JAGIX vs. TVRIX
Compare and contrast key facts about Janus Henderson Growth and Income Fund Class T (JAGIX) and Guggenheim Directional Allocation Fund (TVRIX).
JAGIX is a passively managed fund by Janus Henderson that tracks the performance of the S&P 500® Index. It was launched on May 15, 1991. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
JAGIX vs. TVRIX - Performance Comparison
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JAGIX vs. TVRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAGIX Janus Henderson Growth and Income Fund Class T | -4.87% | 19.94% | 15.12% | 17.93% | -14.35% | 28.83% | 10.23% | 26.86% | -2.06% | 24.10% |
TVRIX Guggenheim Directional Allocation Fund | -4.87% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with JAGIX at -4.87% and TVRIX at -4.87%. Over the past 10 years, JAGIX has outperformed TVRIX with an annualized return of 12.36%, while TVRIX has yielded a comparatively lower 8.72% annualized return.
JAGIX
- 1D
- 2.74%
- 1M
- -6.11%
- YTD
- -4.87%
- 6M
- -2.96%
- 1Y
- 19.03%
- 3Y*
- 13.96%
- 5Y*
- 9.73%
- 10Y*
- 12.36%
TVRIX
- 1D
- 2.44%
- 1M
- -4.44%
- YTD
- -4.87%
- 6M
- -2.48%
- 1Y
- 11.69%
- 3Y*
- 8.78%
- 5Y*
- 4.76%
- 10Y*
- 8.72%
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JAGIX vs. TVRIX - Expense Ratio Comparison
JAGIX has a 0.87% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
JAGIX vs. TVRIX — Risk / Return Rank
JAGIX
TVRIX
JAGIX vs. TVRIX - 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 Guggenheim Directional Allocation Fund (TVRIX). 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.
| JAGIX | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.97 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.43 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.48 | +0.24 |
Martin ratioReturn relative to average drawdown | 7.42 | 6.06 | +1.36 |
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
| JAGIX | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.97 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.33 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.49 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.55 | +0.04 |
Correlation
The correlation between JAGIX and TVRIX is 0.86, 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. TVRIX - Dividend Comparison
JAGIX's dividend yield for the trailing twelve months is around 15.49%, more than TVRIX's 10.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAGIX Janus Henderson Growth and Income Fund Class T | 15.49% | 14.89% | 15.23% | 7.79% | 6.59% | 5.49% | 4.14% | 3.68% | 7.89% | 2.87% | 8.82% | 10.49% |
TVRIX Guggenheim Directional Allocation Fund | 10.13% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
JAGIX vs. TVRIX - Drawdown Comparison
The maximum JAGIX drawdown since its inception was -55.64%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for JAGIX and TVRIX.
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Drawdown Indicators
| JAGIX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.64% | -39.36% | -16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -8.45% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.76% | -24.87% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.48% | -39.36% | +3.88% |
Current DrawdownCurrent decline from peak | -7.68% | -9.20% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -11.81% | -6.10% | -5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.06% | +0.66% |
Volatility
JAGIX vs. TVRIX - Volatility Comparison
Janus Henderson Growth and Income Fund Class T (JAGIX) has a higher volatility of 5.39% compared to Guggenheim Directional Allocation Fund (TVRIX) at 4.44%. This indicates that JAGIX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAGIX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.44% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 7.84% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 12.61% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 14.46% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 17.80% | +0.82% |