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JACNX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JACNX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Contrarian Fund (JACNX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

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JACNX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-8.48%14.38%35.40%34.95%-25.20%18.48%56.39%39.47%0.74%38.41%

Returns By Period

In the year-to-date period, JACNX achieves a -4.88% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, JACNX has underperformed JLGMX with an annualized return of 11.16%, while JLGMX has yielded a comparatively higher 18.24% annualized return.


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%

JLGMX

1D
3.48%
1M
-4.87%
YTD
-8.48%
6M
-10.35%
1Y
12.67%
3Y*
20.55%
5Y*
10.71%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JACNX vs. JLGMX - Expense Ratio Comparison

JACNX has a 0.90% expense ratio, which is higher than JLGMX's 0.44% expense ratio.


Return for Risk

JACNX vs. JLGMX — Risk / Return Rank

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

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

JLGMX
JLGMX Risk / Return Rank: 2525
Overall Rank
JLGMX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2525
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 2222
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.

JACNX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Contrarian Fund (JACNX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.


JACNXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.64

-0.22

Sortino ratio

Return per unit of downside risk

0.76

1.05

-0.29

Omega ratio

Gain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

0.67

0.81

-0.15

Martin ratio

Return relative to average drawdown

1.94

2.47

-0.54

JACNX vs. JLGMX - Sharpe Ratio Comparison

The current JACNX Sharpe Ratio is 0.41, which is lower than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of JACNX and JLGMX, 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


JACNXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.64

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.53

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.85

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.80

-0.46

Correlation

The correlation between JACNX and JLGMX is 0.80, 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

JACNX vs. JLGMX - Dividend Comparison

JACNX's dividend yield for the trailing twelve months is around 11.67%, less than JLGMX's 12.06% yield.


TTM20252024202320222021202020192018201720162015
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%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
12.06%11.04%2.12%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%

Drawdowns

JACNX vs. JLGMX - Drawdown Comparison

The maximum JACNX drawdown since its inception was -66.81%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JACNX and JLGMX.


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Drawdown Indicators


JACNXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-66.81%

-31.82%

-34.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.27%

-16.73%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

-31.13%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-40.25%

-31.82%

-8.43%

Current Drawdown

Current decline from peak

-10.45%

-13.83%

+3.38%

Average Drawdown

Average peak-to-trough decline

-14.76%

-5.82%

-8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

5.51%

-0.59%

Volatility

JACNX vs. JLGMX - Volatility Comparison

Janus Henderson Contrarian Fund (JACNX) has a higher volatility of 9.08% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 6.48%. This indicates that JACNX's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JACNXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

6.48%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

12.54%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.75%

21.14%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

20.25%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

21.54%

+0.15%