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JACNX vs. SFENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JACNX vs. SFENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Contrarian Fund (JACNX) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX). The values are adjusted to include any dividend payments, if applicable.

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JACNX vs. SFENX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SFENX
SFENX Risk / Return Rank: 8888
Overall Rank
SFENX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SFENX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SFENX Omega Ratio Rank: 8686
Omega Ratio Rank
SFENX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SFENX Martin Ratio Rank: 8989
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. 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.


JACNXSFENXDifference

Sharpe ratio

Return per unit of total volatility

0.41

1.86

-1.44

Sortino ratio

Return per unit of downside risk

0.76

2.45

-1.69

Omega ratio

Gain probability vs. loss probability

1.10

1.36

-0.27

Calmar ratio

Return relative to maximum drawdown

0.67

2.27

-1.60

Martin ratio

Return relative to average drawdown

1.94

9.76

-7.82

JACNX vs. SFENX - Sharpe Ratio Comparison

The current JACNX Sharpe Ratio is 0.41, which is lower than the SFENX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of JACNX and SFENX, 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


JACNXSFENXDifference

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.


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%
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


JACNXSFENXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.45%

-7.03%

-3.42%

Average Drawdown

Average peak-to-trough decline

-14.76%

-13.00%

-1.76%

Ulcer Index

Depth 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


JACNXSFENXDifference

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%