JMBS Performance — Janus Henderson Mortgage-Backed Securities ETF
Data updated: 2026-09-25
JMBS returned −0.47% year to date and +4.39% over one year to Jul 2026. Annualised returns are +4.36% over 3 years and +0.44% over 5 years. Against its Intermediate Securitized Bond category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $114, against $115 for the category, and to $104 over one year, against $104. Volatility over the past three years was 6.77% a year. In the 12 months to Jul 2026 the fund took in a net $792.2M, and assets reached $6.68B.
JMBS Growth of $100
What $100 invested in Janus Henderson Mortgage-Backed Securities ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Securitized Bond category average over the same months.
| Period | JMBS | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $104 | $104 |
| 3 years (Aug 2023 – Jul 2026) | $114 | $115 |
| 5 years (Aug 2021 – Jul 2026) | $102 | $103 |
| Since data start (Aug 2019 – Jul 2026) | $111 | $111 |
JMBS Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −0.47% |
| 1 year | +4.39% |
| 3 years (annualised) | +4.36% |
| 5 years (annualised) | +0.44% |
JMBS Annual Returns
Calendar-year total returns of Janus Henderson Mortgage-Backed Securities ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −0.47% |
| 2025 | +8.67% |
| 2024 | +1.68% |
| 2023 | +5.68% |
| 2022 | −11.51% |
| 2021 | −0.43% |
| 2020 | +6.08% |
| 2019 (Aug–Dec) | +2.17% |
JMBS Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.6% | +1.7% | −1.9% | +0.3% | +0.3% | +0.2% | −1.5% | — | — | — | — | — |
| 2025 | +0.5% | +2.5% | 0.0% | +0.2% | −0.9% | +1.8% | −0.4% | +1.8% | +1.2% | +0.9% | +0.7% | +0.3% |
| 2024 | −0.2% | −1.8% | +1.1% | −3.0% | +2.1% | +1.2% | +2.8% | +1.8% | +1.2% | −3.1% | +1.5% | −1.5% |
| 2023 | +3.4% | −2.6% | +2.3% | +0.4% | −0.9% | −0.3% | 0.0% | −1.0% | −3.0% | −2.3% | +5.7% | +4.4% |
| 2022 | −1.3% | −1.0% | −2.9% | −3.1% | +1.0% | −1.5% | +3.0% | −2.9% | −5.4% | −1.5% | +4.1% | −0.3% |
| 2021 | 0.0% | −0.3% | −0.4% | +0.6% | −0.2% | 0.0% | +0.5% | −0.1% | −0.1% | −0.3% | −0.1% | −0.1% |
| 2020 | +0.8% | +1.3% | −1.3% | +2.0% | +1.3% | 0.0% | +0.4% | +0.1% | +0.1% | +0.2% | +0.3% | +0.8% |
| 2019 | — | — | — | — | — | — | — | +1.1% | 0.0% | +0.3% | +0.4% | +0.3% |
JMBS Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 6.77%
- 3-year Sharpe ratio: -0.02 (vs 4.5% risk-free rate)
- Best month: +5.69% (Nov 2023)
- Worst month: −3.09% (Oct 2024)
JMBS Fund Flows
Monthly money in and out of Janus Henderson Mortgage-Backed Securities ETF, from SEC Form N-PORT.
- 12-month net flow: $792.2M
- 12-month gross sales (incl. reinvestments): $1.8B
- Sales ÷ redemptions: 1.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $39.2M | $5.6M | $33.6M |
| Jun 2026 | $123.9M | $79.0M | $44.9M |
| May 2026 | $146.2M | $0 | $146.2M |
| Apr 2026 | $44.4M | $0 | $44.4M |
| Mar 2026 | $107.0M | $171.8M | −$64.7M |
| Feb 2026 | $128.3M | $4.6M | $123.7M |
| Jan 2026 | $242.3M | $643.5M | −$401.2M |
| Dec 2025 | $221.4M | $0 | $221.4M |
| Nov 2025 | $126.8M | $0 | $126.8M |
| Oct 2025 | $205.4M | $0 | $205.4M |
| Sep 2025 | $121.9M | $0 | $121.9M |
| Aug 2025 | $288.5M | $98.7M | $189.8M |
JMBS Assets Under Management
Net assets of Janus Henderson Mortgage-Backed Securities ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $6.68B |
| 2026-04-30 | $6.62B |
| 2026-01-31 | $6.60B |
| 2025-10-31 | $6.67B |
| 2025-07-31 | $5.99B |
| 2025-04-30 | $5.44B |
| 2025-01-31 | $4.84B |
| 2024-10-31 | $4.68B |
| 2024-07-31 | $4.38B |
| 2024-04-30 | $3.91B |
| 2024-01-31 | $3.72B |
| 2023-10-31 | $2.00B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.