GMODX vs. JUCIX
Compare and contrast key facts about GMO Opportunistic Income Fund (GMODX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX).
GMODX is managed by GMO. It was launched on Oct 2, 2011. JUCIX is managed by Janus Henderson. It was launched on May 26, 2014.
Performance
GMODX vs. JUCIX - Performance Comparison
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GMODX vs. JUCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMODX GMO Opportunistic Income Fund | 0.74% | 6.47% | 6.11% | 7.07% | -2.09% | 2.83% | 3.34% | 3.83% | 4.01% | 6.41% |
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | -0.25% | 6.68% | 6.13% | 7.02% | -1.46% | -0.43% | 3.56% | 2.60% | -3.85% | 2.37% |
Returns By Period
In the year-to-date period, GMODX achieves a 0.74% return, which is significantly higher than JUCIX's -0.25% return. Over the past 10 years, GMODX has outperformed JUCIX with an annualized return of 4.36%, while JUCIX has yielded a comparatively lower 2.48% annualized return.
GMODX
- 1D
- -0.37%
- 1M
- -0.57%
- YTD
- 0.74%
- 6M
- 1.99%
- 1Y
- 4.96%
- 3Y*
- 6.18%
- 5Y*
- 3.87%
- 10Y*
- 4.36%
JUCIX
- 1D
- 0.22%
- 1M
- -0.88%
- YTD
- -0.25%
- 6M
- 1.06%
- 1Y
- 5.11%
- 3Y*
- 5.87%
- 5Y*
- 3.52%
- 10Y*
- 2.48%
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GMODX vs. JUCIX - Expense Ratio Comparison
GMODX has a 0.47% expense ratio, which is lower than JUCIX's 0.71% expense ratio.
Return for Risk
GMODX vs. JUCIX — Risk / Return Rank
GMODX
JUCIX
GMODX vs. JUCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Opportunistic Income Fund (GMODX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX). 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.
| GMODX | JUCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.01 | 2.47 | +0.54 |
Sortino ratioReturn per unit of downside risk | 4.91 | 4.49 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.69 | 2.05 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 5.16 | 4.19 | +0.96 |
Martin ratioReturn relative to average drawdown | 23.65 | 16.24 | +7.41 |
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
| GMODX | JUCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.01 | 2.47 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.97 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.44 | 0.99 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.38 | 0.85 | +0.53 |
Correlation
The correlation between GMODX and JUCIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GMODX vs. JUCIX - Dividend Comparison
GMODX's dividend yield for the trailing twelve months is around 5.03%, more than JUCIX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMODX GMO Opportunistic Income Fund | 5.03% | 4.99% | 5.28% | 6.17% | 5.44% | 2.10% | 4.15% | 5.69% | 4.35% | 2.66% | 2.55% | 1.71% |
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | 4.44% | 4.86% | 4.66% | 3.73% | 2.09% | 1.48% | 1.70% | 2.68% | 3.24% | 2.56% | 4.76% | 2.28% |
Drawdowns
GMODX vs. JUCIX - Drawdown Comparison
The maximum GMODX drawdown since its inception was -8.79%, which is greater than JUCIX's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for GMODX and JUCIX.
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Drawdown Indicators
| GMODX | JUCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.79% | -8.25% | -0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -0.98% | -1.32% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -5.79% | -3.81% | -1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -8.79% | -8.25% | -0.54% |
Current DrawdownCurrent decline from peak | -0.73% | -0.99% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -1.35% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.34% | -0.13% |
Volatility
GMODX vs. JUCIX - Volatility Comparison
GMO Opportunistic Income Fund (GMODX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) have volatilities of 0.58% and 0.61%, 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
| GMODX | JUCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 0.61% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.11% | 1.64% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.68% | 2.11% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.83% | 1.80% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.04% | 2.51% | +0.53% |