DFSD vs JMBS
Comparison between DIMENSIONAL SHORT-DURATION FIXED INCOME ETF (DFSD, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).
DFSD vs JMBS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DFSD
$6.60B
JMBS
$6.60B
Expense Ratio
Winner
DFSD
0.16%
JMBS
0.21%
Max Drawdown
Winner
DFSD
9.85%
JMBS
22.48%
Sharpe Ratio
DFSD
0.58
Winner
JMBS
0.82
5Y Beta
Winner
DFSD
0.03
JMBS
0.03
5Y Dividends CAGR
DFSD
N/A
JMBS
12.04%
DFSD vs JMBS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DFSD
-0.09%
JMBS
-0.51%
3M
Winner
DFSD
-0.40%
JMBS
-1.24%
6M
DFSD
+1.15%
Winner
JMBS
+1.45%
1Y
DFSD
+4.78%
Winner
JMBS
+7.41%
5Y(CAGR)
Winner
DFSD
+2.53%
JMBS
+0.74%
Max(CAGR)
Winner
DFSD
+2.53%
JMBS
+2.32%
DFSD vs JMBS - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | DFSD | JMBS |
|---|---|---|
| 2026 | +0.43% | +0.74% |
| 2025 | +6.52% | +8.67% |
| 2024 | +4.53% | +2.14% |
| 2023 | +6.02% | +5.34% |
| 2022 | -5.69% | -11.28% |
| 2021 | -0.02% | -0.50% |
| 2020 | N/A | +5.74% |
| 2019 | N/A | +6.91% |
| 2018 | N/A | +1.53% |
DFSD vs JMBS Drawdown Comparison
The maximum drawdown for DFSD was -8.45%, occurring on Oct 20, 2022. Recovery took 552 trading sessions.
The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.
The current DFSD drawdown is -0.56%. The current JMBS drawdown is -1.66%.
| Rank | DFSD | JMBS |
|---|---|---|
| #1 | -8.45% Nov 18, 2021 - Feb 1, 2024 | -16.68% Aug 3, 2021 - Sep 5, 2025 |
| #2 | -1.47% Feb 27, 2026 - Mar 26, 2026 | -4.28% Mar 9, 2020 - May 1, 2020 |
| #3 | -1.34% Apr 3, 2025 - Apr 28, 2025 | -2.98% Feb 27, 2026 - Mar 26, 2026 |
| #4 | -0.67% Oct 1, 2024 - Nov 29, 2024 | -1.46% Sep 13, 2018 - Dec 4, 2018 |
| #5 | -0.67% Dec 6, 2024 - Jan 27, 2025 | -0.97% Feb 3, 2021 - Aug 2, 2021 |
| #6 | -0.52% Apr 30, 2025 - May 27, 2025 | -0.93% Oct 28, 2025 - Nov 25, 2025 |
| #7 | -0.50% Mar 27, 2024 - May 3, 2024 | -0.78% Sep 15, 2025 - Oct 10, 2025 |
| #8 | -0.42% Feb 1, 2024 - Mar 5, 2024 | -0.68% Nov 26, 2025 - Dec 18, 2025 |
| #9 | -0.42% Feb 5, 2025 - Feb 21, 2025 | -0.67% Jun 11, 2020 - Aug 4, 2020 |
| #10 | -0.40% Jun 4, 2025 - Jun 12, 2025 | -0.65% Jan 14, 2026 - Feb 5, 2026 |
| #11 | -0.37% Oct 22, 2025 - Nov 21, 2025 | -0.58% Mar 27, 2019 - May 7, 2019 |
| #12 | -0.35% Nov 26, 2025 - Dec 16, 2025 | -0.53% Sep 4, 2019 - Oct 2, 2019 |
| #13 | -0.34% Mar 3, 2025 - Mar 19, 2025 | -0.49% Jan 4, 2019 - Jan 31, 2019 |
| #14 | -0.29% Jun 30, 2025 - Jul 21, 2025 | -0.48% Dec 30, 2025 - Jan 9, 2026 |
| #15 | -0.28% Mar 8, 2024 - Mar 22, 2024 | -0.44% Oct 7, 2019 - Nov 5, 2019 |
Correlation
Correlation between DFSD and JMBS is 0.88 which considered as a strong positive correlation - the stocks tend to move together.
0.88
-101
Dividend Comparison (2018 - 2026)
DFSD vs JMBS dividend yield comparison.
| Year | DFSD | JMBS |
|---|---|---|
| 2026 | 0.62% | 1.75% |
| 2025 | 4.12% | 5.03% |
| 2024 | 4.81% | 5.53% |
| 2023 | 3.89% | 4.38% |
| 2022 | 2.12% | 2.73% |
| 2021 | 0.11% | 1.16% |
| 2020 | 0.00% | 2.92% |
| 2019 | 0.00% | 3.64% |
| 2018 | 0.00% | 0.89% |
Select Stocks to Compare
Popular: DFSD vs SPYJMBS vs SPY
More Comparisons
Compare with similar stocks