JERIX vs. PHRAX
Compare and contrast key facts about Janus Henderson Global Real Estate Fund (JERIX) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX).
JERIX is managed by Janus Henderson. It was launched on Nov 27, 2007. PHRAX is managed by Virtus. It was launched on Mar 1, 1995.
Performance
JERIX vs. PHRAX - Performance Comparison
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JERIX vs. PHRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JERIX Janus Henderson Global Real Estate Fund | 3.90% | 9.45% | 0.11% | 7.60% | -25.23% | 22.43% | 1.38% | 30.91% | -3.15% | 17.72% |
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 5.03% | 0.23% | 10.15% | 10.98% | -26.33% | 46.79% | -1.98% | 27.09% | -7.41% | 5.65% |
Returns By Period
In the year-to-date period, JERIX achieves a 3.90% return, which is significantly lower than PHRAX's 5.03% return. Both investments have delivered pretty close results over the past 10 years, with JERIX having a 5.67% annualized return and PHRAX not far behind at 5.56%.
JERIX
- 1D
- 1.13%
- 1M
- -5.11%
- YTD
- 3.90%
- 6M
- 3.99%
- 1Y
- 12.24%
- 3Y*
- 6.59%
- 5Y*
- 1.25%
- 10Y*
- 5.67%
PHRAX
- 1D
- 0.49%
- 1M
- -5.02%
- YTD
- 5.03%
- 6M
- 3.50%
- 1Y
- 4.31%
- 3Y*
- 7.71%
- 5Y*
- 4.80%
- 10Y*
- 5.56%
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JERIX vs. PHRAX - Expense Ratio Comparison
JERIX has a 1.03% expense ratio, which is lower than PHRAX's 1.36% expense ratio.
Return for Risk
JERIX vs. PHRAX — Risk / Return Rank
JERIX
PHRAX
JERIX vs. PHRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Real Estate Fund (JERIX) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX). 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.
| JERIX | PHRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.30 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.52 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.07 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.41 | +0.81 |
Martin ratioReturn relative to average drawdown | 4.74 | 1.61 | +3.13 |
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
| JERIX | PHRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.30 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.25 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.27 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.39 | -0.18 |
Correlation
The correlation between JERIX and PHRAX is 0.88, 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
JERIX vs. PHRAX - Dividend Comparison
JERIX's dividend yield for the trailing twelve months is around 3.15%, less than PHRAX's 5.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JERIX Janus Henderson Global Real Estate Fund | 3.15% | 3.25% | 2.78% | 2.70% | 1.54% | 5.83% | 1.55% | 4.59% | 5.20% | 4.44% | 4.51% | 4.66% |
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 5.63% | 5.93% | 8.39% | 12.35% | 11.12% | 4.45% | 5.58% | 21.34% | 19.03% | 18.54% | 21.22% | 20.04% |
Drawdowns
JERIX vs. PHRAX - Drawdown Comparison
The maximum JERIX drawdown since its inception was -65.94%, smaller than the maximum PHRAX drawdown of -72.56%. Use the drawdown chart below to compare losses from any high point for JERIX and PHRAX.
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Drawdown Indicators
| JERIX | PHRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.94% | -72.56% | +6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -9.03% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -33.51% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.36% | -42.00% | +2.64% |
Current DrawdownCurrent decline from peak | -8.40% | -5.65% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -11.42% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.15% | -0.36% |
Volatility
JERIX vs. PHRAX - Volatility Comparison
Janus Henderson Global Real Estate Fund (JERIX) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) have volatilities of 4.64% and 4.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JERIX | PHRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 4.59% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | 9.17% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 16.52% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 19.09% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 20.97% | -4.08% |