JARTX vs. SCHG
Compare and contrast key facts about Janus Henderson Forty Fund (JARTX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
JARTX is managed by Janus Henderson. It was launched on May 1, 1997. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
JARTX vs. SCHG - Performance Comparison
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JARTX vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, JARTX achieves a -12.33% return, which is significantly lower than SCHG's -9.73% return. Over the past 10 years, JARTX has underperformed SCHG with an annualized return of 14.39%, while SCHG has yielded a comparatively higher 16.95% annualized return.
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%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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JARTX vs. SCHG - Expense Ratio Comparison
JARTX has a 1.20% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
JARTX vs. SCHG — Risk / Return Rank
JARTX
SCHG
JARTX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund (JARTX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.76 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.24 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.09 | -0.44 |
Martin ratioReturn relative to average drawdown | 2.24 | 3.71 | -1.47 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.76 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.57 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.79 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.79 | -0.24 |
Correlation
The correlation between JARTX and SCHG is 0.95, 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. SCHG - Dividend Comparison
JARTX's dividend yield for the trailing twelve months is around 15.57%, more than SCHG's 0.43% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
JARTX vs. SCHG - Drawdown Comparison
The maximum JARTX drawdown since its inception was -56.70%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for JARTX and SCHG.
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Drawdown Indicators
| JARTX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.70% | -34.59% | -22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -16.41% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -41.09% | -34.59% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -41.09% | -34.59% | -6.50% |
Current DrawdownCurrent decline from peak | -15.58% | -12.51% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -16.91% | -5.22% | -11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 4.84% | +0.78% |
Volatility
JARTX vs. SCHG - Volatility Comparison
Janus Henderson Forty Fund (JARTX) has a higher volatility of 7.78% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that JARTX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JARTX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 6.77% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 12.54% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.93% | 22.45% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.98% | 22.31% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.38% | 21.51% | -0.13% |