JDBAX vs. STDAX
Compare and contrast key facts about Janus Henderson Balanced Fund Class A (JDBAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
JDBAX is managed by Janus Henderson. It was launched on Sep 1, 1992. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
JDBAX vs. STDAX - Performance Comparison
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JDBAX vs. STDAX - 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, JDBAX achieves a -6.88% return, which is significantly lower than STDAX's 0.36% return. Over the past 10 years, JDBAX has outperformed STDAX with an annualized return of 9.79%, while STDAX has yielded a comparatively lower 2.52% 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%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
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JDBAX vs. STDAX - Expense Ratio Comparison
JDBAX has a 0.89% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
JDBAX vs. STDAX — Risk / Return Rank
JDBAX
STDAX
JDBAX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Balanced Fund Class A (JDBAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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 | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 4.24 | -3.45 |
Sortino ratioReturn per unit of downside risk | 1.22 | 7.10 | -5.88 |
Omega ratioGain probability vs. loss probability | 1.17 | 2.50 | -1.33 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 6.50 | -5.49 |
Martin ratioReturn relative to average drawdown | 4.09 | 31.36 | -27.28 |
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
| JDBAX | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 4.24 | -3.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.42 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.38 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | -0.00 | +0.63 |
Correlation
The correlation between JDBAX and STDAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JDBAX vs. STDAX - Dividend Comparison
JDBAX's dividend yield for the trailing twelve months is around 8.81%, more than STDAX's 4.47% 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
JDBAX vs. STDAX - Drawdown Comparison
The maximum JDBAX drawdown since its inception was -34.14%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for JDBAX and STDAX.
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Drawdown Indicators
| JDBAX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -76.81% | +42.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -0.59% | -7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -2.91% | -18.72% |
Max Drawdown (10Y)Largest decline over 10 years | -22.48% | -26.89% | +4.41% |
Current DrawdownCurrent decline from peak | -8.16% | -9.55% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -31.95% | +26.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.12% | +1.89% |
Volatility
JDBAX vs. STDAX - Volatility Comparison
Janus Henderson Balanced Fund Class A (JDBAX) has a higher volatility of 3.31% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that JDBAX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDBAX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 0.39% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 0.64% | +5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 0.93% | +11.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.29% | 1.95% | +9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.21% | 6.69% | +4.52% |