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

Correlation

The correlation between JANFX and SPHIX is -1.00. 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.


Performance

JANFX vs. SPHIX - Performance Comparison

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

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Key characteristics

Daily Std Dev

JANFX:

5.64%

SPHIX:

1.95%

Max Drawdown

JANFX:

-18.39%

SPHIX:

-0.13%

Current Drawdown

JANFX:

-6.00%

SPHIX:

0.00%

Returns By Period


JANFX

YTD

2.16%

1M

1.73%

6M

1.39%

1Y

6.18%

5Y*

0.23%

10Y*

1.80%

SPHIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JANFX vs. SPHIX - Expense Ratio Comparison

JANFX has a 0.57% expense ratio, which is lower than SPHIX's 0.70% expense ratio.


Risk-Adjusted Performance

JANFX vs. SPHIX — 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 7474
Overall Rank
The Sharpe Ratio Rank of JANFX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of JANFX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of JANFX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of JANFX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of JANFX is 7070
Martin Ratio Rank

SPHIX
The Risk-Adjusted Performance Rank of SPHIX is 9393
Overall Rank
The Sharpe Ratio Rank of SPHIX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of SPHIX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SPHIX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SPHIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SPHIX is 9292
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. SPHIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Flexible Bond Fund (JANFX) and Fidelity High Income Fund (SPHIX). 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.



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Dividends

JANFX vs. SPHIX - Dividend Comparison

JANFX's dividend yield for the trailing twelve months is around 4.95%, less than SPHIX's 5.77% yield.


TTM20242023202220212020201920182017201620152014
JANFX
Janus Henderson Flexible Bond Fund
4.95%4.96%4.06%2.69%1.97%2.45%2.96%3.10%2.92%2.73%2.63%3.01%
SPHIX
Fidelity High Income Fund
5.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JANFX vs. SPHIX - Drawdown Comparison

The maximum JANFX drawdown since its inception was -18.39%, which is greater than SPHIX's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for JANFX and SPHIX. For additional features, visit the drawdowns tool.


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Volatility

JANFX vs. SPHIX - Volatility Comparison


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