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GWSAX vs. JACNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GWSAX vs. JACNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Focused Growth and Income Fund (GWSAX) and Janus Henderson Contrarian Fund (JACNX). The values are adjusted to include any dividend payments, if applicable.

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GWSAX vs. JACNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GWSAX
Gabelli Focused Growth and Income Fund
5.40%2.11%13.19%11.90%-13.71%27.12%8.69%26.78%-25.30%17.07%
JACNX
Janus Henderson Contrarian Fund
-4.88%7.34%18.44%21.58%-21.54%20.79%27.88%43.19%-4.08%5.00%

Returns By Period

In the year-to-date period, GWSAX achieves a 5.40% return, which is significantly higher than JACNX's -4.88% return. Over the past 10 years, GWSAX has underperformed JACNX with an annualized return of 6.03%, while JACNX has yielded a comparatively higher 11.16% annualized return.


GWSAX

1D
0.23%
1M
-3.16%
YTD
5.40%
6M
5.61%
1Y
6.01%
3Y*
10.39%
5Y*
6.14%
10Y*
6.03%

JACNX

1D
4.46%
1M
-5.80%
YTD
-4.88%
6M
-8.56%
1Y
10.22%
3Y*
10.38%
5Y*
5.25%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GWSAX vs. JACNX - Expense Ratio Comparison

GWSAX has a 1.25% expense ratio, which is higher than JACNX's 0.90% expense ratio.


Return for Risk

GWSAX vs. JACNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GWSAX
GWSAX Risk / Return Rank: 1111
Overall Rank
GWSAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GWSAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
GWSAX Omega Ratio Rank: 1111
Omega Ratio Rank
GWSAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GWSAX Martin Ratio Rank: 1010
Martin Ratio Rank

JACNX
JACNX Risk / Return Rank: 1616
Overall Rank
JACNX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JACNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JACNX Omega Ratio Rank: 1414
Omega Ratio Rank
JACNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JACNX Martin Ratio Rank: 1717
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.

GWSAX vs. JACNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Focused Growth and Income Fund (GWSAX) and Janus Henderson Contrarian Fund (JACNX). 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.


GWSAXJACNXDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.41

-0.06

Sortino ratio

Return per unit of downside risk

0.56

0.76

-0.20

Omega ratio

Gain probability vs. loss probability

1.09

1.10

-0.01

Calmar ratio

Return relative to maximum drawdown

0.33

0.67

-0.34

Martin ratio

Return relative to average drawdown

1.09

1.94

-0.85

GWSAX vs. JACNX - Sharpe Ratio Comparison

The current GWSAX Sharpe Ratio is 0.36, which is comparable to the JACNX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of GWSAX and JACNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GWSAXJACNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.41

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.24

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.52

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.33

+0.01

Correlation

The correlation between GWSAX and JACNX is 0.79, 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

GWSAX vs. JACNX - Dividend Comparison

GWSAX's dividend yield for the trailing twelve months is around 4.95%, less than JACNX's 11.67% yield.


TTM20252024202320222021202020192018201720162015
GWSAX
Gabelli Focused Growth and Income Fund
4.95%5.11%4.39%4.57%5.00%3.90%0.00%0.00%0.09%0.49%1.16%0.00%
JACNX
Janus Henderson Contrarian Fund
11.67%11.10%11.53%7.13%0.53%9.63%1.69%11.74%8.86%7.77%3.52%2.71%

Drawdowns

GWSAX vs. JACNX - Drawdown Comparison

The maximum GWSAX drawdown since its inception was -55.75%, smaller than the maximum JACNX drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for GWSAX and JACNX.


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Drawdown Indicators


GWSAXJACNXDifference

Max Drawdown

Largest peak-to-trough decline

-55.75%

-66.81%

+11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-14.27%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-30.32%

+11.41%

Max Drawdown (10Y)

Largest decline over 10 years

-50.67%

-40.25%

-10.42%

Current Drawdown

Current decline from peak

-3.37%

-10.45%

+7.08%

Average Drawdown

Average peak-to-trough decline

-9.31%

-14.76%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

4.92%

-0.98%

Volatility

GWSAX vs. JACNX - Volatility Comparison

The current volatility for Gabelli Focused Growth and Income Fund (GWSAX) is 3.03%, while Janus Henderson Contrarian Fund (JACNX) has a volatility of 9.08%. This indicates that GWSAX experiences smaller price fluctuations and is considered to be less risky than JACNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWSAXJACNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

9.08%

-6.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

15.52%

-8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

24.75%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

21.89%

-6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

21.69%

-1.63%