JMBS vs VOOV

Comparison between JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF) and VANGUARD S&P 500 VALUE INDEX FUND ETF SHARES (VOOV, ETF).

5-Year PerformanceVOOV has outperformed JMBS, delivering a return of +11.6% compared to +0.6%

JMBS vs VOOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JMBS(ETF)	VOOV(ETF)
Net Assets	$6.80B	$6.80B
Expense Ratio	0.21%	0.07%
Max Drawdown	22.48%	37.69%
Sharpe Ratio	0.04	1.68
5Y Beta	0.05	0.69
P/E Ratio	N/A	24.69
Forward P/E	N/A	20.18
PEG Ratio	N/A	0.39
5Y Dividends CAGR	14.62%	5.14%
5Y EPS CAGR	N/A	13.43%
Debt to Equity	N/A	100.12%
P/S Ratio	N/A	2.15
P/B Ratio	N/A	3.87

Net Assets

JMBS

$6.80B

VOOV

$6.80B

Expense Ratio

JMBS

0.21%

Winner

VOOV

0.07%

Max Drawdown

Winner

JMBS

22.48%

VOOV

37.69%

Sharpe Ratio

JMBS

0.04

Winner

VOOV

1.68

5Y Beta

Winner

JMBS

0.05

VOOV

0.69

P/E Ratio

JMBS

N/A

VOOV

24.69

Forward P/E

JMBS

N/A

VOOV

20.18

PEG Ratio

JMBS

N/A

VOOV

0.39

5Y Dividends CAGR

Winner

JMBS

14.62%

VOOV

5.14%

5Y EPS CAGR

JMBS

N/A

VOOV

13.43%

Debt to Equity

JMBS

N/A

VOOV

100.12%

P/S Ratio

JMBS

N/A

VOOV

2.15

P/B Ratio

JMBS

N/A

VOOV

3.87

JMBS vs VOOV - Historical Returns

Returns include dividend reinvestment.

Period	JMBS	VOOV
1 month	-0.48%	+2.17%
3 months	-0.60%	+5.84%
6 months	-0.60%	+7.00%
1 year	+3.99%	+21.62%
5 years(CAGR)	+0.60%	+11.64%
10 years(CAGR)	N/A	+11.88%
Max(CAGR)	+2.21%	+12.30%

JMBS

-0.48%

Winner

VOOV

+2.17%

JMBS

-0.60%

Winner

VOOV

+5.84%

JMBS

-0.60%

Winner

VOOV

+7.00%

JMBS

+3.99%

Winner

VOOV

+21.62%

5Y(CAGR)

JMBS

+0.60%

Winner

VOOV

+11.64%

10Y(CAGR)

JMBS

N/A

VOOV

+11.88%

Max(CAGR)

JMBS

+2.21%

Winner

VOOV

+12.30%

JMBS vs VOOV - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	JMBS	VOOV
2026	+0.45%	+11.67%
2025	+8.67%	+13.66%
2024	+2.14%	+11.47%
2023	+5.34%	+21.57%
2022	-11.28%	-5.86%
2021	-0.50%	+26.59%
2020	+5.74%	+0.88%
2019	+6.91%	+31.19%
2018	+1.53%	-9.59%
2017	N/A	+14.30%
2016	N/A	+18.81%
2015	N/A	-3.30%
2014	N/A	+12.99%
2013	N/A	+29.30%
2012	N/A	+15.02%
2011	N/A	-1.65%
2010	N/A	+12.58%

JMBS vs VOOV Drawdown Comparison

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

The maximum drawdown for VOOV was -37.32%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The current JMBS drawdown is -1.95%.

Rank	JMBS	VOOV
#1	-16.68% Aug 3, 2021 - Sep 5, 2025	-37.32% Feb 12, 2020 - Jan 6, 2021
#2	-4.28% Mar 9, 2020 - May 1, 2020	-21.35% Apr 29, 2011 - Mar 1, 2012
#3	-3.06% Feb 27, 2026 - May 19, 2026	-19.20% Jan 26, 2018 - Apr 30, 2019
#4	-1.46% Sep 13, 2018 - Dec 4, 2018	-18.11% Apr 20, 2022 - Feb 1, 2023
#5	-0.97% Feb 3, 2021 - Aug 2, 2021	-17.55% Nov 29, 2024 - Aug 22, 2025
#6	-0.93% Oct 28, 2025 - Nov 25, 2025	-14.90% May 21, 2015 - Jun 7, 2016
#7	-0.78% Sep 15, 2025 - Oct 10, 2025	-11.36% Mar 26, 2012 - Sep 6, 2012
#8	-0.68% Nov 26, 2025 - Dec 18, 2025	-11.00% Jul 31, 2023 - Dec 1, 2023
#9	-0.67% Jun 11, 2020 - Aug 4, 2020	-9.64% Feb 2, 2023 - Jun 13, 2023
#10	-0.65% Jan 14, 2026 - Feb 5, 2026	-7.70% May 3, 2019 - Jul 1, 2019
#11	-0.58% Mar 27, 2019 - May 7, 2019	-7.32% Jan 12, 2022 - Apr 20, 2022
#12	-0.53% Sep 4, 2019 - Oct 2, 2019	-7.26% Sep 19, 2014 - Nov 5, 2014
#13	-0.49% Jan 4, 2019 - Jan 31, 2019	-7.18% Oct 18, 2012 - Dec 18, 2012
#14	-0.48% Dec 30, 2025 - Jan 9, 2026	-6.53% Jul 29, 2019 - Sep 11, 2019
#15	-0.44% Oct 7, 2019 - Nov 5, 2019	-6.27% Feb 27, 2026 - Apr 30, 2026

Correlation

Correlation between JMBS and VOOV is 0.47 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.47

-101

Dividend Comparison (2010 - 2026)

JMBS vs VOOV dividend yield comparison.

Year	JMBS	VOOV
2026	3.09%	0.81%
2025	5.03%	1.76%
2024	5.53%	2.10%
2023	4.38%	1.69%
2022	2.73%	2.19%
2021	1.16%	1.87%
2020	2.92%	2.45%
2019	3.64%	2.10%
2018	0.89%	2.65%
2017	0.00%	2.13%
2016	0.00%	2.24%
2015	0.00%	2.36%
2014	0.00%	1.98%
2013	0.00%	1.97%
2012	0.00%	2.15%
2011	0.00%	1.98%
2010	0.00%	0.67%