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TMSL vs. JSMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMSL and JSMD 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.


Performance

TMSL vs. JSMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Small-Mid Cap ETF (TMSL) 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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Key characteristics

Sharpe Ratio

TMSL:

0.05

JSMD:

0.34

Sortino Ratio

TMSL:

0.24

JSMD:

0.67

Omega Ratio

TMSL:

1.03

JSMD:

1.08

Calmar Ratio

TMSL:

0.05

JSMD:

0.34

Martin Ratio

TMSL:

0.18

JSMD:

0.96

Ulcer Index

TMSL:

7.62%

JSMD:

8.41%

Daily Std Dev

TMSL:

22.44%

JSMD:

22.93%

Max Drawdown

TMSL:

-24.39%

JSMD:

-38.98%

Current Drawdown

TMSL:

-10.45%

JSMD:

-10.85%

Returns By Period

In the year-to-date period, TMSL achieves a -2.78% return, which is significantly lower than JSMD's -2.20% return.


TMSL

YTD

-2.78%

1M

13.42%

6M

-6.43%

1Y

1.17%

3Y*

N/A

5Y*

N/A

10Y*

N/A

JSMD

YTD

-2.20%

1M

13.51%

6M

-5.74%

1Y

7.74%

3Y*

12.32%

5Y*

11.52%

10Y*

N/A

*Annualized

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TMSL vs. JSMD - Expense Ratio Comparison

TMSL has a 0.55% expense ratio, which is higher than JSMD's 0.30% expense ratio.


Risk-Adjusted Performance

TMSL vs. JSMD — Risk-Adjusted Performance Rank

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

TMSL
The Risk-Adjusted Performance Rank of TMSL is 2020
Overall Rank
The Sharpe Ratio Rank of TMSL is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of TMSL is 2121
Sortino Ratio Rank
The Omega Ratio Rank of TMSL is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TMSL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of TMSL is 2020
Martin Ratio Rank

JSMD
The Risk-Adjusted Performance Rank of JSMD is 3838
Overall Rank
The Sharpe Ratio Rank of JSMD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of JSMD is 4040
Sortino Ratio Rank
The Omega Ratio Rank of JSMD is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JSMD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of JSMD is 3535
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.

TMSL vs. JSMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Mid Cap ETF (TMSL) 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.


The current TMSL Sharpe Ratio is 0.05, which is lower than the JSMD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of TMSL 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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Dividends

TMSL vs. JSMD - Dividend Comparison

TMSL's dividend yield for the trailing twelve months is around 0.45%, less than JSMD's 0.77% yield.


TTM202420232022202120202019201820172016
TMSL
T. Rowe Price Small-Mid Cap ETF
0.45%0.44%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JSMD
Janus Henderson Small/Mid Cap Growth Alpha ETF
0.77%0.76%0.44%0.40%0.28%0.24%0.32%0.53%0.30%0.37%

Drawdowns

TMSL vs. JSMD - Drawdown Comparison

The maximum TMSL drawdown since its inception was -24.39%, smaller than the maximum JSMD drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for TMSL and JSMD. For additional features, visit the drawdowns tool.


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Volatility

TMSL vs. JSMD - Volatility Comparison

T. Rowe Price Small-Mid Cap ETF (TMSL) and Janus Henderson Small/Mid Cap Growth Alpha ETF (JSMD) have volatilities of 5.72% and 5.84%, 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.


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