JMBS vs MCHI

Comparison between JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF) and ISHARES MSCI CHINA ETF (MCHI, ETF).

5-Year PerformanceJMBS has outperformed MCHI, delivering a return of +0.8% compared to -4.4%

JMBS vs MCHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JMBS(ETF)	MCHI(ETF)
Net Assets	$6.60B	$6.60B
Expense Ratio	0.21%	0.59%
Max Drawdown	22.48%	63.39%
Sharpe Ratio	0.70	0.54
5Y Beta	0.04	0.64
5Y Dividends CAGR	12.04%	8.85%

Net Assets

JMBS

$6.60B

MCHI

$6.60B

Expense Ratio

Winner

JMBS

0.21%

MCHI

0.59%

Max Drawdown

Winner

JMBS

22.48%

MCHI

63.39%

Sharpe Ratio

Winner

JMBS

0.70

MCHI

0.54

5Y Beta

Winner

JMBS

0.04

MCHI

0.64

5Y Dividends CAGR

Winner

JMBS

12.04%

MCHI

8.85%

JMBS vs MCHI - Historical Returns

Returns include dividend reinvestment.

Period	JMBS	MCHI
1 month	+0.11%	+1.78%
3 months	+0.24%	-5.89%
6 months	+1.79%	-7.19%
1 year	+7.59%	+11.53%
5 years(CAGR)	+0.80%	-4.43%
10 years(CAGR)	N/A	+5.66%
Max(CAGR)	+2.40%	+2.76%

JMBS

+0.11%

Winner

MCHI

+1.78%

Winner

JMBS

+0.24%

MCHI

-5.89%

Winner

JMBS

+1.79%

MCHI

-7.19%

JMBS

+7.59%

Winner

MCHI

+11.53%

5Y(CAGR)

Winner

JMBS

+0.80%

MCHI

-4.43%

10Y(CAGR)

JMBS

N/A

MCHI

+5.66%

Max(CAGR)

JMBS

+2.40%

Winner

MCHI

+2.76%

JMBS vs MCHI - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	JMBS	MCHI
2026	+1.32%	-6.30%
2025	+8.67%	+33.42%
2024	+2.14%	+20.76%
2023	+5.34%	-14.77%
2022	-11.28%	-23.00%
2021	-0.50%	-21.99%
2020	+5.74%	+23.65%
2019	+6.91%	+24.39%
2018	+1.53%	-22.78%
2017	N/A	+53.07%
2016	N/A	+3.26%
2015	N/A	-9.05%
2014	N/A	+10.05%
2013	N/A	-0.89%
2012	N/A	+20.85%
2011	N/A	-20.75%

JMBS vs MCHI Drawdown Comparison

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

The maximum drawdown for MCHI was -62.95%, occurring on Oct 31, 2022. This drawdown has not yet recovered.

The current JMBS drawdown is -1.10%. The current MCHI drawdown is -33.76%.

Rank	JMBS	MCHI
#1	-16.68% Aug 3, 2021 - Sep 5, 2025	-62.95% Feb 17, 2021 - Oct 31, 2022
#2	-4.28% Mar 9, 2020 - May 1, 2020	-43.23% Apr 28, 2015 - Aug 25, 2017
#3	-2.98% Feb 27, 2026 - Mar 26, 2026	-37.13% Apr 21, 2011 - Jul 24, 2014
#4	-1.46% Sep 13, 2018 - Dec 4, 2018	-33.15% Jan 26, 2018 - Jul 8, 2020
#5	-0.97% Feb 3, 2021 - Aug 2, 2021	-11.54% Sep 5, 2014 - Jan 21, 2015
#6	-0.93% Oct 28, 2025 - Nov 25, 2025	-8.66% Nov 21, 2017 - Jan 2, 2018
#7	-0.78% Sep 15, 2025 - Oct 10, 2025	-7.42% Sep 1, 2020 - Oct 12, 2020
#8	-0.68% Nov 26, 2025 - Dec 18, 2025	-6.19% Mar 2, 2015 - Mar 30, 2015
#9	-0.67% Jun 11, 2020 - Aug 4, 2020	-5.81% Nov 6, 2020 - Jan 5, 2021
#10	-0.65% Jan 14, 2026 - Feb 5, 2026	-5.80% Jan 25, 2021 - Feb 9, 2021
#11	-0.58% Mar 27, 2019 - May 7, 2019	-5.72% Jul 9, 2020 - Aug 24, 2020
#12	-0.53% Sep 4, 2019 - Oct 2, 2019	-5.01% Jan 22, 2015 - Feb 26, 2015
#13	-0.49% Jan 4, 2019 - Jan 31, 2019	-3.88% Sep 19, 2017 - Oct 3, 2017
#14	-0.48% Dec 30, 2025 - Jan 9, 2026	-3.50% Apr 16, 2015 - Apr 22, 2015
#15	-0.44% Oct 7, 2019 - Nov 5, 2019	-2.83% Oct 18, 2017 - Nov 6, 2017

Correlation

Correlation between JMBS and MCHI is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2011 - 2026)

JMBS vs MCHI dividend yield comparison.

Year	JMBS	MCHI
2026	1.74%	0.00%
2025	5.03%	2.12%
2024	5.53%	2.31%
2023	4.38%	2.66%
2022	2.73%	1.78%
2021	1.16%	1.04%
2020	2.92%	1.04%
2019	3.64%	1.45%
2018	0.89%	1.60%
2017	0.00%	1.56%
2016	0.00%	1.66%
2015	0.00%	2.76%
2014	0.00%	2.35%
2013	0.00%	2.37%
2012	0.00%	1.90%
2011	0.00%	2.61%