JACNX vs. SFENX
Compare and contrast key facts about Janus Henderson Contrarian Fund (JACNX) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX).
JACNX is managed by Janus Henderson. It was launched on Feb 29, 2000. SFENX is managed by Charles Schwab. It was launched on Jan 30, 2008.
Performance
JACNX vs. SFENX - Performance Comparison
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JACNX vs. SFENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 5.03% | 29.19% | 12.31% | 14.90% | -15.50% | 13.91% | -3.01% | 19.46% | -9.96% | 26.44% |
Returns By Period
In the year-to-date period, JACNX achieves a -4.88% return, which is significantly lower than SFENX's 5.03% return. Over the past 10 years, JACNX has outperformed SFENX with an annualized return of 11.16%, while SFENX has yielded a comparatively lower 10.08% 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%
SFENX
- 1D
- 1.97%
- 1M
- -4.95%
- YTD
- 5.03%
- 6M
- 8.38%
- 1Y
- 27.97%
- 3Y*
- 18.63%
- 5Y*
- 9.23%
- 10Y*
- 10.08%
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JACNX vs. SFENX - Expense Ratio Comparison
JACNX has a 0.90% expense ratio, which is higher than SFENX's 0.39% expense ratio.
Return for Risk
JACNX vs. SFENX — Risk / Return Rank
JACNX
SFENX
JACNX vs. SFENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Contrarian Fund (JACNX) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX). 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.
| JACNX | SFENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.86 | -1.44 |
Sortino ratioReturn per unit of downside risk | 0.76 | 2.45 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.36 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.27 | -1.60 |
Martin ratioReturn relative to average drawdown | 1.94 | 9.76 | -7.82 |
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
| JACNX | SFENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.86 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.60 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.41 | -0.08 |
Correlation
The correlation between JACNX and SFENX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JACNX vs. SFENX - Dividend Comparison
JACNX's dividend yield for the trailing twelve months is around 11.67%, more than SFENX's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 3.74% | 3.93% | 4.67% | 5.00% | 5.46% | 4.61% | 2.95% | 3.82% | 2.90% | 2.37% | 2.16% | 3.23% |
Drawdowns
JACNX vs. SFENX - Drawdown Comparison
The maximum JACNX drawdown since its inception was -66.81%, which is greater than SFENX's maximum drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for JACNX and SFENX.
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Drawdown Indicators
| JACNX | SFENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.81% | -47.19% | -19.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -12.41% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | -29.26% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.25% | -39.59% | -0.66% |
Current DrawdownCurrent decline from peak | -10.45% | -7.03% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -13.00% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 2.91% | +2.01% |
Volatility
JACNX vs. SFENX - Volatility Comparison
Janus Henderson Contrarian Fund (JACNX) has a higher volatility of 9.08% compared to Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) at 6.37%. This indicates that JACNX's price experiences larger fluctuations and is considered to be riskier than SFENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JACNX | SFENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 6.37% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 10.46% | +5.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 15.50% | +9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.89% | 15.37% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 16.99% | +4.70% |