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JAGIX vs. JNRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGIX vs. JNRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Growth and Income Fund Class T (JAGIX) and Janus Henderson Research Fund (JNRFX). The values are adjusted to include any dividend payments, if applicable.

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JAGIX vs. JNRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAGIX
Janus Henderson Growth and Income Fund Class T
-7.41%19.94%15.12%17.93%-14.35%28.83%10.23%26.86%-2.06%24.10%
JNRFX
Janus Henderson Research Fund
-13.99%18.45%35.13%43.14%-29.96%20.19%32.82%35.40%-2.73%25.90%

Returns By Period

In the year-to-date period, JAGIX achieves a -7.41% return, which is significantly higher than JNRFX's -13.99% return. Over the past 10 years, JAGIX has underperformed JNRFX with an annualized return of 12.06%, while JNRFX has yielded a comparatively higher 14.14% annualized return.


JAGIX

1D
-0.51%
1M
-8.95%
YTD
-7.41%
6M
-5.05%
1Y
16.17%
3Y*
12.94%
5Y*
9.33%
10Y*
12.06%

JNRFX

1D
-0.62%
1M
-9.37%
YTD
-13.99%
6M
-13.17%
1Y
12.59%
3Y*
20.00%
5Y*
10.53%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAGIX vs. JNRFX - Expense Ratio Comparison

JAGIX has a 0.87% expense ratio, which is higher than JNRFX's 0.66% expense ratio.


Return for Risk

JAGIX vs. JNRFX — Risk / Return Rank

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

JAGIX
JAGIX Risk / Return Rank: 4949
Overall Rank
JAGIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JAGIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
JAGIX Omega Ratio Rank: 4949
Omega Ratio Rank
JAGIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
JAGIX Martin Ratio Rank: 5555
Martin Ratio Rank

JNRFX
JNRFX Risk / Return Rank: 2323
Overall Rank
JNRFX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JNRFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JNRFX Omega Ratio Rank: 2525
Omega Ratio Rank
JNRFX Calmar Ratio Rank: 1919
Calmar Ratio Rank
JNRFX Martin Ratio Rank: 2020
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.

JAGIX vs. JNRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Growth and Income Fund Class T (JAGIX) and Janus Henderson Research Fund (JNRFX). 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.


JAGIXJNRFXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.56

+0.35

Sortino ratio

Return per unit of downside risk

1.42

0.97

+0.44

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.23

0.56

+0.67

Martin ratio

Return relative to average drawdown

5.41

2.03

+3.38

JAGIX vs. JNRFX - Sharpe Ratio Comparison

The current JAGIX Sharpe Ratio is 0.91, which is higher than the JNRFX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of JAGIX and JNRFX, 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


JAGIXJNRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.56

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.48

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.67

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.44

+0.15

Correlation

The correlation between JAGIX and JNRFX is 0.91, 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

JAGIX vs. JNRFX - Dividend Comparison

JAGIX's dividend yield for the trailing twelve months is around 15.92%, more than JNRFX's 13.88% yield.


TTM20252024202320222021202020192018201720162015
JAGIX
Janus Henderson Growth and Income Fund Class T
15.92%14.89%15.23%7.79%6.59%5.49%4.14%3.68%7.89%2.87%8.82%10.49%
JNRFX
Janus Henderson Research Fund
13.88%11.94%5.11%2.93%0.43%13.01%2.98%10.37%11.06%8.22%5.41%9.21%

Drawdowns

JAGIX vs. JNRFX - Drawdown Comparison

The maximum JAGIX drawdown since its inception was -55.64%, smaller than the maximum JNRFX drawdown of -74.74%. Use the drawdown chart below to compare losses from any high point for JAGIX and JNRFX.


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Drawdown Indicators


JAGIXJNRFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-74.74%

+19.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-17.05%

+5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.76%

-36.48%

+9.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.48%

-36.48%

+1.00%

Current Drawdown

Current decline from peak

-10.14%

-17.05%

+6.91%

Average Drawdown

Average peak-to-trough decline

-11.81%

-25.07%

+13.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

4.70%

-2.02%

Volatility

JAGIX vs. JNRFX - Volatility Comparison

The current volatility for Janus Henderson Growth and Income Fund Class T (JAGIX) is 4.37%, while Janus Henderson Research Fund (JNRFX) has a volatility of 5.64%. This indicates that JAGIX experiences smaller price fluctuations and is considered to be less risky than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGIXJNRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.64%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

12.04%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

22.24%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

21.97%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

21.24%

-2.64%