JDBAX vs. FXAIX
Compare and contrast key facts about Janus Henderson Balanced Fund Class A (JDBAX) and Fidelity 500 Index Fund (FXAIX).
JDBAX is managed by Janus Henderson. It was launched on Sep 1, 1992. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
JDBAX vs. FXAIX - Performance Comparison
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JDBAX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDBAX Janus Henderson Balanced Fund Class A | -6.88% | 14.78% | 20.54% | 15.17% | -16.75% | 16.99% | 14.14% | 25.01% | 0.39% | 18.23% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
The year-to-date returns for both stocks are quite close, with JDBAX having a -6.88% return and FXAIX slightly lower at -7.05%. Over the past 10 years, JDBAX has underperformed FXAIX with an annualized return of 9.79%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
JDBAX
- 1D
- -0.07%
- 1M
- -6.61%
- YTD
- -6.88%
- 6M
- -5.38%
- 1Y
- 9.16%
- 3Y*
- 12.15%
- 5Y*
- 7.30%
- 10Y*
- 9.79%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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JDBAX vs. FXAIX - Expense Ratio Comparison
JDBAX has a 0.89% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
JDBAX vs. FXAIX — Risk / Return Rank
JDBAX
FXAIX
JDBAX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Balanced Fund Class A (JDBAX) and Fidelity 500 Index Fund (FXAIX). 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.
| JDBAX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.84 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.30 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.05 | -0.05 |
Martin ratioReturn relative to average drawdown | 4.09 | 5.13 | -1.04 |
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
| JDBAX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.68 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.77 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.75 | -0.12 |
Correlation
The correlation between JDBAX and FXAIX 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
JDBAX vs. FXAIX - Dividend Comparison
JDBAX's dividend yield for the trailing twelve months is around 8.81%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDBAX Janus Henderson Balanced Fund Class A | 8.81% | 8.62% | 11.67% | 2.08% | 1.76% | 4.34% | 2.35% | 4.62% | 6.84% | 5.05% | 2.43% | 5.68% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
JDBAX vs. FXAIX - Drawdown Comparison
The maximum JDBAX drawdown since its inception was -34.14%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for JDBAX and FXAIX.
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Drawdown Indicators
| JDBAX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -33.79% | -0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -12.13% | +3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -24.50% | +2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -22.48% | -33.79% | +11.31% |
Current DrawdownCurrent decline from peak | -8.16% | -8.89% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -3.83% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.50% | -0.49% |
Volatility
JDBAX vs. FXAIX - Volatility Comparison
The current volatility for Janus Henderson Balanced Fund Class A (JDBAX) is 3.31%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that JDBAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDBAX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 4.24% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 9.08% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 18.13% | -6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.29% | 16.88% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.21% | 18.03% | -6.82% |