JAAA vs. TSDLX

In the year-to-date period, JAAA achieves a 1.89% return, which is significantly lower than TSDLX's 2.06% return.

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JAAA has a 0.21% expense ratio, which is lower than TSDLX's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson AAA CLO ETF (JAAA) and T. Rowe Price Short Duration Income Fund (TSDLX). 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 JAAA Sharpe Ratio is 3.32, which is comparable to the TSDLX Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of JAAA and TSDLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JAAA's dividend yield for the trailing twelve months is around 6.02%, more than TSDLX's 4.56% yield.

The maximum JAAA drawdown since its inception was -2.60%, smaller than the maximum TSDLX drawdown of -7.27%. Use the drawdown chart below to compare losses from any high point for JAAA and TSDLX.

The current volatility for Janus Henderson AAA CLO ETF (JAAA) is 0.34%, while T. Rowe Price Short Duration Income Fund (TSDLX) has a volatility of 0.46%. This indicates that JAAA experiences smaller price fluctuations and is considered to be less risky than TSDLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.