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ISIN
US4710235643
Inception Date
Feb 14, 1985
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

JSIVX Performance Chart

Janus Henderson Small Cap Value Fund (JSIVX) is up 9.4% since the beginning of the year. JSIVX is currently trading at $27 per share. Investors who bought $1,000 worth of JSIVX shares 5 years ago would now be looking at an investment worth $1,422.


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S&P 500 Index

Returns By Period

Janus Henderson Small Cap Value Fund (JSIVX) has returned 9.43% so far this year and 27.93% over the past 12 months. Over the last ten years, JSIVX has returned 8.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Janus Henderson Small Cap Value Fund

1D
-1.00%
1M
-0.74%
YTD
9.43%
6M
9.52%
1Y
27.93%
3Y*
15.20%
5Y*
7.29%
10Y*
8.84%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSIVX Monthly Returns History

Based on dividend-adjusted daily data since Feb 14, 1985, JSIVX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +17.3%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JSIVX closed higher 47% of trading days. The best single day was Oct 8, 1997 with a return of +20.0%, while the worst single day was Oct 9, 1997 at -17.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.19%2.86%-5.41%7.34%-0.33%-1.00%9.43%
20253.36%-3.95%-5.05%-5.68%4.06%3.77%1.15%8.53%-0.60%-1.70%5.41%-0.63%7.86%
2024-2.01%4.06%4.14%-5.02%4.27%-1.95%9.23%-2.33%-0.11%-2.69%9.70%-1.63%15.40%
20237.40%-0.70%-5.49%-2.49%-1.97%7.31%5.20%-2.71%-5.41%-5.46%8.14%10.88%13.47%
2022-5.45%1.08%-0.63%-7.30%3.31%-8.95%10.75%-3.59%-8.01%12.95%4.78%-6.24%-9.75%
2021-0.55%10.75%4.73%3.09%1.19%-2.73%-1.76%2.03%-2.34%4.07%-2.53%5.74%22.89%

Benchmark Metrics

Janus Henderson Small Cap Value Fund has an annualized alpha of 1.35%, beta of 0.73, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since February 15, 1985.

  • This fund participated in 86.86% of S&P 500 Index downside but only 79.99% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.48 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.35%
Beta
0.73
0.48
Upside Capture
79.99%
Downside Capture
86.86%

Expense Ratio

JSIVX has an expense ratio of 0.81%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JSIVX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JSIVX Risk / Return Rank: 4040
Overall Rank
JSIVX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JSIVX Sortino Ratio Rank: 3838
Sortino Ratio Rank
JSIVX Omega Ratio Rank: 3232
Omega Ratio Rank
JSIVX Calmar Ratio Rank: 4949
Calmar Ratio Rank
JSIVX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Janus Henderson Small Cap Value Fund (JSIVX) and compare them to S&P 500 Index.


JSIVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.71

2.39

-0.68

Sortino ratio

Return per unit of downside risk

2.57

3.25

-0.68

Omega ratio

Gain probability vs. loss probability

1.30

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

2.68

3.11

-0.43

Martin ratio

Return relative to average drawdown

9.68

14.38

-4.70

Dividends

Dividend History

Janus Henderson Small Cap Value Fund provided a 3.72% dividend yield over the last twelve months, with an annual payout of $0.99 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.99$0.99$4.78$1.30$1.12$0.48$0.25$0.26$1.55$2.07$0.86$2.66

Dividend yield

3.72%4.07%20.33%5.34%4.94%1.84%1.15%1.11%8.15%8.74%3.76%14.24%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.99$0.99
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.78$4.78
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.30$1.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12$1.12
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48

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 Small Cap Value 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 Small Cap Value Fund was 46.98%, occurring on Mar 9, 2009. Recovery took 202 trading sessions.

The current Janus Henderson Small Cap Value Fund drawdown is 1.95%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.98%Mar 2009
1y 9mo9mo 19d
2y 6moJun 2007 - Dec 2009
1998 bear market1998
-42.16%Oct 1998
12mo 4d2y 4mo
3y 4moOct 1997 - Feb 2001
COVID crash2020
-40.58%Mar 2020
3mo 1d10mo 22d
1y 1moDec 2019 - Feb 2021
1991 bear market1991
-39.42%Jan 1991
1y 3mo2y 7mo
3y 10moOct 1989 - Aug 1993
Dot-com crash2000–2002
-34.77%Oct 2002
5mo 25d1y 2mo
1y 8moApr 2002 - Dec 2003

Drawdown Indicators


JSIVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-56.78%

+9.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-9.10%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-24.24%

-18.90%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.24%

-25.43%

+1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-40.58%

-33.92%

-6.66%

Current Drawdown

Current decline from peak

-1.95%

0.00%

-1.95%

Average Drawdown

Average peak-to-trough decline

-9.18%

-10.72%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.97%

+0.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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