JANRX vs. PRF
Compare and contrast key facts about Janus Henderson Global Select Fund (JANRX) and Invesco FTSE RAFI US 1000 ETF (PRF).
JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000. PRF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000 Index. It was launched on Dec 19, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANRX or PRF.
Key characteristics
| JANRX | PRF | |
|---|---|---|
| YTD Return | 21.76% | 21.09% |
| 1Y Return | 34.77% | 35.20% |
| 3Y Return (Ann) | 7.95% | 9.35% |
| 5Y Return (Ann) | 12.77% | 13.59% |
| 10Y Return (Ann) | 9.93% | 11.04% |
| Sharpe Ratio | 1.98 | 3.06 |
| Sortino Ratio | 2.67 | 4.25 |
| Omega Ratio | 1.44 | 1.57 |
| Calmar Ratio | 3.32 | 5.27 |
| Martin Ratio | 11.38 | 20.48 |
| Ulcer Index | 3.01% | 1.67% |
| Daily Std Dev | 17.33% | 11.18% |
| Max Drawdown | -39.17% | -60.35% |
| Current Drawdown | -0.05% | 0.00% |
Correlation
The correlation between JANRX and PRF is 0.87, 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
JANRX vs. PRF - Performance Comparison
The year-to-date returns for both stocks are quite close, with JANRX having a 21.76% return and PRF slightly lower at 21.09%. Over the past 10 years, JANRX has underperformed PRF with an annualized return of 9.93%, while PRF has yielded a comparatively higher 11.04% 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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JANRX vs. PRF - Expense Ratio Comparison
JANRX has a 0.82% expense ratio, which is higher than PRF's 0.39% expense ratio.
Risk-Adjusted Performance
JANRX vs. PRF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and Invesco FTSE RAFI US 1000 ETF (PRF). 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
JANRX vs. PRF - Dividend Comparison
JANRX's dividend yield for the trailing twelve months is around 0.90%, less than PRF's 1.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANRX Janus Henderson Global Select Fund | 0.90% | 1.09% | 0.97% | 0.80% | 0.81% | 1.08% | 0.66% | 0.86% | 1.14% | 1.08% | 0.72% | 0.45% |
PRF Invesco FTSE RAFI US 1000 ETF | 1.67% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% | 1.56% |
Drawdowns
JANRX vs. PRF - Drawdown Comparison
The maximum JANRX drawdown since its inception was -39.17%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for JANRX and PRF. For additional features, visit the drawdowns tool.
Volatility
JANRX vs. PRF - Volatility Comparison
Janus Henderson Global Select Fund (JANRX) and Invesco FTSE RAFI US 1000 ETF (PRF) have volatilities of 3.91% and 4.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.