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CORO vs JMBS

Comparison between iShares International Country Rotation Active ETF (CORO, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

CORO vs JMBS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CORO
$6.80B
JMBS
$6.80B
Expense Ratio
CORO
0.55%
Winner
JMBS
0.21%
Max Drawdown
Winner
CORO
14.13%
JMBS
22.48%
Sharpe Ratio
Winner
CORO
1.66
JMBS
0.74
5Y Beta
CORO
0.76
Winner
JMBS
0.04
5Y Dividends CAGR
CORO
N/A
JMBS
13.04%

CORO vs JMBS - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CORO
+2.28%
JMBS
+0.57%
3M
Winner
CORO
+12.55%
JMBS
+0.68%
6M
Winner
CORO
+18.61%
JMBS
+1.74%
1Y
Winner
CORO
+33.66%
JMBS
+6.64%
5Y(CAGR)
CORO
N/A
JMBS
+0.83%
Max(CAGR)
Winner
CORO
+31.78%
JMBS
+2.36%

CORO vs JMBS - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

YearCOROJMBS
2026+15.04%+1.27%
2025+35.36%+8.67%
2024-3.55%+2.14%
2023N/A+5.34%
2022N/A-11.28%
2021N/A-0.50%
2020N/A+5.74%
2019N/A+6.91%
2018N/A+1.53%

CORO vs JMBS Drawdown Comparison

The maximum drawdown for CORO was -14.13%, occurring on Apr 8, 2025. Recovery took 31 trading sessions.

The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

The current CORO drawdown is -1.84%. The current JMBS drawdown is -1.14%.

RankCOROJMBS
#1-14.13%
Mar 19, 2025 - May 2, 2025
-16.68%
Aug 3, 2021 - Sep 5, 2025
#2-11.25%
Feb 25, 2026 - May 6, 2026
-4.28%
Mar 9, 2020 - May 1, 2020
#3-5.82%
Dec 9, 2024 - Jan 30, 2025
-3.06%
Feb 27, 2026 - May 19, 2026
#4-5.25%
Jun 2, 2026 - Jun 10, 2026
-1.46%
Sep 13, 2018 - Dec 4, 2018
#5-4.93%
Nov 12, 2025 - Dec 10, 2025
-0.97%
Feb 3, 2021 - Aug 2, 2021
#6-3.68%
Oct 6, 2025 - Oct 20, 2025
-0.93%
Oct 28, 2025 - Nov 25, 2025
#7-3.66%
Jul 23, 2025 - Aug 12, 2025
-0.78%
Sep 15, 2025 - Oct 10, 2025
#8-2.87%
May 6, 2026 - May 26, 2026
-0.68%
Nov 26, 2025 - Dec 18, 2025
#9-2.38%
Mar 5, 2025 - Mar 17, 2025
-0.67%
Jun 11, 2020 - Aug 4, 2020
#10-2.21%
Jun 12, 2025 - Jun 24, 2025
-0.65%
Jan 14, 2026 - Feb 5, 2026
#11-2.06%
Feb 18, 2025 - Mar 5, 2025
-0.58%
Mar 27, 2019 - May 7, 2019
#12-2.02%
Jan 29, 2026 - Feb 6, 2026
-0.53%
Sep 4, 2019 - Oct 2, 2019
#13-1.97%
Oct 28, 2025 - Nov 11, 2025
-0.49%
Jan 4, 2019 - Jan 31, 2019
#14-1.93%
Jan 30, 2025 - Feb 6, 2025
-0.48%
Dec 30, 2025 - Jan 9, 2026
#15-1.84%
Aug 22, 2025 - Sep 8, 2025
-0.44%
Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between CORO and JMBS is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (2018 - 2026)

CORO vs JMBS dividend yield comparison.

YearCOROJMBS
20260.00%2.18%
20253.20%5.03%
20241.53%5.53%
20230.00%4.38%
20220.00%2.73%
20210.00%1.16%
20200.00%2.92%
20190.00%3.64%
20180.00%0.89%

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