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JANFX vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JANFX and PIMIX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

JANFX vs. PIMIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JANFX:

0.98

PIMIX:

1.57

Sortino Ratio

JANFX:

1.39

PIMIX:

2.31

Omega Ratio

JANFX:

1.16

PIMIX:

1.30

Calmar Ratio

JANFX:

0.44

PIMIX:

2.25

Martin Ratio

JANFX:

2.47

PIMIX:

6.52

Ulcer Index

JANFX:

2.13%

PIMIX:

0.96%

Daily Std Dev

JANFX:

5.64%

PIMIX:

4.08%

Max Drawdown

JANFX:

-18.39%

PIMIX:

-13.39%

Current Drawdown

JANFX:

-6.51%

PIMIX:

-1.58%

Returns By Period

In the year-to-date period, JANFX achieves a 1.61% return, which is significantly lower than PIMIX's 1.95% return. Over the past 10 years, JANFX has underperformed PIMIX with an annualized return of 1.71%, while PIMIX has yielded a comparatively higher 4.22% annualized return.


JANFX

YTD

1.61%

1M

1.18%

6M

1.71%

1Y

5.49%

5Y*

0.07%

10Y*

1.71%

PIMIX

YTD

1.95%

1M

1.25%

6M

2.63%

1Y

6.38%

5Y*

4.59%

10Y*

4.22%

*Annualized

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JANFX vs. PIMIX - Expense Ratio Comparison

JANFX has a 0.57% expense ratio, which is lower than PIMIX's 0.62% expense ratio.


Risk-Adjusted Performance

JANFX vs. PIMIX — Risk-Adjusted Performance Rank

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

JANFX
The Risk-Adjusted Performance Rank of JANFX is 7070
Overall Rank
The Sharpe Ratio Rank of JANFX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of JANFX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JANFX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JANFX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JANFX is 6565
Martin Ratio Rank

PIMIX
The Risk-Adjusted Performance Rank of PIMIX is 9090
Overall Rank
The Sharpe Ratio Rank of PIMIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of PIMIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PIMIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PIMIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PIMIX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JANFX vs. PIMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Flexible Bond Fund (JANFX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


The current JANFX Sharpe Ratio is 0.98, which is lower than the PIMIX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of JANFX and PIMIX, 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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Dividends

JANFX vs. PIMIX - Dividend Comparison

JANFX's dividend yield for the trailing twelve months is around 4.98%, less than PIMIX's 6.25% yield.


TTM20242023202220212020201920182017201620152014
JANFX
Janus Henderson Flexible Bond Fund
4.98%4.96%4.06%2.69%1.97%2.45%2.96%3.10%2.92%2.73%2.63%3.01%
PIMIX
PIMCO Income Fund Institutional Class
6.25%6.27%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%

Drawdowns

JANFX vs. PIMIX - Drawdown Comparison

The maximum JANFX drawdown since its inception was -18.39%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for JANFX and PIMIX. For additional features, visit the drawdowns tool.


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Volatility

JANFX vs. PIMIX - Volatility Comparison

Janus Henderson Flexible Bond Fund (JANFX) has a higher volatility of 1.59% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.42%. This indicates that JANFX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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