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VNLA vs. VUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNLA vs. VUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Short Duration Income ETF (VNLA) and Vanguard Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

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VNLA vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VNLA
Janus Henderson Short Duration Income ETF
0.59%5.45%6.41%6.09%-0.17%0.20%
VUSB
Vanguard Ultra-Short Bond ETF
0.59%5.20%5.68%5.52%-0.36%0.00%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VNLA at 0.59% and VUSB at 0.59%.


VNLA

1D
0.06%
1M
-0.20%
YTD
0.59%
6M
1.89%
1Y
4.75%
3Y*
5.73%
5Y*
3.68%
10Y*

VUSB

1D
0.09%
1M
-0.12%
YTD
0.59%
6M
1.76%
1Y
4.48%
3Y*
5.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNLA vs. VUSB - Expense Ratio Comparison

VNLA has a 0.23% expense ratio, which is higher than VUSB's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VNLA vs. VUSB — Risk / Return Rank

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

VNLA
VNLA Risk / Return Rank: 9999
Overall Rank
VNLA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VNLA Sortino Ratio Rank: 9999
Sortino Ratio Rank
VNLA Omega Ratio Rank: 9999
Omega Ratio Rank
VNLA Calmar Ratio Rank: 9999
Calmar Ratio Rank
VNLA Martin Ratio Rank: 9999
Martin Ratio Rank

VUSB
VUSB Risk / Return Rank: 9999
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9999
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.

VNLA vs. VUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Short Duration Income ETF (VNLA) and Vanguard Ultra-Short Bond ETF (VUSB). 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.


VNLAVUSBDifference

Sharpe ratio

Return per unit of total volatility

6.59

5.84

+0.75

Sortino ratio

Return per unit of downside risk

11.40

9.33

+2.08

Omega ratio

Gain probability vs. loss probability

3.18

2.86

+0.32

Calmar ratio

Return relative to maximum drawdown

10.02

9.75

+0.26

Martin ratio

Return relative to average drawdown

45.04

50.27

-5.23

VNLA vs. VUSB - Sharpe Ratio Comparison

The current VNLA Sharpe Ratio is 6.59, which is comparable to the VUSB Sharpe Ratio of 5.84. The chart below compares the historical Sharpe Ratios of VNLA and VUSB, 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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Sharpe Ratios by Period


VNLAVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.59

5.84

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

4.00

-1.95

Correlation

The correlation between VNLA and VUSB is 0.46, 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.


Dividends

VNLA vs. VUSB - Dividend Comparison

VNLA's dividend yield for the trailing twelve months is around 5.26%, more than VUSB's 4.53% yield.


TTM2025202420232022202120202019201820172016
VNLA
Janus Henderson Short Duration Income ETF
5.26%4.84%4.97%3.95%4.35%1.67%1.21%3.13%2.43%1.79%0.08%
VUSB
Vanguard Ultra-Short Bond ETF
4.53%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VNLA vs. VUSB - Drawdown Comparison

The maximum VNLA drawdown since its inception was -4.49%, which is greater than VUSB's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for VNLA and VUSB.


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Drawdown Indicators


VNLAVUSBDifference

Max Drawdown

Largest peak-to-trough decline

-4.49%

-1.79%

-2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-0.46%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-1.76%

Current Drawdown

Current decline from peak

-0.20%

-0.12%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.28%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

0.09%

+0.01%

Volatility

VNLA vs. VUSB - Volatility Comparison

The current volatility for Janus Henderson Short Duration Income ETF (VNLA) is 0.28%, while Vanguard Ultra-Short Bond ETF (VUSB) has a volatility of 0.37%. This indicates that VNLA experiences smaller price fluctuations and is considered to be less risky than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNLAVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

0.37%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.45%

0.49%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.73%

0.77%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.04%

0.83%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.44%

0.83%

+0.61%