VOOV vs JMBS

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

5-Year PerformanceVOOV has outperformed JMBS, delivering a return of +11.9% compared to +0.7%

VOOV vs JMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VOOV(ETF)	JMBS(ETF)
Net Assets	$6.70B	$6.80B
Expense Ratio	0.07%	0.21%
Max Drawdown	37.69%	22.48%
Sharpe Ratio	1.58	0.56
5Y Beta	0.69	0.04
P/E Ratio	24.97	N/A
Forward P/E	19.23	N/A
5Y Dividends CAGR	5.14%	13.79%
5Y EPS CAGR	12.16%	N/A
Debt to Equity	43.57%	N/A
P/S Ratio	2.27	N/A
P/B Ratio	3.84	N/A

Net Assets

VOOV

$6.70B

Winner

JMBS

$6.80B

Expense Ratio

Winner

VOOV

0.07%

JMBS

0.21%

Max Drawdown

VOOV

37.69%

Winner

JMBS

22.48%

Sharpe Ratio

Winner

VOOV

1.58

JMBS

0.56

5Y Beta

VOOV

0.69

Winner

JMBS

0.04

P/E Ratio

VOOV

24.97

JMBS

N/A

Forward P/E

VOOV

19.23

JMBS

N/A

5Y Dividends CAGR

VOOV

5.14%

Winner

JMBS

13.79%

5Y EPS CAGR

VOOV

12.16%

JMBS

N/A

Debt to Equity

VOOV

43.57%

JMBS

N/A

P/S Ratio

VOOV

2.27

JMBS

N/A

P/B Ratio

VOOV

3.84

JMBS

N/A

VOOV vs JMBS - Historical Returns

Returns include dividend reinvestment.

Period	VOOV	JMBS
1 month	+1.45%	-0.61%
3 months	+6.69%	-0.43%
6 months	+7.78%	+0.18%
1 year	+20.28%	+6.15%
5 years(CAGR)	+11.85%	+0.72%
10 years(CAGR)	+11.73%	N/A
Max(CAGR)	+12.24%	+2.28%

Winner

VOOV

+1.45%

JMBS

-0.61%

Winner

VOOV

+6.69%

JMBS

-0.43%

Winner

VOOV

+7.78%

JMBS

+0.18%

Winner

VOOV

+20.28%

JMBS

+6.15%

5Y(CAGR)

Winner

VOOV

+11.85%

JMBS

+0.72%

10Y(CAGR)

VOOV

+11.73%

JMBS

N/A

Max(CAGR)

Winner

VOOV

+12.24%

JMBS

+2.28%

VOOV vs JMBS - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	VOOV	JMBS
2026	+10.06%	+0.82%
2025	+13.66%	+8.67%
2024	+11.47%	+2.14%
2023	+21.57%	+5.34%
2022	-5.86%	-11.28%
2021	+26.59%	-0.50%
2020	+0.88%	+5.74%
2019	+31.19%	+6.91%
2018	-9.59%	+1.53%
2017	+14.30%	N/A
2016	+18.81%	N/A
2015	-3.30%	N/A
2014	+12.99%	N/A
2013	+29.30%	N/A
2012	+15.02%	N/A
2011	-1.65%	N/A
2010	+12.58%	N/A

VOOV vs JMBS Drawdown Comparison

The maximum drawdown for VOOV was -37.32%, occurring on Mar 23, 2020. Recovery took 227 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 -1.58%.

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

Correlation

Correlation between VOOV and JMBS is 0.46 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.46

-101

Dividend Comparison (2010 - 2026)

VOOV vs JMBS dividend yield comparison.

Year	VOOV	JMBS
2026	0.82%	2.63%
2025	1.76%	5.03%
2024	2.10%	5.53%
2023	1.69%	4.38%
2022	2.19%	2.73%
2021	1.87%	1.16%
2020	2.45%	2.92%
2019	2.10%	3.64%
2018	2.65%	0.89%
2017	2.13%	0.00%
2016	2.24%	0.00%
2015	2.36%	0.00%
2014	1.98%	0.00%
2013	1.97%	0.00%
2012	2.15%	0.00%
2011	1.98%	0.00%
2010	0.67%	0.00%