TFLO vs JMBS

Comparison between ISHARES TREASURY FLOATING RATE BOND ETF (TFLO, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceTFLO has outperformed JMBS, delivering a return of +3.8% compared to +0.6%

TFLO vs JMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TFLO(ETF)	JMBS(ETF)
Net Assets	$6.70B	$6.80B
Expense Ratio	0.15%	0.21%
Max Drawdown	5.02%	22.48%
Sharpe Ratio	0.25	0.04
5Y Beta	-0.00	0.05
5Y Dividends CAGR	145.45%	14.62%

Net Assets

TFLO

$6.70B

Winner

JMBS

$6.80B

Expense Ratio

Winner

TFLO

0.15%

JMBS

0.21%

Max Drawdown

Winner

TFLO

5.02%

JMBS

22.48%

Sharpe Ratio

Winner

TFLO

0.25

JMBS

0.04

5Y Beta

Winner

TFLO

-0.00

JMBS

0.05

5Y Dividends CAGR

Winner

TFLO

145.45%

JMBS

14.62%

TFLO vs JMBS - Historical Returns

Returns include dividend reinvestment.

Period	TFLO	JMBS
1 month	+0.36%	-0.48%
3 months	+1.00%	-0.60%
6 months	+1.88%	-0.60%
1 year	+3.94%	+3.99%
5 years(CAGR)	+3.78%	+0.60%
10 years(CAGR)	+2.42%	N/A
Max(CAGR)	+1.97%	+2.21%

Winner

TFLO

+0.36%

JMBS

-0.48%

Winner

TFLO

+1.00%

JMBS

-0.60%

Winner

TFLO

+1.88%

JMBS

-0.60%

TFLO

+3.94%

Winner

JMBS

+3.99%

5Y(CAGR)

Winner

TFLO

+3.78%

JMBS

+0.60%

10Y(CAGR)

TFLO

+2.42%

JMBS

N/A

Max(CAGR)

TFLO

+1.97%

Winner

JMBS

+2.21%

TFLO vs JMBS - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	TFLO	JMBS
2026	+2.28%	+0.45%
2025	+4.20%	+8.67%
2024	+5.34%	+2.14%
2023	+5.12%	+5.34%
2022	+1.99%	-11.28%
2021	-0.01%	-0.50%
2020	+0.43%	+5.74%
2019	+2.04%	+6.91%
2018	+1.90%	+1.53%
2017	+1.03%	N/A
2016	+0.21%	N/A
2015	+0.65%	N/A
2014	+0.06%	N/A

TFLO vs JMBS Drawdown Comparison

The maximum drawdown for TFLO was -5.01%, occurring on Dec 19, 2014. Recovery took 293 trading sessions.

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

The current JMBS drawdown is -1.95%.

Rank	TFLO	JMBS
#1	-5.01% Oct 28, 2014 - Dec 28, 2015	-16.68% Aug 3, 2021 - Sep 5, 2025
#2	-0.76% Dec 28, 2015 - May 22, 2017	-4.28% Mar 9, 2020 - May 1, 2020
#3	-0.34% Oct 13, 2014 - Oct 16, 2014	-3.06% Feb 27, 2026 - May 19, 2026
#4	-0.26% Oct 16, 2014 - Oct 28, 2014	-1.46% Sep 13, 2018 - Dec 4, 2018
#5	-0.16% Feb 20, 2018 - Feb 27, 2018	-0.97% Feb 3, 2021 - Aug 2, 2021
#6	-0.15% Feb 25, 2020 - Mar 17, 2020	-0.93% Oct 28, 2025 - Nov 25, 2025
#7	-0.15% May 14, 2014 - Jul 31, 2014	-0.78% Sep 15, 2025 - Oct 10, 2025
#8	-0.14% Sep 2, 2014 - Oct 2, 2014	-0.68% Nov 26, 2025 - Dec 18, 2025
#9	-0.14% Dec 29, 2017 - Jan 11, 2018	-0.67% Jun 11, 2020 - Aug 4, 2020
#10	-0.13% Jul 29, 2022 - Aug 12, 2022	-0.65% Jan 14, 2026 - Feb 5, 2026
#11	-0.12% Oct 2, 2014 - Oct 9, 2014	-0.58% Mar 27, 2019 - May 7, 2019
#12	-0.12% Sep 12, 2017 - Sep 27, 2017	-0.53% Sep 4, 2019 - Oct 2, 2019
#13	-0.12% Nov 3, 2017 - Nov 13, 2017	-0.49% Jan 4, 2019 - Jan 31, 2019
#14	-0.12% Oct 19, 2017 - Oct 23, 2017	-0.48% Dec 30, 2025 - Jan 9, 2026
#15	-0.12% Feb 7, 2018 - Feb 20, 2018	-0.44% Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between TFLO and JMBS is 0.48 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.48

-101

Dividend Comparison (2014 - 2026)

TFLO vs JMBS dividend yield comparison.

Year	TFLO	JMBS
2026	2.12%	3.09%
2025	4.16%	5.03%
2024	5.21%	5.53%
2023	4.88%	4.38%
2022	1.68%	2.73%
2021	0.00%	1.16%
2020	0.36%	2.92%
2019	2.08%	3.64%
2018	1.65%	0.89%
2017	0.86%	0.00%
2016	0.31%	0.00%
2015	0.15%	0.00%
2014	0.08%	0.00%