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JMBS vs CORO

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

JMBS vs CORO - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

JMBS vs CORO - Historical Returns

Returns include dividend reinvestment.

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

JMBS vs CORO - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

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

JMBS vs CORO Drawdown Comparison

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

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

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

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

Correlation

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

0.95
-101

Dividend Comparison (2018 - 2026)

JMBS vs CORO dividend yield comparison.

YearJMBSCORO
20262.18%0.00%
20255.03%3.20%
20245.53%1.53%
20234.38%0.00%
20222.73%0.00%
20211.16%0.00%
20202.92%0.00%
20193.64%0.00%
20180.89%0.00%

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