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JMBS vs VWOB

Comparison between JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF) and VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND ETF SHARES (VWOB, ETF).

5-Year PerformanceVWOB has outperformed JMBS, delivering a return of +1.9% compared to +0.7%

JMBS vs VWOB - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
JMBS
$6.80B
VWOB
$6.80B
Expense Ratio
JMBS
0.21%
Winner
VWOB
0.15%
Max Drawdown
Winner
JMBS
22.48%
VWOB
32.89%
Sharpe Ratio
JMBS
0.56
Winner
VWOB
0.98
5Y Beta
Winner
JMBS
0.04
VWOB
0.23
5Y Dividends CAGR
Winner
JMBS
13.79%
VWOB
4.01%

JMBS vs VWOB - Historical Returns

Returns include dividend reinvestment.

1M
Winner
JMBS
-0.61%
VWOB
-0.78%
3M
JMBS
-0.43%
Winner
VWOB
+0.76%
6M
JMBS
+0.18%
Winner
VWOB
+1.63%
1Y
JMBS
+6.15%
Winner
VWOB
+9.10%
5Y(CAGR)
JMBS
+0.72%
Winner
VWOB
+1.94%
10Y(CAGR)
JMBS
N/A
VWOB
+3.13%
Max(CAGR)
JMBS
+2.28%
Winner
VWOB
+3.56%

JMBS vs VWOB - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

YearJMBSVWOB
2026+0.82%+1.57%
2025+8.67%+13.19%
2024+2.14%+6.15%
2023+5.34%+10.12%
2022-11.28%-16.58%
2021-0.50%-1.32%
2020+5.74%+5.53%
2019+6.91%+14.14%
2018+1.53%-3.09%
2017N/A+8.05%
2016N/A+9.56%
2015N/A+1.59%
2014N/A+4.34%
2013N/A-1.82%

JMBS vs VWOB Drawdown Comparison

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

The maximum drawdown for VWOB was -26.98%, occurring on Oct 20, 2022. Recovery took 959 trading sessions.

The current JMBS drawdown is -1.58%. The current VWOB drawdown is -0.91%.

RankJMBSVWOB
#1-16.68%
Aug 3, 2021 - Sep 5, 2025
-26.98%
Sep 2, 2021 - Jul 1, 2025
#2-4.28%
Mar 9, 2020 - May 1, 2020
-25.31%
Mar 4, 2020 - Sep 2, 2020
#3-3.06%
Feb 27, 2026 - May 19, 2026
-7.74%
Aug 27, 2014 - Apr 8, 2015
#4-1.46%
Sep 13, 2018 - Dec 4, 2018
-6.90%
Dec 30, 2020 - Aug 30, 2021
#5-0.97%
Feb 3, 2021 - Aug 2, 2021
-6.77%
Jun 4, 2013 - Feb 28, 2014
#6-0.93%
Oct 28, 2025 - Nov 25, 2025
-6.03%
Sep 7, 2016 - Apr 12, 2017
#7-0.78%
Sep 15, 2025 - Oct 10, 2025
-5.58%
Jan 5, 2018 - Jan 31, 2019
#8-0.68%
Nov 26, 2025 - Dec 18, 2025
-5.39%
Apr 24, 2015 - Mar 16, 2016
#9-0.67%
Jun 11, 2020 - Aug 4, 2020
-4.48%
Feb 23, 2026 - Jun 11, 2026
#10-0.65%
Jan 14, 2026 - Feb 5, 2026
-3.65%
Sep 2, 2020 - Nov 11, 2020
#11-0.58%
Mar 27, 2019 - May 7, 2019
-2.64%
Feb 21, 2020 - Mar 4, 2020
#12-0.53%
Sep 4, 2019 - Oct 2, 2019
-2.02%
Sep 4, 2019 - Dec 11, 2019
#13-0.49%
Jan 4, 2019 - Jan 31, 2019
-2.01%
Jun 14, 2017 - Aug 3, 2017
#14-0.48%
Dec 30, 2025 - Jan 9, 2026
-1.88%
Aug 9, 2019 - Sep 4, 2019
#15-0.44%
Oct 7, 2019 - Nov 5, 2019
-1.51%
Jul 24, 2014 - Aug 27, 2014

Correlation

Correlation between JMBS and VWOB is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92
-101

Dividend Comparison (2013 - 2026)

JMBS vs VWOB dividend yield comparison.

YearJMBSVWOB
20262.63%2.91%
20255.03%5.92%
20245.53%6.08%
20234.38%5.50%
20222.73%5.30%
20211.16%4.04%
20202.92%4.18%
20193.64%4.58%
20180.89%4.52%
20170.00%4.61%
20160.00%4.71%
20150.00%4.93%
20140.00%4.49%
20130.00%2.39%

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