Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX)
The investment seeks long-term growth of capital. The fund invests, under normal circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in U.S. common stocks from the universe of the Russell 1000 Index, utilizing INTECH's mathematical investment process, applying a managed volatility approach. The Russell 1000 Index is an unmanaged index that measures the performance of the large-cap segment of the U.S. equity universe. The fund pursues its investment objective by applying a mathematical investment process to construct an investment portfolio from the universe of stocks within the named benchmark index.
Fund Info
US47103A7164
47103A716
Dec 30, 2005
$1,000,000
Large-Cap
Blend
Expense Ratio
JRSIX has an expense ratio of 0.67%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) returned -0.08% year-to-date (YTD) and 13.75% over the past 12 months. Over the past 10 years, JRSIX returned 9.72% annually, underperforming the S&P 500 benchmark at 10.85%.
JRSIX
-0.08%
4.88%
-1.57%
13.75%
11.34%
11.65%
9.72%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of JRSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.87% | -1.31% | -5.74% | -0.18% | 4.60% | -0.08% | |||||||
| 2024 | 1.11% | 3.98% | 3.16% | -3.80% | 4.92% | 3.12% | 1.43% | 3.60% | 1.78% | -1.17% | 5.73% | -1.95% | 23.69% |
| 2023 | 6.15% | -2.74% | 1.08% | 1.61% | -2.00% | 6.45% | 2.42% | -2.27% | -4.64% | -1.69% | 7.43% | 3.46% | 15.37% |
| 2022 | -7.58% | -0.10% | 4.36% | -8.64% | -0.43% | -5.34% | 6.76% | -3.17% | -9.60% | 8.57% | 7.11% | -4.79% | -14.14% |
| 2021 | 0.09% | 0.34% | 2.39% | 3.84% | 0.32% | 2.16% | 4.31% | 3.01% | -6.06% | 5.05% | -1.63% | 4.97% | 19.84% |
| 2020 | 2.40% | -7.95% | -15.91% | 11.78% | 7.64% | 2.16% | 7.48% | 2.95% | -2.62% | -2.29% | 6.60% | 3.14% | 12.78% |
| 2019 | 8.30% | 2.84% | 1.38% | 1.27% | -2.24% | 4.12% | 1.41% | 2.08% | -0.09% | 0.34% | 1.44% | 0.79% | 23.51% |
| 2018 | 4.28% | -3.41% | 0.81% | 0.72% | 3.38% | 0.34% | 1.37% | 4.23% | -0.24% | -7.08% | 0.79% | -8.03% | -3.68% |
| 2017 | 2.90% | 3.12% | -0.58% | 1.37% | 1.84% | -0.48% | 1.83% | 1.79% | 1.85% | 3.55% | 2.37% | -0.62% | 20.55% |
| 2016 | -2.32% | 0.45% | 5.96% | -1.27% | 1.50% | 4.34% | 1.32% | -2.40% | -0.72% | -2.17% | 1.48% | 2.00% | 8.07% |
| 2015 | 0.69% | 3.24% | 0.86% | -2.75% | 2.56% | -2.06% | 3.88% | -5.23% | -1.58% | 4.01% | 0.33% | -0.12% | 3.43% |
| 2014 | -3.64% | 4.71% | 1.77% | 0.08% | 1.89% | 2.48% | -3.17% | 4.13% | -3.22% | 2.32% | 1.44% | 0.73% | 9.46% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JRSIX is 59, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Janus Henderson Adaptive Risk Managed U.S. Equity Fund provided a 3.94% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.47 | $0.37 | $0.23 | $3.19 | $1.51 | $0.38 | $0.82 | $0.66 | $0.14 | $1.40 | $3.41 |
Dividend yield | 3.94% | 3.94% | 3.76% | 2.56% | 29.83% | 12.97% | 3.26% | 8.38% | 6.00% | 1.48% | 15.40% | 33.77% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Adaptive Risk Managed U.S. Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.19 | $3.19 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.51 | $1.51 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.82 | $0.82 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.66 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2015 | $0.00 | $0.00 | $0.00 | $1.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $1.40 |
| 2014 | $3.41 | $3.41 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Janus Henderson Adaptive Risk Managed U.S. Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Janus Henderson Adaptive Risk Managed U.S. Equity Fund was 57.62%, occurring on Mar 5, 2009. Recovery took 963 trading sessions.
The current Janus Henderson Adaptive Risk Managed U.S. Equity Fund drawdown is 4.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.62% | Jun 5, 2007 | 440 | Mar 5, 2009 | 963 | Jan 2, 2013 | 1403 |
| -37.24% | Feb 21, 2020 | 22 | Mar 23, 2020 | 109 | Aug 26, 2020 | 131 |
| -22.6% | Dec 30, 2021 | 190 | Sep 30, 2022 | 326 | Jan 19, 2024 | 516 |
| -19.45% | Sep 5, 2018 | 77 | Dec 24, 2018 | 120 | Jun 18, 2019 | 197 |
| -18.2% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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