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SCRD vs. VNLA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCRD vs. VNLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Corporate Bond ETF (SCRD) and Janus Henderson Short Duration Income ETF (VNLA). The values are adjusted to include any dividend payments, if applicable.

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SCRD vs. VNLA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCRD
Janus Henderson Corporate Bond ETF
-0.67%7.77%3.21%8.76%-15.99%-1.25%
VNLA
Janus Henderson Short Duration Income ETF
0.59%5.45%6.41%6.09%-0.17%-0.18%

Returns By Period

In the year-to-date period, SCRD achieves a -0.67% return, which is significantly lower than VNLA's 0.59% return.


SCRD

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

VNLA

1D
0.06%
1M
-0.20%
YTD
0.59%
6M
1.89%
1Y
4.75%
3Y*
5.73%
5Y*
3.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCRD vs. VNLA - Expense Ratio Comparison

SCRD has a 0.35% expense ratio, which is higher than VNLA's 0.23% expense ratio.


Return for Risk

SCRD vs. VNLA — 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

VNLA
VNLA Risk / Return Rank: 9999
Overall Rank
VNLA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VNLA Sortino Ratio Rank: 9999
Sortino Ratio Rank
VNLA Omega Ratio Rank: 9999
Omega Ratio Rank
VNLA Calmar Ratio Rank: 9999
Calmar Ratio Rank
VNLA Martin Ratio Rank: 9999
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. VNLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Corporate Bond ETF (SCRD) and Janus Henderson Short Duration Income ETF (VNLA). 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.


SCRDVNLADifference

Sharpe ratio

Return per unit of total volatility

0.89

6.59

-5.70

Sortino ratio

Return per unit of downside risk

1.23

11.40

-10.17

Omega ratio

Gain probability vs. loss probability

1.18

3.18

-2.00

Calmar ratio

Return relative to maximum drawdown

1.31

10.02

-8.71

Martin ratio

Return relative to average drawdown

4.45

45.04

-40.59

SCRD vs. VNLA - Sharpe Ratio Comparison

The current SCRD Sharpe Ratio is 0.89, which is lower than the VNLA Sharpe Ratio of 6.59. The chart below compares the historical Sharpe Ratios of SCRD and VNLA, 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


SCRDVNLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

6.59

-5.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

2.06

-2.07

Correlation

The correlation between SCRD and VNLA is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCRD vs. VNLA - Dividend Comparison

SCRD's dividend yield for the trailing twelve months is around 5.82%, more than VNLA's 5.26% 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%
VNLA
Janus Henderson Short Duration Income ETF
5.26%4.84%4.97%3.95%4.35%1.67%1.21%3.13%2.43%1.79%0.08%

Drawdowns

SCRD vs. VNLA - Drawdown Comparison

The maximum SCRD drawdown since its inception was -21.17%, which is greater than VNLA's maximum drawdown of -4.49%. Use the drawdown chart below to compare losses from any high point for SCRD and VNLA.


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Drawdown Indicators


SCRDVNLADifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-4.49%

-16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

-0.47%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-1.76%

Current Drawdown

Current decline from peak

-1.88%

-0.20%

-1.68%

Average Drawdown

Average peak-to-trough decline

-9.06%

-0.24%

-8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.10%

+0.95%

Volatility

SCRD vs. VNLA - Volatility Comparison

Janus Henderson Corporate Bond ETF (SCRD) has a higher volatility of 1.97% compared to Janus Henderson Short Duration Income ETF (VNLA) at 0.28%. This indicates that SCRD's price experiences larger fluctuations and is considered to be riskier than VNLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCRDVNLADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.28%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

0.45%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

0.73%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

1.04%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

1.44%

+4.95%