JANIX vs. JNRFX
Compare and contrast key facts about Janus Henderson Triton Fund (JANIX) and Janus Henderson Research Fund (JNRFX).
JANIX is managed by Janus Henderson. It was launched on Feb 25, 2005. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANIX or JNRFX.
Key characteristics
| JANIX | JNRFX | |
|---|---|---|
| YTD Return | 17.19% | 35.56% |
| 1Y Return | 28.87% | 43.40% |
| 3Y Return (Ann) | -10.75% | 4.57% |
| 5Y Return (Ann) | -0.67% | 11.77% |
| 10Y Return (Ann) | 1.97% | 6.62% |
| Sharpe Ratio | 1.59 | 2.46 |
| Sortino Ratio | 2.14 | 3.22 |
| Omega Ratio | 1.29 | 1.44 |
| Calmar Ratio | 0.60 | 1.97 |
| Martin Ratio | 10.00 | 12.82 |
| Ulcer Index | 2.72% | 3.33% |
| Daily Std Dev | 17.12% | 17.35% |
| Max Drawdown | -46.00% | -43.98% |
| Current Drawdown | -29.05% | -0.04% |
Correlation
The correlation between JANIX and JNRFX is 0.86, 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.
Performance
JANIX vs. JNRFX - Performance Comparison
In the year-to-date period, JANIX achieves a 17.19% return, which is significantly lower than JNRFX's 35.56% return. Over the past 10 years, JANIX has underperformed JNRFX with an annualized return of 1.97%, while JNRFX has yielded a comparatively higher 6.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JANIX vs. JNRFX - Expense Ratio Comparison
JANIX has a 0.78% expense ratio, which is higher than JNRFX's 0.66% expense ratio.
Risk-Adjusted Performance
JANIX vs. JNRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund (JANIX) and Janus Henderson Research Fund (JNRFX). 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.
Dividends
JANIX vs. JNRFX - Dividend Comparison
JANIX has not paid dividends to shareholders, while JNRFX's dividend yield for the trailing twelve months is around 0.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANIX Janus Henderson Triton Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% | 0.16% | 0.10% | 0.00% |
JNRFX Janus Henderson Research Fund | 0.04% | 0.05% | 0.19% | 0.00% | 0.11% | 0.86% | 0.36% | 0.42% | 0.29% | 0.45% | 0.38% | 0.44% |
Drawdowns
JANIX vs. JNRFX - Drawdown Comparison
The maximum JANIX drawdown since its inception was -46.00%, roughly equal to the maximum JNRFX drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for JANIX and JNRFX. For additional features, visit the drawdowns tool.
Volatility
JANIX vs. JNRFX - Volatility Comparison
The current volatility for Janus Henderson Triton Fund (JANIX) is 4.21%, while Janus Henderson Research Fund (JNRFX) has a volatility of 5.07%. This indicates that JANIX experiences smaller price fluctuations and is considered to be less risky than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.