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JANFX vs. JANIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JANFX vs. JANIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Flexible Bond Fund (JANFX) and Janus Henderson Triton Fund (JANIX). The values are adjusted to include any dividend payments, if applicable.

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JANFX vs. JANIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JANFX
Janus Henderson Flexible Bond Fund
-0.65%7.63%1.95%5.11%-13.76%-0.85%10.82%9.50%-0.96%3.56%
JANIX
Janus Henderson Triton Fund
-1.36%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%

Returns By Period

In the year-to-date period, JANFX achieves a -0.65% return, which is significantly higher than JANIX's -1.36% return. Over the past 10 years, JANFX has underperformed JANIX with an annualized return of 2.04%, while JANIX has yielded a comparatively higher 9.36% annualized return.


JANFX

1D
0.22%
1M
-1.90%
YTD
-0.65%
6M
0.32%
1Y
3.64%
3Y*
3.62%
5Y*
0.20%
10Y*
2.04%

JANIX

1D
3.91%
1M
-6.17%
YTD
-1.36%
6M
3.63%
1Y
16.34%
3Y*
8.76%
5Y*
1.77%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JANFX vs. JANIX - Expense Ratio Comparison

JANFX has a 0.57% expense ratio, which is lower than JANIX's 0.78% expense ratio.


Return for Risk

JANFX vs. JANIX — Risk / Return Rank

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

JANFX
JANFX Risk / Return Rank: 4040
Overall Rank
JANFX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JANFX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JANFX Omega Ratio Rank: 2929
Omega Ratio Rank
JANFX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JANFX Martin Ratio Rank: 3838
Martin Ratio Rank

JANIX
JANIX Risk / Return Rank: 3838
Overall Rank
JANIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JANIX Omega Ratio Rank: 3030
Omega Ratio Rank
JANIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
JANIX Martin Ratio Rank: 4545
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.

JANFX vs. JANIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Flexible Bond Fund (JANFX) and Janus Henderson Triton Fund (JANIX). 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.


JANFXJANIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.79

+0.13

Sortino ratio

Return per unit of downside risk

1.33

1.26

+0.07

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.42

1.15

+0.28

Martin ratio

Return relative to average drawdown

4.48

4.76

-0.28

JANFX vs. JANIX - Sharpe Ratio Comparison

The current JANFX Sharpe Ratio is 0.92, which is comparable to the JANIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of JANFX and JANIX, 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


JANFXJANIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.79

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.09

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.46

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.46

-0.15

Correlation

The correlation between JANFX and JANIX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JANFX vs. JANIX - Dividend Comparison

JANFX's dividend yield for the trailing twelve months is around 4.35%, less than JANIX's 11.39% yield.


TTM20252024202320222021202020192018201720162015
JANFX
Janus Henderson Flexible Bond Fund
4.35%4.72%4.99%3.42%2.70%1.99%2.45%2.96%3.10%2.92%2.73%2.62%
JANIX
Janus Henderson Triton Fund
11.39%11.23%7.57%7.15%6.24%20.40%4.12%4.26%7.50%5.08%2.74%7.76%

Drawdowns

JANFX vs. JANIX - Drawdown Comparison

The maximum JANFX drawdown since its inception was -24.46%, smaller than the maximum JANIX drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for JANFX and JANIX.


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Drawdown Indicators


JANFXJANIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.46%

-62.76%

+38.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-13.22%

+10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-31.80%

+13.19%

Max Drawdown (10Y)

Largest decline over 10 years

-18.61%

-39.70%

+21.09%

Current Drawdown

Current decline from peak

-2.42%

-7.57%

+5.15%

Average Drawdown

Average peak-to-trough decline

-5.54%

-10.10%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

3.18%

-2.18%

Volatility

JANFX vs. JANIX - Volatility Comparison

The current volatility for Janus Henderson Flexible Bond Fund (JANFX) is 1.61%, while Janus Henderson Triton Fund (JANIX) has a volatility of 7.37%. This indicates that JANFX experiences smaller price fluctuations and is considered to be less risky than JANIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JANFXJANIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

7.37%

-5.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

11.96%

-9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

20.46%

-16.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

19.52%

-13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

20.53%

-15.54%