JFRDX vs. JAGRX
Compare and contrast key facts about Janus Henderson Forty Fund Class D (JFRDX) and Janus Henderson VIT Research Portfolio (JAGRX).
JFRDX is an actively managed fund by Janus Henderson. It was launched on Dec 31, 2009. JAGRX is managed by Janus Henderson. It was launched on Sep 13, 1993.
Performance
JFRDX vs. JAGRX - Performance Comparison
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JFRDX vs. JAGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | -12.26% | 18.31% | 28.26% | 40.01% | -33.58% | 22.73% | 39.22% | 36.75% | 1.49% | 16.74% |
JAGRX Janus Henderson VIT Research Portfolio | -10.66% | 18.43% | 35.33% | 43.17% | -29.45% | 20.41% | 32.28% | 35.60% | -2.58% | 22.64% |
Returns By Period
In the year-to-date period, JFRDX achieves a -12.26% return, which is significantly lower than JAGRX's -10.66% return.
JFRDX
- 1D
- 4.43%
- 1M
- -5.12%
- YTD
- -12.26%
- 6M
- -12.49%
- 1Y
- 12.99%
- 3Y*
- 17.78%
- 5Y*
- 7.92%
- 10Y*
- —
JAGRX
- 1D
- 3.87%
- 1M
- -6.00%
- YTD
- -10.66%
- 6M
- -10.22%
- 1Y
- 16.02%
- 3Y*
- 21.59%
- 5Y*
- 11.17%
- 10Y*
- 14.71%
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JFRDX vs. JAGRX - Expense Ratio Comparison
JFRDX has a 0.63% expense ratio, which is higher than JAGRX's 0.60% expense ratio.
Return for Risk
JFRDX vs. JAGRX — Risk / Return Rank
JFRDX
JAGRX
JFRDX vs. JAGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund Class D (JFRDX) and Janus Henderson VIT Research Portfolio (JAGRX). 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.
| JFRDX | JAGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.76 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.25 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.99 | -0.31 |
Martin ratioReturn relative to average drawdown | 2.33 | 3.52 | -1.19 |
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
| JFRDX | JAGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.76 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.51 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.48 | +0.18 |
Correlation
The correlation between JFRDX and JAGRX is 0.98, 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
JFRDX vs. JAGRX - Dividend Comparison
JFRDX's dividend yield for the trailing twelve months is around 14.93%, more than JAGRX's 8.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | 14.93% | 13.10% | 11.27% | 9.12% | 0.06% | 10.12% | 8.26% | 7.21% | 8.88% | 9.68% | 0.00% | 0.00% |
JAGRX Janus Henderson VIT Research Portfolio | 8.29% | 7.41% | 2.63% | 0.12% | 24.98% | 4.91% | 7.66% | 10.73% | 6.12% | 1.23% | 6.99% | 22.73% |
Drawdowns
JFRDX vs. JAGRX - Drawdown Comparison
The maximum JFRDX drawdown since its inception was -40.91%, smaller than the maximum JAGRX drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for JFRDX and JAGRX.
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Drawdown Indicators
| JFRDX | JAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.91% | -63.35% | +22.44% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -17.07% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -40.91% | -35.99% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.99% | — |
Current DrawdownCurrent decline from peak | -15.46% | -13.86% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -18.47% | +10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 4.79% | +0.78% |
Volatility
JFRDX vs. JAGRX - Volatility Comparison
Janus Henderson Forty Fund Class D (JFRDX) has a higher volatility of 7.76% compared to Janus Henderson VIT Research Portfolio (JAGRX) at 7.07%. This indicates that JFRDX's price experiences larger fluctuations and is considered to be riskier than JAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFRDX | JAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 7.07% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 12.66% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.93% | 22.54% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 22.05% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 21.26% | +0.87% |