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JANBX vs. FDFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JANBX and FDFIX is 0.95, 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.


-0.50.00.51.01.0

Performance

JANBX vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Balanced Fund (JANBX) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
69.94%
181.83%
JANBX
FDFIX

Key characteristics

Sharpe Ratio

JANBX:

1.20

FDFIX:

2.20

Sortino Ratio

JANBX:

1.55

FDFIX:

2.92

Omega Ratio

JANBX:

1.24

FDFIX:

1.41

Calmar Ratio

JANBX:

1.36

FDFIX:

3.27

Martin Ratio

JANBX:

6.76

FDFIX:

14.41

Ulcer Index

JANBX:

1.75%

FDFIX:

1.91%

Daily Std Dev

JANBX:

9.90%

FDFIX:

12.52%

Max Drawdown

JANBX:

-23.57%

FDFIX:

-33.77%

Current Drawdown

JANBX:

-6.88%

FDFIX:

-2.92%

Returns By Period

In the year-to-date period, JANBX achieves a 10.73% return, which is significantly lower than FDFIX's 25.59% return.


JANBX

YTD

10.73%

1M

-4.44%

6M

-0.14%

1Y

11.15%

5Y*

6.23%

10Y*

5.96%

FDFIX

YTD

25.59%

1M

0.00%

6M

8.87%

1Y

26.21%

5Y*

14.71%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JANBX vs. FDFIX - Expense Ratio Comparison

JANBX has a 0.70% expense ratio, which is higher than FDFIX's 0.00% expense ratio.


JANBX
Janus Henderson Balanced Fund
Expense ratio chart for JANBX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for FDFIX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

JANBX vs. FDFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Balanced Fund (JANBX) and Fidelity Flex 500 Index Fund (FDFIX). 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.


Sharpe ratio
The chart of Sharpe ratio for JANBX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.202.20
The chart of Sortino ratio for JANBX, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.001.552.92
The chart of Omega ratio for JANBX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.41
The chart of Calmar ratio for JANBX, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.0014.001.363.27
The chart of Martin ratio for JANBX, currently valued at 6.76, compared to the broader market0.0020.0040.0060.006.7614.41
JANBX
FDFIX

The current JANBX Sharpe Ratio is 1.20, which is lower than the FDFIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of JANBX and FDFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.20
2.20
JANBX
FDFIX

Dividends

JANBX vs. FDFIX - Dividend Comparison

JANBX's dividend yield for the trailing twelve months is around 2.08%, more than FDFIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
JANBX
Janus Henderson Balanced Fund
2.08%2.25%1.10%0.84%1.36%1.80%1.91%1.91%2.17%1.68%1.91%1.69%
FDFIX
Fidelity Flex 500 Index Fund
0.88%1.48%1.70%1.18%1.52%1.78%1.81%0.85%0.00%0.00%0.00%0.00%

Drawdowns

JANBX vs. FDFIX - Drawdown Comparison

The maximum JANBX drawdown since its inception was -23.57%, smaller than the maximum FDFIX drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for JANBX and FDFIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.88%
-2.92%
JANBX
FDFIX

Volatility

JANBX vs. FDFIX - Volatility Comparison

Janus Henderson Balanced Fund (JANBX) has a higher volatility of 5.58% compared to Fidelity Flex 500 Index Fund (FDFIX) at 3.69%. This indicates that JANBX's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.58%
3.69%
JANBX
FDFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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