JMBS vs DXJ

Comparison between JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF) and WISDOMTREE JAPAN HEDGED EQUITY FUND (DXJ, ETF).

5-Year PerformanceDXJ has outperformed JMBS, delivering a return of +26.0% compared to +0.8%

JMBS vs DXJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JMBS(ETF)	DXJ(ETF)
Net Assets	$6.80B	$6.90B
Expense Ratio	0.21%	0.48%
Max Drawdown	22.48%	51.15%
Sharpe Ratio	0.74	2.30
5Y Beta	0.04	0.95
5Y Dividends CAGR	13.04%	28.07%

Net Assets

JMBS

$6.80B

Winner

DXJ

$6.90B

Expense Ratio

Winner

JMBS

0.21%

DXJ

0.48%

Max Drawdown

Winner

JMBS

22.48%

DXJ

51.15%

Sharpe Ratio

JMBS

0.74

Winner

DXJ

2.30

5Y Beta

Winner

JMBS

0.04

DXJ

0.95

5Y Dividends CAGR

JMBS

13.04%

Winner

DXJ

28.07%

JMBS vs DXJ - Historical Returns

Returns include dividend reinvestment.

Period	JMBS	DXJ
1 month	+0.57%	+1.23%
3 months	+0.68%	+9.19%
6 months	+1.74%	+19.84%
1 year	+6.64%	+53.34%
5 years(CAGR)	+0.83%	+25.96%
10 years(CAGR)	N/A	+18.61%
Max(CAGR)	+2.36%	+9.38%

JMBS

+0.57%

Winner

DXJ

+1.23%

JMBS

+0.68%

Winner

DXJ

+9.19%

JMBS

+1.74%

Winner

DXJ

+19.84%

JMBS

+6.64%

Winner

DXJ

+53.34%

5Y(CAGR)

JMBS

+0.83%

Winner

DXJ

+25.96%

10Y(CAGR)

JMBS

N/A

DXJ

+18.61%

Max(CAGR)

JMBS

+2.36%

Winner

DXJ

+9.38%

JMBS vs DXJ - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	JMBS	DXJ
2026	+1.27%	+18.06%
2025	+8.67%	+32.75%
2024	+2.14%	+29.70%
2023	+5.34%	+41.60%
2022	-11.28%	+5.50%
2021	-0.50%	+20.02%
2020	+5.74%	+2.94%
2019	+6.91%	+18.74%
2018	+1.53%	-19.93%
2017	N/A	+20.68%
2016	N/A	+3.34%
2015	N/A	+6.84%
2014	N/A	+10.26%
2013	N/A	+37.17%
2012	N/A	+17.73%
2011	N/A	-16.75%
2010	N/A	-3.89%
2009	N/A	+0.88%
2008	N/A	-20.38%
2007	N/A	-7.22%
2006	N/A	+10.57%

JMBS vs DXJ Drawdown Comparison

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

The maximum drawdown for DXJ was -49.55%, occurring on Mar 9, 2009. Recovery took 1899 trading sessions.

The current JMBS drawdown is -1.14%. The current DXJ drawdown is -1.34%.

Rank	JMBS	DXJ
#1	-16.68% Aug 3, 2021 - Sep 5, 2025	-49.55% Feb 26, 2007 - Sep 10, 2014
#2	-4.28% Mar 9, 2020 - May 1, 2020	-39.12% Jan 17, 2018 - Feb 8, 2021
#3	-3.06% Feb 27, 2026 - May 19, 2026	-33.59% Jun 1, 2015 - Oct 3, 2017
#4	-1.46% Sep 13, 2018 - Dec 4, 2018	-22.19% Jul 10, 2024 - Mar 24, 2025
#5	-0.97% Feb 3, 2021 - Aug 2, 2021	-16.57% Mar 25, 2025 - Jun 27, 2025
#6	-0.93% Oct 28, 2025 - Nov 25, 2025	-11.78% Jan 12, 2022 - Mar 24, 2022
#7	-0.78% Sep 15, 2025 - Oct 10, 2025	-11.41% Sep 26, 2014 - Oct 31, 2014
#8	-0.68% Nov 26, 2025 - Dec 18, 2025	-10.98% Feb 25, 2026 - May 13, 2026
#9	-0.67% Jun 11, 2020 - Aug 4, 2020	-9.73% Jun 30, 2006 - Aug 15, 2006
#10	-0.65% Jan 14, 2026 - Feb 5, 2026	-9.11% Dec 5, 2014 - Feb 18, 2015
#11	-0.58% Mar 27, 2019 - May 7, 2019	-8.74% Sep 19, 2023 - Jan 5, 2024
#12	-0.53% Sep 4, 2019 - Oct 2, 2019	-8.53% Mar 8, 2023 - Apr 21, 2023
#13	-0.49% Jan 4, 2019 - Jan 31, 2019	-8.31% Sep 13, 2021 - Jan 4, 2022
#14	-0.48% Dec 30, 2025 - Jan 9, 2026	-6.82% Aug 18, 2022 - Nov 8, 2022
#15	-0.44% Oct 7, 2019 - Nov 5, 2019	-6.68% Jun 7, 2022 - Aug 17, 2022

Correlation

Correlation between JMBS and DXJ is 0.43 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.43

-101

Dividend Comparison (2006 - 2026)

JMBS vs DXJ dividend yield comparison.

Year	JMBS	DXJ
2026	2.18%	0.00%
2025	5.03%	1.29%
2024	5.53%	3.48%
2023	4.38%	3.44%
2022	2.73%	3.02%
2021	1.16%	2.64%
2020	2.92%	2.53%
2019	3.64%	2.47%
2018	0.89%	2.92%
2017	0.00%	2.30%
2016	0.00%	1.98%
2015	0.00%	5.95%
2014	0.00%	11.61%
2013	0.00%	2.44%
2012	0.00%	1.50%
2011	0.00%	2.38%
2010	0.00%	1.18%
2009	0.00%	1.86%
2008	0.00%	2.03%
2007	0.00%	0.94%
2006	0.00%	0.38%