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

Correlation

The correlation between TMFX and JSML is 0.90, 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.


-0.50.00.51.00.9

Performance

TMFX vs. JSML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Next Index ETF (TMFX) and Janus Henderson Small Cap Growth Alpha ETF (JSML). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.14%
4.29%
TMFX
JSML

Key characteristics

Sharpe Ratio

TMFX:

1.26

JSML:

0.80

Sortino Ratio

TMFX:

1.78

JSML:

1.24

Omega Ratio

TMFX:

1.22

JSML:

1.15

Calmar Ratio

TMFX:

1.13

JSML:

0.73

Martin Ratio

TMFX:

7.40

JSML:

4.56

Ulcer Index

TMFX:

2.86%

JSML:

3.61%

Daily Std Dev

TMFX:

16.84%

JSML:

20.69%

Max Drawdown

TMFX:

-34.30%

JSML:

-39.64%

Current Drawdown

TMFX:

-4.98%

JSML:

-9.22%

Returns By Period

In the year-to-date period, TMFX achieves a 18.18% return, which is significantly higher than JSML's 13.54% return.


TMFX

YTD

18.18%

1M

-1.77%

6M

16.38%

1Y

18.39%

5Y*

N/A

10Y*

N/A

JSML

YTD

13.54%

1M

-4.08%

6M

15.36%

1Y

13.93%

5Y*

7.83%

10Y*

N/A

Compare stocks, funds, or ETFs

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


TMFX vs. JSML - Expense Ratio Comparison

TMFX has a 0.50% expense ratio, which is higher than JSML's 0.30% expense ratio.


TMFX
Motley Fool Next Index ETF
Expense ratio chart for TMFX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
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%

Risk-Adjusted Performance

TMFX vs. JSML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Next Index ETF (TMFX) 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 TMFX, currently valued at 1.25, compared to the broader market0.002.004.001.260.80
The chart of Sortino ratio for TMFX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.781.24
The chart of Omega ratio for TMFX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.15
The chart of Calmar ratio for TMFX, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.131.20
The chart of Martin ratio for TMFX, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.00100.007.404.56
TMFX
JSML

The current TMFX Sharpe Ratio is 1.26, which is higher than the JSML Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TMFX 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.26
0.80
TMFX
JSML

Dividends

TMFX vs. JSML - Dividend Comparison

TMFX's dividend yield for the trailing twelve months is around 0.06%, less than JSML's 1.18% yield.


TTM20232022202120202019201820172016
TMFX
Motley Fool Next Index ETF
0.06%0.17%0.22%0.00%0.00%0.00%0.00%0.00%0.00%
JSML
Janus Henderson Small Cap Growth Alpha ETF
1.18%0.49%0.67%0.46%0.30%0.27%0.76%0.42%0.53%

Drawdowns

TMFX vs. JSML - Drawdown Comparison

The maximum TMFX drawdown since its inception was -34.30%, smaller than the maximum JSML drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for TMFX and JSML. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.98%
-9.22%
TMFX
JSML

Volatility

TMFX vs. JSML - Volatility Comparison

Motley Fool Next Index ETF (TMFX) and Janus Henderson Small Cap Growth Alpha ETF (JSML) have volatilities of 6.07% and 5.99%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.07%
5.99%
TMFX
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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