JANWX vs. IVV
Compare and contrast key facts about Janus Henderson Global Research Fund (JANWX) and iShares Core S&P 500 ETF (IVV).
JANWX is managed by Janus Henderson. It was launched on Feb 24, 2005. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
JANWX vs. IVV - Performance Comparison
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JANWX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | -5.16% | 20.79% | 23.54% | 26.78% | -19.56% | 17.84% | 20.20% | 28.89% | -6.88% | 26.87% |
IVV iShares Core S&P 500 ETF | -3.67% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, JANWX achieves a -5.16% return, which is significantly lower than IVV's -3.67% return. Over the past 10 years, JANWX has underperformed IVV with an annualized return of 12.56%, while IVV has yielded a comparatively higher 14.11% annualized return.
JANWX
- 1D
- 3.06%
- 1M
- -6.01%
- YTD
- -5.16%
- 6M
- -3.48%
- 1Y
- 15.74%
- 3Y*
- 18.19%
- 5Y*
- 10.19%
- 10Y*
- 12.56%
IVV
- 1D
- 0.74%
- 1M
- -4.30%
- YTD
- -3.67%
- 6M
- -1.44%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.92%
- 10Y*
- 14.11%
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JANWX vs. IVV - Expense Ratio Comparison
JANWX has a 0.75% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
JANWX vs. IVV — Risk / Return Rank
JANWX
IVV
JANWX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Research Fund (JANWX) and iShares Core S&P 500 ETF (IVV). 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.
| JANWX | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.00 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.52 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.54 | -0.12 |
Martin ratioReturn relative to average drawdown | 6.06 | 7.28 | -1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JANWX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.00 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.71 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.78 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.42 | +0.21 |
Correlation
The correlation between JANWX and IVV is 0.94, 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.
Dividends
JANWX vs. IVV - Dividend Comparison
JANWX's dividend yield for the trailing twelve months is around 8.53%, more than IVV's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | 8.53% | 8.09% | 8.33% | 4.90% | 4.56% | 11.67% | 3.75% | 4.84% | 6.93% | 0.68% | 0.83% | 0.81% |
IVV iShares Core S&P 500 ETF | 1.22% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
JANWX vs. IVV - Drawdown Comparison
The maximum JANWX drawdown since its inception was -34.78%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for JANWX and IVV.
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Drawdown Indicators
| JANWX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.78% | -55.25% | +20.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -12.06% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | -24.53% | -4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -34.78% | -33.90% | -0.88% |
Current DrawdownCurrent decline from peak | -8.03% | -5.57% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -10.84% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.55% | +0.12% |
Volatility
JANWX vs. IVV - Volatility Comparison
Janus Henderson Global Research Fund (JANWX) has a higher volatility of 6.02% compared to iShares Core S&P 500 ETF (IVV) at 5.34%. This indicates that JANWX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANWX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 5.34% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 9.47% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 18.31% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 16.89% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 18.03% | -0.06% |