PortfoliosLab logoPortfoliosLab logo
SPMB vs. JMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMB vs. JMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Janus Henderson Mortgage-Backed Securities ETF (JMBS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with SPMB having a 0.65% return and JMBS slightly higher at 0.68%.


SPMB

1D
0.14%
1M
0.22%
YTD
0.65%
6M
0.95%
1Y
6.29%
3Y*
4.42%
5Y*
0.31%
10Y*
1.26%

JMBS

1D
0.18%
1M
0.18%
YTD
0.68%
6M
1.07%
1Y
6.62%
3Y*
4.74%
5Y*
0.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMB vs. JMBS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
0.65%8.29%1.35%5.09%-12.05%-1.46%4.19%6.16%1.93%
JMBS
Janus Henderson Mortgage-Backed Securities ETF
0.68%8.82%1.53%5.66%-11.40%-0.32%5.80%7.11%1.53%

Correlation

The correlation between SPMB and JMBS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2018

0.83

The correlation between SPMB and JMBS shifts across timeframes, from 0.83 (all time) to 0.96 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SPMB vs. JMBS — Risk / Return Rank

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

SPMB
SPMB Risk / Return Rank: 4444
Overall Rank
SPMB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SPMB Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPMB Omega Ratio Rank: 4343
Omega Ratio Rank
SPMB Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPMB Martin Ratio Rank: 4545
Martin Ratio Rank

JMBS
JMBS Risk / Return Rank: 4646
Overall Rank
JMBS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JMBS Sortino Ratio Rank: 4747
Sortino Ratio Rank
JMBS Omega Ratio Rank: 4545
Omega Ratio Rank
JMBS Calmar Ratio Rank: 4444
Calmar Ratio Rank
JMBS Martin Ratio Rank: 4545
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.

SPMB vs. JMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Janus Henderson Mortgage-Backed Securities ETF (JMBS). 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.


SPMBJMBSDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.19

2.18

+0.01

Martin ratioReturn relative to average drawdown

7.16

7.18

-0.02

SPMB vs. JMBS - Sharpe Ratio Comparison

The current SPMB Sharpe Ratio is 1.49, which is comparable to the JMBS Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SPMB and JMBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPMBJMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.56

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.12

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.42

-0.08

Drawdowns

SPMB vs. JMBS - Drawdown Comparison

The maximum SPMB drawdown since its inception was -18.03%, which is greater than JMBS's maximum drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for SPMB and JMBS.


Loading charts...

Drawdown Indicators


SPMBJMBSDifference

Max Drawdown

Largest peak-to-trough decline

-18.03%

-16.68%

-1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-3.05%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-7.76%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-16.68%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-1.45%

-1.48%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.85%

-3.89%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.93%

-0.05%

Volatility

SPMB vs. JMBS - Volatility Comparison

SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Janus Henderson Mortgage-Backed Securities ETF (JMBS) have volatilities of 1.58% and 1.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPMBJMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.63%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.22%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.31%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.77%

6.49%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.61%

5.52%

+2.09%

SPMB vs. JMBS - Expense Ratio Comparison

SPMB has a 0.04% expense ratio, which is lower than JMBS's 0.32% expense ratio.


Dividends

SPMB vs. JMBS - Dividend Comparison

SPMB's dividend yield for the trailing twelve months is around 4.08%, less than JMBS's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
JMBS
Janus Henderson Mortgage-Backed Securities ETF
5.18%5.03%5.53%4.38%2.73%1.16%2.92%3.63%0.89%0.00%0.00%0.00%
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
4.08%3.98%3.76%3.21%2.98%2.59%2.95%3.24%3.36%3.13%2.99%3.05%

Frequently Asked Questions


With a correlation of 0.94, SPMB and JMBS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JMBS has higher volatility (1.63%) compared to SPMB (1.58%). In terms of maximum drawdown, SPMB dropped -18.03% vs JMBS's -16.68%.

On 5-year performance, JMBS leads with 0.78% vs 0.31% for SPMB. On fees, SPMB is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JMBS has performed better with a 0.78% return vs 0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMB is cheaper with a 0.04% expense ratio, compared with 0.32% for JMBS.

JMBS has the higher dividend yield at 5.18%, compared with 4.08% for SPMB.

They also come from different issuers: State Street and Janus Henderson. Their fees differ too: 0.04% for SPMB and 0.32% for JMBS.

JMBS currently has the higher Sharpe Ratio (1.56 vs 1.49), 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

Find the right allocation for SPMB and JMBS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer