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JARTX vs. JANFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JARTX vs. JANFX - Performance Comparison

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

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JARTX vs. JANFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JARTX
Janus Henderson Forty Fund
-16.07%17.88%27.76%39.50%-33.81%22.30%38.69%36.30%1.10%29.05%
JANFX
Janus Henderson Flexible Bond Fund
-0.86%7.63%1.95%5.11%-13.76%-0.85%10.82%9.50%-0.96%3.56%

Returns By Period

In the year-to-date period, JARTX achieves a -16.07% return, which is significantly lower than JANFX's -0.86% return. Over the past 10 years, JARTX has outperformed JANFX with an annualized return of 13.90%, while JANFX has yielded a comparatively lower 2.02% annualized return.


JARTX

1D
-0.49%
1M
-8.91%
YTD
-16.07%
6M
-15.92%
1Y
8.52%
3Y*
15.66%
5Y*
7.00%
10Y*
13.90%

JANFX

1D
0.54%
1M
-2.63%
YTD
-0.86%
6M
0.32%
1Y
3.86%
3Y*
3.55%
5Y*
0.23%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JARTX vs. JANFX - Expense Ratio Comparison

JARTX has a 1.20% expense ratio, which is higher than JANFX's 0.57% expense ratio.


Return for Risk

JARTX vs. JANFX — Risk / Return Rank

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

JARTX
JARTX Risk / Return Rank: 1313
Overall Rank
JARTX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JARTX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JARTX Omega Ratio Rank: 1414
Omega Ratio Rank
JARTX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JARTX Martin Ratio Rank: 1111
Martin Ratio Rank

JANFX
JANFX Risk / Return Rank: 5050
Overall Rank
JANFX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JANFX Sortino Ratio Rank: 4949
Sortino Ratio Rank
JANFX Omega Ratio Rank: 3636
Omega Ratio Rank
JANFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
JANFX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JARTX vs. JANFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund (JARTX) and Janus Henderson Flexible Bond Fund (JANFX). 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.


JARTXJANFXDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.96

-0.62

Sortino ratio

Return per unit of downside risk

0.66

1.39

-0.73

Omega ratio

Gain probability vs. loss probability

1.09

1.17

-0.08

Calmar ratio

Return relative to maximum drawdown

0.25

1.53

-1.28

Martin ratio

Return relative to average drawdown

0.87

4.88

-4.01

JARTX vs. JANFX - Sharpe Ratio Comparison

The current JARTX Sharpe Ratio is 0.35, which is lower than the JANFX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JARTX and JANFX, 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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Sharpe Ratios by Period


JARTXJANFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.96

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.04

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.41

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.31

+0.23

Correlation

The correlation between JARTX and JANFX is -0.11. 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.


Dividends

JARTX vs. JANFX - Dividend Comparison

JARTX's dividend yield for the trailing twelve months is around 16.27%, more than JANFX's 4.36% yield.


TTM20252024202320222021202020192018201720162015
JARTX
Janus Henderson Forty Fund
16.27%13.65%11.51%9.10%0.06%10.26%8.38%7.05%8.95%14.50%6.57%15.93%
JANFX
Janus Henderson Flexible Bond Fund
4.36%4.72%4.99%3.42%2.70%1.99%2.45%2.96%3.10%2.92%2.73%2.62%

Drawdowns

JARTX vs. JANFX - Drawdown Comparison

The maximum JARTX drawdown since its inception was -56.70%, which is greater than JANFX's maximum drawdown of -24.46%. Use the drawdown chart below to compare losses from any high point for JARTX and JANFX.


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Drawdown Indicators


JARTXJANFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.70%

-24.46%

-32.24%

Max Drawdown (1Y)

Largest decline over 1 year

-19.19%

-3.15%

-16.04%

Max Drawdown (5Y)

Largest decline over 5 years

-41.09%

-18.61%

-22.48%

Max Drawdown (10Y)

Largest decline over 10 years

-41.09%

-18.61%

-22.48%

Current Drawdown

Current decline from peak

-19.19%

-2.63%

-16.56%

Average Drawdown

Average peak-to-trough decline

-16.91%

-5.54%

-11.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

0.99%

+4.54%

Volatility

JARTX vs. JANFX - Volatility Comparison

Janus Henderson Forty Fund (JARTX) has a higher volatility of 6.14% compared to Janus Henderson Flexible Bond Fund (JANFX) at 1.63%. This indicates that JARTX's price experiences larger fluctuations and is considered to be riskier than JANFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JARTXJANFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

1.63%

+4.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

2.55%

+10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

4.45%

+18.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

6.07%

+15.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

4.99%

+16.34%