FTSM vs JMBS

Comparison between FIRST TRUST ENHANCED SHORT MATURITY ETF (FTSM, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceFTSM has outperformed JMBS, delivering a return of +3.4% compared to +0.8%

FTSM vs JMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FTSM(ETF)	JMBS(ETF)
Net Assets	$6.50B	$6.60B
Expense Ratio	0.29%	0.21%
Max Drawdown	5.39%	22.48%
Sharpe Ratio	1.11	0.70
5Y Beta	-0.00	0.04
5Y Dividends CAGR	38.45%	12.04%

Net Assets

FTSM

$6.50B

Winner

JMBS

$6.60B

Expense Ratio

FTSM

0.29%

Winner

JMBS

0.21%

Max Drawdown

Winner

FTSM

5.39%

JMBS

22.48%

Sharpe Ratio

Winner

FTSM

1.11

JMBS

0.70

5Y Beta

Winner

FTSM

-0.00

JMBS

0.04

5Y Dividends CAGR

Winner

FTSM

38.45%

JMBS

12.04%

FTSM vs JMBS - Historical Returns

Returns include dividend reinvestment.

Period	FTSM	JMBS
1 month	+0.35%	+0.11%
3 months	+0.77%	+0.24%
6 months	+1.85%	+1.79%
1 year	+4.29%	+7.59%
5 years(CAGR)	+3.42%	+0.80%
10 years(CAGR)	+2.53%	N/A
Max(CAGR)	+2.21%	+2.40%

Winner

FTSM

+0.35%

JMBS

+0.11%

Winner

FTSM

+0.77%

JMBS

+0.24%

Winner

FTSM

+1.85%

JMBS

+1.79%

FTSM

+4.29%

Winner

JMBS

+7.59%

5Y(CAGR)

Winner

FTSM

+3.42%

JMBS

+0.80%

10Y(CAGR)

FTSM

+2.53%

JMBS

N/A

Max(CAGR)

FTSM

+2.21%

Winner

JMBS

+2.40%

FTSM vs JMBS - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	FTSM	JMBS
2026	+1.18%	+1.32%
2025	+4.60%	+8.67%
2024	+5.20%	+2.14%
2023	+5.12%	+5.34%
2022	+1.04%	-11.28%
2021	-0.03%	-0.50%
2020	+1.12%	+5.74%
2019	+2.81%	+6.91%
2018	+1.92%	+1.53%
2017	+1.62%	N/A
2016	+1.18%	N/A
2015	+0.22%	N/A
2014	-0.11%	N/A

FTSM vs JMBS Drawdown Comparison

The maximum drawdown for FTSM was -4.12%, occurring on Mar 20, 2020. Recovery took 67 trading sessions.

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

The current JMBS drawdown is -1.10%.

Rank	FTSM	JMBS
#1	-4.12% Mar 3, 2020 - Jun 8, 2020	-16.68% Aug 3, 2021 - Sep 5, 2025
#2	-1.80% Aug 31, 2015 - May 10, 2017	-4.28% Mar 9, 2020 - May 1, 2020
#3	-0.65% Oct 4, 2021 - Nov 2, 2022	-2.98% Feb 27, 2026 - Mar 26, 2026
#4	-0.35% May 21, 2015 - Aug 31, 2015	-1.46% Sep 13, 2018 - Dec 4, 2018
#5	-0.30% Oct 21, 2014 - Jan 30, 2015	-0.97% Feb 3, 2021 - Aug 2, 2021
#6	-0.20% Sep 5, 2014 - Oct 16, 2014	-0.93% Oct 28, 2025 - Nov 25, 2025
#7	-0.15% Apr 3, 2025 - Apr 17, 2025	-0.78% Sep 15, 2025 - Oct 10, 2025
#8	-0.15% Mar 16, 2015 - Apr 20, 2015	-0.68% Nov 26, 2025 - Dec 18, 2025
#9	-0.13% Jan 30, 2015 - Mar 2, 2015	-0.67% Jun 11, 2020 - Aug 4, 2020
#10	-0.12% Feb 27, 2026 - Mar 30, 2026	-0.65% Jan 14, 2026 - Feb 5, 2026
#11	-0.12% Nov 23, 2018 - Dec 24, 2018	-0.58% Mar 27, 2019 - May 7, 2019
#12	-0.12% Jun 10, 2020 - Jun 22, 2020	-0.53% Sep 4, 2019 - Oct 2, 2019
#13	-0.12% Jul 6, 2020 - Jul 20, 2020	-0.49% Jan 4, 2019 - Jan 31, 2019
#14	-0.10% Mar 20, 2023 - Mar 23, 2023	-0.48% Dec 30, 2025 - Jan 9, 2026
#15	-0.10% Aug 7, 2014 - Aug 15, 2014	-0.44% Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between FTSM and JMBS is 0.48 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.48

-101

Dividend Comparison (2014 - 2026)

FTSM vs JMBS dividend yield comparison.

Year	FTSM	JMBS
2026	1.35%	1.74%
2025	4.28%	5.03%
2024	4.91%	5.53%
2023	4.62%	4.38%
2022	1.62%	2.73%
2021	0.39%	1.16%
2020	1.20%	2.92%
2019	2.38%	3.64%
2018	2.14%	0.89%
2017	1.49%	0.00%
2016	1.03%	0.00%
2015	0.48%	0.00%
2014	0.16%	0.00%