GLBIX vs. JNSMX
Compare and contrast key facts about Leuthold Global Fund (GLBIX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX).
GLBIX is managed by Leuthold. It was launched on Apr 29, 2008. JNSMX is managed by Janus Henderson. It was launched on Dec 29, 2005.
Performance
GLBIX vs. JNSMX - Performance Comparison
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GLBIX vs. JNSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLBIX Leuthold Global Fund | 5.30% | 17.72% | 1.08% | 8.32% | -7.91% | 15.01% | 7.52% | 9.36% | -12.85% | 16.84% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | -1.94% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
Returns By Period
In the year-to-date period, GLBIX achieves a 5.30% return, which is significantly higher than JNSMX's -1.94% return. Over the past 10 years, GLBIX has underperformed JNSMX with an annualized return of 5.68%, while JNSMX has yielded a comparatively higher 6.03% annualized return.
GLBIX
- 1D
- 1.33%
- 1M
- -3.59%
- YTD
- 5.30%
- 6M
- 8.23%
- 1Y
- 19.35%
- 3Y*
- 10.27%
- 5Y*
- 5.93%
- 10Y*
- 5.68%
JNSMX
- 1D
- 1.94%
- 1M
- -4.16%
- YTD
- -1.94%
- 6M
- -0.20%
- 1Y
- 13.01%
- 3Y*
- 9.52%
- 5Y*
- 3.50%
- 10Y*
- 6.03%
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GLBIX vs. JNSMX - Expense Ratio Comparison
GLBIX has a 1.57% expense ratio, which is higher than JNSMX's 0.25% expense ratio.
Return for Risk
GLBIX vs. JNSMX — Risk / Return Rank
GLBIX
JNSMX
GLBIX vs. JNSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leuthold Global Fund (GLBIX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| GLBIX | JNSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 1.25 | +1.03 |
Sortino ratioReturn per unit of downside risk | 3.10 | 1.79 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.26 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.03 | 1.69 | +1.33 |
Martin ratioReturn relative to average drawdown | 11.39 | 7.32 | +4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLBIX | JNSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 1.25 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.34 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.60 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.47 | +0.23 |
Correlation
The correlation between GLBIX and JNSMX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GLBIX vs. JNSMX - Dividend Comparison
GLBIX's dividend yield for the trailing twelve months is around 9.23%, more than JNSMX's 6.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLBIX Leuthold Global Fund | 9.23% | 9.71% | 8.31% | 2.52% | 5.18% | 1.89% | 0.25% | 1.04% | 8.48% | 9.31% | 9.66% | 3.75% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | 6.02% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
Drawdowns
GLBIX vs. JNSMX - Drawdown Comparison
The maximum GLBIX drawdown since its inception was -26.82%, smaller than the maximum JNSMX drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for GLBIX and JNSMX.
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Drawdown Indicators
| GLBIX | JNSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.82% | -39.85% | +13.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.39% | -7.85% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -16.14% | -25.15% | +9.01% |
Max Drawdown (10Y)Largest decline over 10 years | -26.82% | -25.15% | -1.67% |
Current DrawdownCurrent decline from peak | -5.15% | -5.19% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.98% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.82% | -0.12% |
Volatility
GLBIX vs. JNSMX - Volatility Comparison
Leuthold Global Fund (GLBIX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX) have volatilities of 4.23% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLBIX | JNSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.33% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 6.59% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 10.64% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 10.37% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.56% | 10.11% | -0.55% |