JMBS vs VCR

Comparison between JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF) and VANGUARD CONSUMER DISCRETIONARY INDEX FUND ETF SHARES (VCR, ETF).

5-Year PerformanceVCR has outperformed JMBS, delivering a return of +5.2% compared to +0.8%

JMBS vs VCR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JMBS(ETF)	VCR(ETF)
Net Assets	$6.80B	$6.90B
Expense Ratio	0.21%	0.09%
Max Drawdown	22.48%	62.72%
Sharpe Ratio	0.62	0.40
5Y Beta	0.04	1.19
P/E Ratio	N/A	36.59
Forward P/E	N/A	24.91
5Y Dividends CAGR	13.04%	-3.50%
5Y EPS CAGR	N/A	17.09%
Debt to Equity	N/A	-154.39%
P/S Ratio	N/A	1.68
P/B Ratio	N/A	5.33

Net Assets

JMBS

$6.80B

Winner

VCR

$6.90B

Expense Ratio

JMBS

0.21%

Winner

VCR

0.09%

Max Drawdown

Winner

JMBS

22.48%

VCR

62.72%

Sharpe Ratio

Winner

JMBS

0.62

VCR

0.40

5Y Beta

Winner

JMBS

0.04

VCR

1.19

P/E Ratio

JMBS

N/A

VCR

36.59

Forward P/E

JMBS

N/A

VCR

24.91

5Y Dividends CAGR

Winner

JMBS

13.04%

VCR

-3.50%

5Y EPS CAGR

JMBS

N/A

VCR

17.09%

Debt to Equity

JMBS

N/A

VCR

-154.39%

P/S Ratio

JMBS

N/A

VCR

1.68

P/B Ratio

JMBS

N/A

VCR

5.33

JMBS vs VCR - Historical Returns

Returns include dividend reinvestment.

Period	JMBS	VCR
1 month	+0.58%	-2.81%
3 months	+0.87%	+5.83%
6 months	+0.88%	-4.50%
1 year	+6.23%	+8.02%
5 years(CAGR)	+0.82%	+5.23%
10 years(CAGR)	N/A	+13.26%
Max(CAGR)	+2.32%	+10.93%

Winner

JMBS

+0.58%

VCR

-2.81%

JMBS

+0.87%

Winner

VCR

+5.83%

Winner

JMBS

+0.88%

VCR

-4.50%

JMBS

+6.23%

Winner

VCR

+8.02%

5Y(CAGR)

JMBS

+0.82%

Winner

VCR

+5.23%

10Y(CAGR)

JMBS

N/A

VCR

+13.26%

Max(CAGR)

JMBS

+2.32%

Winner

VCR

+10.93%

JMBS vs VCR - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	JMBS	VCR
2026	+1.01%	-1.84%
2025	+8.67%	+6.83%
2024	+2.14%	+25.49%
2023	+5.34%	+41.16%
2022	-11.28%	-36.56%
2021	-0.50%	+26.48%
2020	+5.74%	+46.60%
2019	+6.91%	+26.51%
2018	+1.53%	-3.60%
2017	N/A	+22.26%
2016	N/A	+8.62%
2015	N/A	+7.15%
2014	N/A	+10.05%
2013	N/A	+40.65%
2012	N/A	+23.48%
2011	N/A	+2.42%
2010	N/A	+29.54%
2009	N/A	+40.62%
2008	N/A	-36.57%
2007	N/A	-11.96%
2006	N/A	+15.78%
2005	N/A	-3.23%
2004	N/A	+14.42%

JMBS vs VCR Drawdown Comparison

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

The maximum drawdown for VCR was -61.53%, occurring on Nov 20, 2008. Recovery took 928 trading sessions.

The current JMBS drawdown is -1.40%. The current VCR drawdown is -6.85%.

Rank	JMBS	VCR
#1	-16.68% Aug 3, 2021 - Sep 5, 2025	-61.53% Jun 4, 2007 - Feb 7, 2011
#2	-4.28% Mar 9, 2020 - May 1, 2020	-39.20% Nov 19, 2021 - Nov 6, 2024
#3	-3.06% Feb 27, 2026 - May 19, 2026	-37.68% Feb 20, 2020 - Jun 8, 2020
#4	-1.46% Sep 13, 2018 - Dec 4, 2018	-27.35% Dec 17, 2024 - Sep 15, 2025
#5	-0.97% Feb 3, 2021 - Aug 2, 2021	-22.61% Sep 4, 2018 - Apr 16, 2019
#6	-0.93% Oct 28, 2025 - Nov 25, 2025	-20.49% Jul 7, 2011 - Feb 3, 2012
#7	-0.78% Sep 15, 2025 - Oct 10, 2025	-16.70% Nov 3, 2015 - Jul 12, 2016
#8	-0.68% Nov 26, 2025 - Dec 18, 2025	-15.58% Jan 9, 2026 - Mar 30, 2026
#9	-0.67% Jun 11, 2020 - Aug 4, 2020	-12.46% Jul 28, 2005 - May 9, 2006
#10	-0.65% Jan 14, 2026 - Feb 5, 2026	-11.77% Mar 5, 2004 - Nov 2, 2004
#11	-0.58% Mar 27, 2019 - May 7, 2019	-11.33% Dec 30, 2004 - Jul 19, 2005
#12	-0.53% Sep 4, 2019 - Oct 2, 2019	-11.18% Jul 31, 2015 - Nov 3, 2015
#13	-0.49% Jan 4, 2019 - Jan 31, 2019	-11.01% May 9, 2006 - Oct 4, 2006
#14	-0.48% Dec 30, 2025 - Jan 9, 2026	-10.07% May 2, 2012 - Sep 6, 2012
#15	-0.44% Oct 7, 2019 - Nov 5, 2019	-9.71% Jan 26, 2018 - Jun 6, 2018

Correlation

Correlation between JMBS and VCR is 0.60 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.60

-101

Dividend Comparison (2004 - 2026)

JMBS vs VCR dividend yield comparison.

Year	JMBS	VCR
2026	2.18%	0.19%
2025	5.03%	0.74%
2024	5.53%	0.74%
2023	4.38%	0.84%
2022	2.73%	0.98%
2021	1.16%	0.79%
2020	2.92%	1.71%
2019	3.64%	1.17%
2018	0.89%	1.37%
2017	0.00%	1.21%
2016	0.00%	1.60%
2015	0.00%	1.32%
2014	0.00%	1.23%
2013	0.00%	0.84%
2012	0.00%	1.52%
2011	0.00%	1.38%
2010	0.00%	0.99%
2009	0.00%	0.93%
2008	0.00%	2.44%
2007	0.00%	0.86%
2006	0.00%	0.77%
2005	0.00%	0.59%
2004	0.00%	0.63%