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VWOB vs JMBS

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

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

VWOB vs JMBS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

VWOB vs JMBS - Historical Returns

Returns include dividend reinvestment.

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

VWOB vs JMBS - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

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

VWOB vs JMBS Drawdown Comparison

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

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

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

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

Correlation

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

0.92
-101

Dividend Comparison (2013 - 2026)

VWOB vs JMBS dividend yield comparison.

YearVWOBJMBS
20262.91%2.63%
20255.92%5.03%
20246.08%5.53%
20235.50%4.38%
20225.30%2.73%
20214.04%1.16%
20204.18%2.92%
20194.58%3.64%
20184.52%0.89%
20174.61%0.00%
20164.71%0.00%
20154.93%0.00%
20144.49%0.00%
20132.39%0.00%

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