JARTX vs. JNRFX
Compare and contrast key facts about Janus Henderson Forty Fund (JARTX) and Janus Henderson Research Fund (JNRFX).
JARTX is managed by Janus Henderson. It was launched on May 1, 1997. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Performance
JARTX vs. JNRFX - Performance Comparison
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JARTX vs. JNRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JARTX Janus Henderson Forty Fund | -12.33% | 17.88% | 27.76% | 39.50% | -33.81% | 22.30% | 38.69% | 36.30% | 1.10% | 29.05% |
JNRFX Janus Henderson Research Fund | -10.67% | 18.45% | 35.13% | 43.14% | -29.96% | 20.19% | 32.82% | 35.40% | -2.73% | 25.90% |
Returns By Period
In the year-to-date period, JARTX achieves a -12.33% return, which is significantly lower than JNRFX's -10.67% return. Both investments have delivered pretty close results over the past 10 years, with JARTX having a 14.39% annualized return and JNRFX not far ahead at 14.57%.
JARTX
- 1D
- 4.46%
- 1M
- -5.15%
- YTD
- -12.33%
- 6M
- -12.64%
- 1Y
- 12.58%
- 3Y*
- 17.35%
- 5Y*
- 7.53%
- 10Y*
- 14.39%
JNRFX
- 1D
- 3.86%
- 1M
- -6.01%
- YTD
- -10.67%
- 6M
- -10.21%
- 1Y
- 15.96%
- 3Y*
- 21.52%
- 5Y*
- 10.93%
- 10Y*
- 14.57%
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JARTX vs. JNRFX - Expense Ratio Comparison
JARTX has a 1.20% expense ratio, which is higher than JNRFX's 0.66% expense ratio.
Return for Risk
JARTX vs. JNRFX — Risk / Return Rank
JARTX
JNRFX
JARTX vs. JNRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund (JARTX) 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.
| JARTX | JNRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.76 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.25 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 0.99 | -0.33 |
Martin ratioReturn relative to average drawdown | 2.24 | 3.52 | -1.28 |
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
| JARTX | JNRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.76 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.50 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.69 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.44 | +0.11 |
Correlation
The correlation between JARTX and JNRFX 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
JARTX vs. JNRFX - Dividend Comparison
JARTX's dividend yield for the trailing twelve months is around 15.57%, more than JNRFX's 13.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JARTX Janus Henderson Forty Fund | 15.57% | 13.65% | 11.51% | 9.10% | 0.06% | 10.26% | 8.38% | 7.05% | 8.95% | 14.50% | 6.57% | 15.93% |
JNRFX Janus Henderson Research Fund | 13.36% | 11.94% | 5.11% | 2.93% | 0.43% | 13.01% | 2.98% | 10.37% | 11.06% | 8.22% | 5.41% | 9.21% |
Drawdowns
JARTX vs. JNRFX - Drawdown Comparison
The maximum JARTX drawdown since its inception was -56.70%, smaller than the maximum JNRFX drawdown of -74.74%. Use the drawdown chart below to compare losses from any high point for JARTX and JNRFX.
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Drawdown Indicators
| JARTX | JNRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.70% | -74.74% | +18.04% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -17.05% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -41.09% | -36.48% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.09% | -36.48% | -4.61% |
Current DrawdownCurrent decline from peak | -15.58% | -13.85% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -16.91% | -25.07% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 4.78% | +0.84% |
Volatility
JARTX vs. JNRFX - Volatility Comparison
Janus Henderson Forty Fund (JARTX) has a higher volatility of 7.78% compared to Janus Henderson Research Fund (JNRFX) at 7.06%. This indicates that JARTX's price experiences larger fluctuations and is considered to be riskier than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JARTX | JNRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 7.06% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 12.64% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.93% | 22.52% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.98% | 22.03% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.38% | 21.27% | +0.11% |