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JENHX vs. JOPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JENHX vs. JOPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Enhanced Return Fund (JENHX) and Johnson Opportunity Fund (JOPPX). The values are adjusted to include any dividend payments, if applicable.

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JENHX vs. JOPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JENHX
Johnson Enhanced Return Fund
-6.04%18.37%22.31%24.92%-23.62%26.54%19.34%33.79%-6.01%21.40%
JOPPX
Johnson Opportunity Fund
-0.45%4.13%3.97%17.12%-12.39%30.51%7.85%28.63%-14.16%16.95%

Returns By Period

In the year-to-date period, JENHX achieves a -6.04% return, which is significantly lower than JOPPX's -0.45% return. Over the past 10 years, JENHX has outperformed JOPPX with an annualized return of 12.63%, while JOPPX has yielded a comparatively lower 8.63% annualized return.


JENHX

1D
2.96%
1M
-6.70%
YTD
-6.04%
6M
-4.15%
1Y
15.31%
3Y*
16.51%
5Y*
9.03%
10Y*
12.63%

JOPPX

1D
2.23%
1M
-6.35%
YTD
-0.45%
6M
1.00%
1Y
8.06%
3Y*
7.03%
5Y*
4.99%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JENHX vs. JOPPX - Expense Ratio Comparison

JENHX has a 0.35% expense ratio, which is lower than JOPPX's 1.00% expense ratio.


Return for Risk

JENHX vs. JOPPX — Risk / Return Rank

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

JENHX
JENHX Risk / Return Rank: 4242
Overall Rank
JENHX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JENHX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JENHX Omega Ratio Rank: 3939
Omega Ratio Rank
JENHX Calmar Ratio Rank: 4545
Calmar Ratio Rank
JENHX Martin Ratio Rank: 5656
Martin Ratio Rank

JOPPX
JOPPX Risk / Return Rank: 1616
Overall Rank
JOPPX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JOPPX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JOPPX Omega Ratio Rank: 1313
Omega Ratio Rank
JOPPX Calmar Ratio Rank: 1919
Calmar Ratio Rank
JOPPX Martin Ratio Rank: 2020
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.

JENHX vs. JOPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Enhanced Return Fund (JENHX) and Johnson Opportunity Fund (JOPPX). 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.


JENHXJOPPXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.47

+0.40

Sortino ratio

Return per unit of downside risk

1.34

0.83

+0.51

Omega ratio

Gain probability vs. loss probability

1.20

1.10

+0.10

Calmar ratio

Return relative to maximum drawdown

1.36

0.74

+0.62

Martin ratio

Return relative to average drawdown

6.22

2.66

+3.56

JENHX vs. JOPPX - Sharpe Ratio Comparison

The current JENHX Sharpe Ratio is 0.87, which is higher than the JOPPX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JENHX and JOPPX, 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


JENHXJOPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.47

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.28

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.45

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.27

+0.11

Correlation

The correlation between JENHX and JOPPX is 0.84, 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

JENHX vs. JOPPX - Dividend Comparison

JENHX's dividend yield for the trailing twelve months is around 19.42%, more than JOPPX's 4.92% yield.


TTM20252024202320222021202020192018201720162015
JENHX
Johnson Enhanced Return Fund
19.42%19.20%7.26%2.10%7.70%39.01%5.59%11.85%7.67%21.41%5.15%5.70%
JOPPX
Johnson Opportunity Fund
4.92%4.90%0.00%3.67%4.36%13.04%0.57%4.36%6.75%10.55%2.03%9.61%

Drawdowns

JENHX vs. JOPPX - Drawdown Comparison

The maximum JENHX drawdown since its inception was -61.05%, smaller than the maximum JOPPX drawdown of -71.27%. Use the drawdown chart below to compare losses from any high point for JENHX and JOPPX.


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Drawdown Indicators


JENHXJOPPXDifference

Max Drawdown

Largest peak-to-trough decline

-61.05%

-71.27%

+10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.14%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.66%

-25.88%

-3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

-38.28%

+2.13%

Current Drawdown

Current decline from peak

-7.77%

-9.87%

+2.10%

Average Drawdown

Average peak-to-trough decline

-11.31%

-14.53%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.39%

-0.73%

Volatility

JENHX vs. JOPPX - Volatility Comparison

Johnson Enhanced Return Fund (JENHX) has a higher volatility of 6.06% compared to Johnson Opportunity Fund (JOPPX) at 5.20%. This indicates that JENHX's price experiences larger fluctuations and is considered to be riskier than JOPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JENHXJOPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

5.20%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

10.24%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

18.59%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

17.72%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

19.20%

-1.20%