UYLD vs. JSI
Compare and contrast key facts about Angel Oak Ultrashort Income ETF (UYLD) and Janus Henderson Securitized Income ETF (JSI).
UYLD and JSI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UYLD is an actively managed fund by Angel Oak. It was launched on Oct 24, 2022. JSI is an actively managed fund by Janus Henderson. It was launched on Nov 8, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UYLD or JSI.
Performance
UYLD vs. JSI - Performance Comparison
Returns By Period
In the year-to-date period, UYLD achieves a 5.92% return, which is significantly lower than JSI's 6.23% return.
UYLD
5.92%
0.36%
3.27%
7.04%
N/A
N/A
JSI
6.23%
-0.01%
4.04%
9.04%
N/A
N/A
Key characteristics
| UYLD | JSI | |
|---|---|---|
| Sharpe Ratio | 8.27 | 3.00 |
| Sortino Ratio | 16.81 | 4.70 |
| Omega Ratio | 3.71 | 1.60 |
| Calmar Ratio | 51.27 | 6.10 |
| Martin Ratio | 202.55 | 17.13 |
| Ulcer Index | 0.03% | 0.53% |
| Daily Std Dev | 0.85% | 3.01% |
| Max Drawdown | -0.41% | -1.48% |
| Current Drawdown | -0.02% | -1.06% |
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UYLD vs. JSI - Expense Ratio Comparison
UYLD has a 0.29% expense ratio, which is lower than JSI's 0.50% expense ratio.
Correlation
The correlation between UYLD and JSI is 0.47, 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.
Risk-Adjusted Performance
UYLD vs. JSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Ultrashort Income ETF (UYLD) and Janus Henderson Securitized Income ETF (JSI). 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.
Dividends
UYLD vs. JSI - Dividend Comparison
UYLD's dividend yield for the trailing twelve months is around 5.65%, less than JSI's 5.80% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
UYLD Angel Oak Ultrashort Income ETF | 5.65% | 5.92% | 0.75% |
JSI Janus Henderson Securitized Income ETF | 5.80% | 0.84% | 0.00% |
Drawdowns
UYLD vs. JSI - Drawdown Comparison
The maximum UYLD drawdown since its inception was -0.41%, smaller than the maximum JSI drawdown of -1.48%. Use the drawdown chart below to compare losses from any high point for UYLD and JSI. For additional features, visit the drawdowns tool.
Volatility
UYLD vs. JSI - Volatility Comparison
The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.20%, while Janus Henderson Securitized Income ETF (JSI) has a volatility of 0.92%. This indicates that UYLD experiences smaller price fluctuations and is considered to be less risky than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.