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JABAX vs. BRAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JABAX vs. BRAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Balanced Fund Class T (JABAX) and Bridgeway Aggressive Investors 1 Fund (BRAGX). The values are adjusted to include any dividend payments, if applicable.

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JABAX vs. BRAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JABAX
Janus Henderson Balanced Fund Class T
-6.87%14.85%20.63%15.29%-16.70%17.07%14.22%22.40%0.53%17.68%
BRAGX
Bridgeway Aggressive Investors 1 Fund
-5.37%18.09%35.79%23.13%-22.41%10.96%14.35%21.86%-22.42%18.44%

Returns By Period

In the year-to-date period, JABAX achieves a -6.87% return, which is significantly lower than BRAGX's -5.37% return. Both investments have delivered pretty close results over the past 10 years, with JABAX having a 9.67% annualized return and BRAGX not far behind at 9.42%.


JABAX

1D
-0.07%
1M
-6.61%
YTD
-6.87%
6M
-5.35%
1Y
9.22%
3Y*
12.23%
5Y*
7.38%
10Y*
9.67%

BRAGX

1D
-1.12%
1M
-6.58%
YTD
-5.37%
6M
-3.43%
1Y
18.40%
3Y*
20.43%
5Y*
8.26%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JABAX vs. BRAGX - Expense Ratio Comparison

JABAX has a 0.66% expense ratio, which is higher than BRAGX's 0.39% expense ratio.


Return for Risk

JABAX vs. BRAGX — Risk / Return Rank

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

JABAX
JABAX Risk / Return Rank: 3939
Overall Rank
JABAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JABAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JABAX Omega Ratio Rank: 3737
Omega Ratio Rank
JABAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JABAX Martin Ratio Rank: 4040
Martin Ratio Rank

BRAGX
BRAGX Risk / Return Rank: 5151
Overall Rank
BRAGX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRAGX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRAGX Omega Ratio Rank: 4949
Omega Ratio Rank
BRAGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
BRAGX Martin Ratio Rank: 6161
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.

JABAX vs. BRAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Balanced Fund Class T (JABAX) and Bridgeway Aggressive Investors 1 Fund (BRAGX). 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.


JABAXBRAGXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.88

-0.08

Sortino ratio

Return per unit of downside risk

1.23

1.35

-0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.02

1.24

-0.22

Martin ratio

Return relative to average drawdown

4.14

5.83

-1.69

JABAX vs. BRAGX - Sharpe Ratio Comparison

The current JABAX Sharpe Ratio is 0.80, which is comparable to the BRAGX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of JABAX and BRAGX, 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


JABAXBRAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.88

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.41

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.44

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.45

+0.48

Correlation

The correlation between JABAX and BRAGX is 0.82, 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

JABAX vs. BRAGX - Dividend Comparison

JABAX's dividend yield for the trailing twelve months is around 8.85%, less than BRAGX's 19.97% yield.


TTM20252024202320222021202020192018201720162015
JABAX
Janus Henderson Balanced Fund Class T
8.85%8.67%11.71%2.15%1.83%4.38%2.41%2.76%6.95%4.59%3.28%6.18%
BRAGX
Bridgeway Aggressive Investors 1 Fund
19.97%18.90%3.19%0.88%1.46%1.18%1.01%1.30%11.62%0.00%0.56%0.05%

Drawdowns

JABAX vs. BRAGX - Drawdown Comparison

The maximum JABAX drawdown since its inception was -25.98%, smaller than the maximum BRAGX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for JABAX and BRAGX.


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Drawdown Indicators


JABAXBRAGXDifference

Max Drawdown

Largest peak-to-trough decline

-25.98%

-67.04%

+41.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-13.13%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.60%

-35.92%

+14.32%

Max Drawdown (10Y)

Largest decline over 10 years

-22.50%

-46.74%

+24.24%

Current Drawdown

Current decline from peak

-8.14%

-8.08%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.16%

-16.06%

+11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.79%

-0.79%

Volatility

JABAX vs. BRAGX - Volatility Comparison

The current volatility for Janus Henderson Balanced Fund Class T (JABAX) is 3.30%, while Bridgeway Aggressive Investors 1 Fund (BRAGX) has a volatility of 5.09%. This indicates that JABAX experiences smaller price fluctuations and is considered to be less risky than BRAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JABAXBRAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

5.09%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

11.62%

-5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

21.25%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.29%

20.40%

-9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.18%

21.36%

-10.18%