PortfoliosLab logoPortfoliosLab logo
VUSB vs. VNLA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUSB vs. VNLA - Performance Comparison

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

Loading graphics...

VUSB vs. VNLA - Yearly Performance Comparison


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

Returns By Period

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


VUSB

1D
0.09%
1M
-0.12%
YTD
0.59%
6M
1.76%
1Y
4.48%
3Y*
5.28%
5Y*
10Y*

VNLA

1D
0.06%
1M
-0.20%
YTD
0.59%
6M
1.89%
1Y
4.75%
3Y*
5.73%
5Y*
3.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VUSB vs. VNLA - Expense Ratio Comparison

VUSB has a 0.10% expense ratio, which is lower than VNLA's 0.23% expense ratio. Despite the difference, 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

VUSB vs. VNLA — Risk / Return Rank

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

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

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
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.

VUSB vs. VNLA - Risk-Adjusted Trends Comparison

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


VUSBVNLADifference

Sharpe ratio

Return per unit of total volatility

5.84

6.59

-0.75

Sortino ratio

Return per unit of downside risk

9.33

11.40

-2.08

Omega ratio

Gain probability vs. loss probability

2.86

3.18

-0.32

Calmar ratio

Return relative to maximum drawdown

9.75

10.02

-0.26

Martin ratio

Return relative to average drawdown

50.27

45.04

+5.23

VUSB vs. VNLA - Sharpe Ratio Comparison

The current VUSB Sharpe Ratio is 5.84, which is comparable to the VNLA Sharpe Ratio of 6.59. The chart below compares the historical Sharpe Ratios of VUSB and VNLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VUSBVNLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.84

6.59

-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

4.00

2.06

+1.95

Correlation

The correlation between VUSB and VNLA 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

VUSB vs. VNLA - Dividend Comparison

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


TTM2025202420232022202120202019201820172016
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%
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%

Drawdowns

VUSB vs. VNLA - Drawdown Comparison

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


Loading graphics...

Drawdown Indicators


VUSBVNLADifference

Max Drawdown

Largest peak-to-trough decline

-1.79%

-4.49%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.46%

-0.47%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-1.76%

Current Drawdown

Current decline from peak

-0.12%

-0.20%

+0.08%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.24%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.10%

-0.01%

Volatility

VUSB vs. VNLA - Volatility Comparison

Vanguard Ultra-Short Bond ETF (VUSB) has a higher volatility of 0.37% compared to Janus Henderson Short Duration Income ETF (VNLA) at 0.28%. This indicates that VUSB's price experiences larger fluctuations and is considered to be riskier than VNLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VUSBVNLADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

0.28%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.49%

0.45%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.77%

0.73%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

1.04%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.83%

1.44%

-0.61%