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JSI vs PDP

Comparison between JANUS HENDERSON SECURITIZED INCOME ETF (JSI, ETF) and INVESCO DORSEY WRIGHT MOMENTUM ETF (PDP, ETF).

JSI vs PDP - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
JSI
$1.50B
Winner
PDP
$1.60B
Expense Ratio
Winner
JSI
0.50%
PDP
0.62%
Max Drawdown
Winner
JSI
3.64%
PDP
59.45%
Sharpe Ratio
JSI
0.07
Winner
PDP
1.49
5Y Beta
Winner
JSI
0.02
PDP
1.17
P/E Ratio
JSI
N/A
PDP
38.85
Forward P/E
JSI
N/A
PDP
26.56
5Y Dividends CAGR
JSI
N/A
PDP
9.90%
5Y EPS CAGR
JSI
N/A
PDP
26.82%
Debt to Equity
JSI
N/A
PDP
55.90%
P/S Ratio
JSI
N/A
PDP
2.84
P/B Ratio
JSI
N/A
PDP
8.50

JSI vs PDP - Historical Returns

Returns include dividend reinvestment.

1M
JSI
+0.23%
Winner
PDP
+6.30%
3M
JSI
+0.62%
Winner
PDP
+21.60%
6M
JSI
+1.04%
Winner
PDP
+24.23%
1Y
JSI
+3.74%
Winner
PDP
+40.33%
5Y(CAGR)
JSI
N/A
PDP
+11.35%
10Y(CAGR)
JSI
N/A
PDP
+13.82%
Max(CAGR)
JSI
+6.89%
Winner
PDP
+10.26%

JSI vs PDP - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearJSIPDP
2026+0.76%+25.46%
2025+6.30%+8.02%
2024+7.38%+28.47%
2023+3.39%+21.82%
2022N/A-23.37%
2021N/A+9.40%
2020N/A+35.79%
2019N/A+34.74%
2018N/A-6.40%
2017N/A+22.97%
2016N/A+4.62%
2015N/A+1.55%
2014N/A+13.29%
2013N/A+28.69%
2012N/A+17.82%
2011N/A+0.33%
2010N/A+24.50%
2009N/A+24.87%
2008N/A-45.65%
2007N/A+13.82%

JSI vs PDP Drawdown Comparison

The maximum drawdown for JSI was -2.31%, occurring on Apr 11, 2025. Recovery took 23 trading sessions.

The maximum drawdown for PDP was -59.34%, occurring on Mar 9, 2009. Recovery took 1087 trading sessions.

The current JSI drawdown is -0.58%. The current PDP drawdown is -2.83%.

RankJSIPDP
#1-2.31%
Apr 3, 2025 - May 7, 2025
-59.34%
Dec 10, 2007 - Apr 3, 2012
#2-1.68%
Feb 27, 2026 - Mar 26, 2026
-34.70%
Feb 19, 2020 - Jul 17, 2020
#3-1.48%
Sep 24, 2024 - Dec 6, 2024
-33.92%
Nov 8, 2021 - Jul 12, 2024
#4-1.35%
Feb 1, 2024 - Mar 8, 2024
-24.54%
Sep 14, 2018 - Jun 10, 2019
#5-1.21%
Sep 10, 2025 - Nov 25, 2025
-23.79%
Dec 4, 2024 - Sep 19, 2025
#6-0.90%
Mar 27, 2024 - May 3, 2024
-19.14%
Mar 20, 2015 - Feb 9, 2017
#7-0.65%
Aug 2, 2024 - Aug 21, 2024
-13.91%
Jul 13, 2007 - Oct 9, 2007
#8-0.63%
Mar 8, 2024 - Mar 22, 2024
-13.47%
Feb 12, 2021 - Aug 5, 2021
#9-0.52%
May 7, 2025 - May 28, 2025
-11.87%
Oct 29, 2025 - Jan 13, 2026
#10-0.50%
May 15, 2024 - Jun 3, 2024
-11.63%
Feb 25, 2026 - Apr 10, 2026
#11-0.50%
Jan 2, 2025 - Jan 16, 2025
-9.80%
May 2, 2012 - Sep 14, 2012
#12-0.50%
Dec 6, 2024 - Jan 2, 2025
-9.76%
Sep 5, 2014 - Nov 3, 2014
#13-0.49%
Jan 12, 2024 - Jan 29, 2024
-9.59%
Jul 16, 2024 - Sep 19, 2024
#14-0.42%
Mar 3, 2025 - Apr 1, 2025
-9.53%
Jan 26, 2018 - May 30, 2018
#15-0.41%
Jun 25, 2024 - Jul 3, 2024
-8.91%
Sep 2, 2020 - Oct 9, 2020

Correlation

Correlation between JSI and PDP is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88
-101

Dividend Comparison (2007 - 2026)

JSI vs PDP dividend yield comparison.

YearJSIPDP
20262.36%0.00%
20255.80%0.17%
20246.16%0.15%
20230.84%0.42%
20220.00%0.45%
20200.00%0.11%
20190.00%0.25%
20180.00%0.18%
20170.00%0.28%
20160.00%0.81%
20150.00%0.39%
20140.00%0.15%
20130.00%0.28%
20120.00%0.85%
20110.00%0.16%
20100.00%0.24%
20090.00%0.54%
20080.00%0.27%
20070.00%0.09%

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