99%-1.25%
JSMD
Janus Henderson Small/Mid Cap Growth Alpha ETF
-2.61%9.25%15.08%26.81%-22.84%-0.74%

Returns By Period

In the year-to-date period, SCRD achieves a -0.67% return, which is significantly higher than JSMD's -2.61% return.


SCRD

1D
0.69%
1M
-1.85%
YTD
-0.67%
6M
0.31%
1Y
4.47%
3Y*
5.05%
5Y*
10Y*

JSMD

1D
5.07%
1M
-6.84%
YTD
-2.61%
6M
-4.86%
1Y
14.01%
3Y*
12.89%
5Y*
3.69%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCRD vs. JSMD - Expense Ratio Comparison

SCRD has a 0.35% expense ratio, which is higher than JSMD's 0.30% expense ratio.


Return for Risk

SCRD vs. JSMD — Risk / Return Rank

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

SCRD
SCRD Risk / Return Rank: 4646
Overall Rank
SCRD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SCRD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCRD Omega Ratio Rank: 4444
Omega Ratio Rank
SCRD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SCRD Martin Ratio Rank: 4646
Martin Ratio Rank

JSMD
JSMD Risk / Return Rank: 3636
Overall Rank
JSMD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JSMD Sortino Ratio Rank: 3434
Sortino Ratio Rank
JSMD Omega Ratio Rank: 3131
Omega Ratio Rank
JSMD Calmar Ratio Rank: 4343
Calmar Ratio Rank
JSMD Martin Ratio Rank: 3838
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.

SCRD vs. JSMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Corporate Bond ETF (SCRD) and Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD). 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.


SCRDJSMDDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.57

+0.32

Sortino ratio

Return per unit of downside risk

1.23

0.96

+0.27

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

1.31

1.05

+0.26

Martin ratio

Return relative to average drawdown

4.45

3.43

+1.02

SCRD vs. JSMD - Sharpe Ratio Comparison

The current SCRD Sharpe Ratio is 0.89, which is higher than the JSMD Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SCRD and JSMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCRDJSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.57

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.55

-0.57

Correlation

The correlation between SCRD and JSMD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SCRD vs. JSMD - Dividend Comparison

SCRD's dividend yield for the trailing twelve months is around 5.82%, more than JSMD's 0.57% yield.


TTM2025202420232022202120202019201820172016
SCRD
Janus Henderson Corporate Bond ETF
5.82%5.28%5.36%3.99%2.77%0.83%0.00%0.00%0.00%0.00%0.00%
JSMD
Janus Henderson Small/Mid Cap Growth Alpha ETF
0.57%0.54%0.76%0.44%0.40%0.28%0.24%0.32%0.53%0.30%0.36%

Drawdowns

SCRD vs. JSMD - Drawdown Comparison

The maximum SCRD drawdown since its inception was -21.17%, smaller than the maximum JSMD drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for SCRD and JSMD.


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Drawdown Indicators


SCRDJSMDDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-38.98%

+17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

-14.86%

+11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-32.18%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

Current Drawdown

Current decline from peak

-1.88%

-10.53%

+8.65%

Average Drawdown

Average peak-to-trough decline

-9.06%

-7.58%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

4.56%

-3.51%

Volatility

SCRD vs. JSMD - Volatility Comparison

The current volatility for Janus Henderson Corporate Bond ETF (SCRD) is 1.97%, while Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD) has a volatility of 9.67%. This indicates that SCRD experiences smaller price fluctuations and is considered to be less risky than JSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCRDJSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

9.67%

-7.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

16.69%

-14.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

24.54%

-19.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

22.67%

-16.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

22.64%

-16.25%