Janus Henderson AAA CLO ETF (JAAA) Performance
JAAA total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +3.7% since Dec 31, 2025
- 1 year
- +4.9% total return
- 5 years
- +5.1% a year
- Since first price
- +4.5% a year since 2020
JAAA trailing returns vs AGG, TLT, SPY
| Period | JAAA total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.3% | −0.1% | +0.9% | +1.5% | −1.0% |
| 3 months | +1.2% | −0.0% | −0.4% | −1.0% | +3.2% |
| 6 months | +2.4% | −0.0% | −1.5% | −3.8% | +7.8% |
| YTD | +3.7% | +0.1% | −1.0% | −3.4% | +12.3% |
| 1 year | +4.9% | −0.1% | −1.1% | −6.9% | +14.4% |
| 3 years | +19.5%+6.1%/yr | +1.0% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +28.0%+5.1%/yr | +0.2% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| Since inceptionOct 19, 2020 | +30.6%+4.5%/yr | +1.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JAAA vs AGG
From Oct 19, 2020: JAAA grew to $13,063, AGG to $9,788.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JAAA returns by calendar year
5 of 5 full years positive. Best 2023 (+8.6%), worst 2022 (+0.5%). 2026 is year to date.
JAAA annual returns table
| Year | JAAA | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +3.7% | −0.4% | −1.0% | −3.4% | +12.3% |
| 2025 | +5.2% | −1.5% | +7.2% | +4.3% | +17.7% |
| 2024 | +7.4% | −0.3% | +1.3% | −8.1% | +24.9% |
| 2023 | +8.6% | −1.0% | +5.7% | +2.8% | +26.2% |
| 2022 | +0.5% | −2.6% | −13.0% | −31.2% | −18.2% |
| 2021 | +1.4% | −0.5% | −1.8% | −4.6% | +28.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JAAA risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +6.1% | +5.0% | +4.6% |
| Volatility (annualized) | 0.8% | 1.7% | 1.6% |
| Sharpe ratio | 2.20 | 0.91 | 1.11 |
| Sortino ratio | 4.41 | 1.34 | 1.70 |
| Best month | +0.9% | +1.5% | +1.5% |
| Worst month | −0.2% | −1.8% | −1.8% |
| Best 12 months | +8.0% | +9.3% | +9.3% |
| Worst 12 months | +4.7% | −1.5% | −1.6% |
| Positive months | 97% | 87% | 89% |
| Beta vs S&P 500 | 0.04 | 0.04 | — |
| Correlation with S&P 500 | 0.58 | 0.34 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JAAA rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 61 | −1.6% | +5.2% | +9.3% | 89% |
| 3-year (a year) | 37 | +3.2% | +5.8% | +7.4% | 100% |
| 5-year (a year) | 13 | +4.5% | +4.7% | +5.0% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
JAAA performance overview
Janus Henderson AAA CLO ETF (JAAA) returned +4.9% over the past year and +5.1% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +4.5% a year, turning $10,000 into about $13,063. Over the same year U.S. bonds (AGG) returned −1.1%.
Related: JAAA chart, JAAA dividends, JAAA bond profile. See the JAAA overview for the latest quote and fund facts.
JAAA performance FAQ
What is the JAAA return over the past year?
JAAA returned +4.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 0.1%.
What is the average annual return of JAAA?
JAAA has returned +5.1% a year over 5 years, +4.5% a year since October 19, 2020 (total return, distributions reinvested).
How much would $10,000 invested in JAAA be worth?
$10,000 invested in JAAA at its first recorded close on October 19, 2020 would be worth about $13,063 on October 23, 2026 with distributions reinvested.
What was the worst year for JAAA?
The worst calendar year was 2022, with a total return of +0.5%. The best was 2023 at +8.6%.
How volatile is JAAA?
Over the past 3 years JAAA had an annualized volatility of 0.8% and a Sharpe ratio of 2.20 (excess return over 1–3 month T-bills per unit of risk).