JAMRX vs. JNRFX
Compare and contrast key facts about Janus Henderson Research Fund Class I (JAMRX) and Janus Henderson Research Fund (JNRFX).
JAMRX is an actively managed fund by Janus Henderson. It was launched on May 3, 1993. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Performance
JAMRX vs. JNRFX - Performance Comparison
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JAMRX vs. JNRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAMRX Janus Henderson Research Fund Class I | -14.01% | 18.32% | 41.65% | 43.02% | -30.03% | 20.08% | 32.67% | 35.28% | -2.84% | 25.89% |
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
The year-to-date returns for both investments are quite close, with JAMRX having a -14.01% return and JNRFX slightly higher at -13.99%. Both investments have delivered pretty close results over the past 10 years, with JAMRX having a 14.62% annualized return and JNRFX not far behind at 14.14%.
JAMRX
- 1D
- -0.62%
- 1M
- -9.38%
- YTD
- -14.01%
- 6M
- -13.22%
- 1Y
- 12.47%
- 3Y*
- 21.81%
- 5Y*
- 11.48%
- 10Y*
- 14.62%
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%
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JAMRX vs. JNRFX - Expense Ratio Comparison
JAMRX has a 0.64% expense ratio, which is lower than JNRFX's 0.66% expense ratio.
Return for Risk
JAMRX vs. JNRFX — Risk / Return Rank
JAMRX
JNRFX
JAMRX vs. JNRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund Class I (JAMRX) 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.
| JAMRX | JNRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.56 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.97 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.56 | -0.01 |
Martin ratioReturn relative to average drawdown | 1.99 | 2.03 | -0.03 |
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
| JAMRX | JNRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.56 | -0.01 |
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 | 0.69 | 0.67 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.44 | +0.13 |
Correlation
The correlation between JAMRX and JNRFX is 1.00, 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
JAMRX vs. JNRFX - Dividend Comparison
JAMRX's dividend yield for the trailing twelve months is around 13.93%, which matches JNRFX's 13.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAMRX Janus Henderson Research Fund Class I | 13.93% | 11.98% | 10.22% | 2.88% | 0.28% | 13.02% | 2.91% | 10.27% | 10.92% | 8.17% | 5.60% | 9.61% |
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
JAMRX vs. JNRFX - Drawdown Comparison
The maximum JAMRX drawdown since its inception was -71.20%, roughly equal to the maximum JNRFX drawdown of -74.74%. Use the drawdown chart below to compare losses from any high point for JAMRX and JNRFX.
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Drawdown Indicators
| JAMRX | JNRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.20% | -74.74% | +3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -17.05% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -36.53% | -36.48% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -36.53% | -36.48% | -0.05% |
Current DrawdownCurrent decline from peak | -17.09% | -17.05% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -21.74% | -25.07% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 4.70% | +0.01% |
Volatility
JAMRX vs. JNRFX - Volatility Comparison
Janus Henderson Research Fund Class I (JAMRX) and Janus Henderson Research Fund (JNRFX) have volatilities of 5.65% and 5.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAMRX | JNRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 5.64% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 12.04% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 22.24% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 21.97% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 21.24% | +0.04% |