JAMRX vs. SWPPX
Compare and contrast key facts about Janus Henderson Research Fund Class I (JAMRX) and Schwab S&P 500 Index Fund (SWPPX).
JAMRX is an actively managed fund by Janus Henderson. It was launched on May 3, 1993. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
JAMRX vs. SWPPX - Performance Comparison
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JAMRX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, JAMRX achieves a -14.01% return, which is significantly lower than SWPPX's -7.07% return. Over the past 10 years, JAMRX has outperformed SWPPX with an annualized return of 14.62%, while SWPPX has yielded a comparatively lower 13.71% annualized return.
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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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JAMRX vs. SWPPX - Expense Ratio Comparison
JAMRX has a 0.64% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
JAMRX vs. SWPPX — Risk / Return Rank
JAMRX
SWPPX
JAMRX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund Class I (JAMRX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.84 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.30 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.06 | -0.51 |
Martin ratioReturn relative to average drawdown | 1.99 | 5.14 | -3.14 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.84 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.68 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.76 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.48 | +0.08 |
Correlation
The correlation between JAMRX and SWPPX 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
JAMRX vs. SWPPX - Dividend Comparison
JAMRX's dividend yield for the trailing twelve months is around 13.93%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
JAMRX vs. SWPPX - Drawdown Comparison
The maximum JAMRX drawdown since its inception was -71.20%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for JAMRX and SWPPX.
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Drawdown Indicators
| JAMRX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.20% | -55.06% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -12.10% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.53% | -24.51% | -12.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.53% | -33.80% | -2.73% |
Current DrawdownCurrent decline from peak | -17.09% | -8.89% | -8.20% |
Average DrawdownAverage peak-to-trough decline | -21.74% | -10.00% | -11.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.49% | +2.22% |
Volatility
JAMRX vs. SWPPX - Volatility Comparison
Janus Henderson Research Fund Class I (JAMRX) has a higher volatility of 5.65% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that JAMRX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAMRX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 4.29% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 9.11% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 18.14% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 16.89% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 18.19% | +3.09% |