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JDBAX vs. SEBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDBAX vs. SEBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Balanced Fund Class A (JDBAX) and Touchstone Balanced Fund (SEBLX). The values are adjusted to include any dividend payments, if applicable.

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JDBAX vs. SEBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SEBLX
Touchstone Balanced Fund
-6.71%13.59%13.08%18.17%-16.16%13.95%18.74%39.05%-2.74%15.69%

Returns By Period

The year-to-date returns for both investments are quite close, with JDBAX having a -6.88% return and SEBLX slightly higher at -6.71%. Both investments have delivered pretty close results over the past 10 years, with JDBAX having a 9.79% annualized return and SEBLX not far ahead at 10.26%.


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%

SEBLX

1D
0.23%
1M
-6.47%
YTD
-6.71%
6M
-4.85%
1Y
7.28%
3Y*
9.91%
5Y*
5.51%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDBAX vs. SEBLX - Expense Ratio Comparison

JDBAX has a 0.89% expense ratio, which is lower than SEBLX's 0.99% expense ratio.


Return for Risk

JDBAX vs. SEBLX — Risk / Return Rank

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

JDBAX
JDBAX Risk / Return Rank: 3838
Overall Rank
JDBAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JDBAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JDBAX Omega Ratio Rank: 3737
Omega Ratio Rank
JDBAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
JDBAX Martin Ratio Rank: 3939
Martin Ratio Rank

SEBLX
SEBLX Risk / Return Rank: 2727
Overall Rank
SEBLX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SEBLX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SEBLX Omega Ratio Rank: 2828
Omega Ratio Rank
SEBLX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SEBLX Martin Ratio Rank: 2727
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.

JDBAX vs. SEBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Balanced Fund Class A (JDBAX) and Touchstone Balanced Fund (SEBLX). 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.


JDBAXSEBLXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.67

+0.12

Sortino ratio

Return per unit of downside risk

1.22

1.03

+0.19

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.01

0.76

+0.25

Martin ratio

Return relative to average drawdown

4.09

2.97

+1.12

JDBAX vs. SEBLX - Sharpe Ratio Comparison

The current JDBAX Sharpe Ratio is 0.79, which is comparable to the SEBLX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of JDBAX and SEBLX, 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


JDBAXSEBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.67

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.50

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.85

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.74

-0.11

Correlation

The correlation between JDBAX and SEBLX 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

JDBAX vs. SEBLX - Dividend Comparison

JDBAX's dividend yield for the trailing twelve months is around 8.81%, more than SEBLX's 5.39% yield.


TTM20252024202320222021202020192018201720162015
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%
SEBLX
Touchstone Balanced Fund
5.39%5.03%1.83%1.26%0.99%2.74%7.72%24.06%7.04%6.00%1.98%5.91%

Drawdowns

JDBAX vs. SEBLX - Drawdown Comparison

The maximum JDBAX drawdown since its inception was -34.14%, smaller than the maximum SEBLX drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for JDBAX and SEBLX.


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Drawdown Indicators


JDBAXSEBLXDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-36.70%

+2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-8.30%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-22.47%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

-22.47%

-0.01%

Current Drawdown

Current decline from peak

-8.16%

-8.08%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.41%

-3.85%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.11%

-0.10%

Volatility

JDBAX vs. SEBLX - Volatility Comparison

Janus Henderson Balanced Fund Class A (JDBAX) has a higher volatility of 3.31% compared to Touchstone Balanced Fund (SEBLX) at 3.15%. This indicates that JDBAX's price experiences larger fluctuations and is considered to be riskier than SEBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDBAXSEBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.15%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

6.05%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

11.33%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.29%

11.18%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.21%

12.15%

-0.94%