JFRDX vs. SWPPX
Compare and contrast key facts about Janus Henderson Forty Fund Class D (JFRDX) and Schwab S&P 500 Index Fund (SWPPX).
JFRDX is an actively managed fund by Janus Henderson. It was launched on Dec 31, 2009. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
JFRDX vs. SWPPX - Performance Comparison
Loading graphics...
JFRDX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | -15.98% | 18.31% | 28.26% | 40.01% | -33.58% | 22.73% | 39.22% | 36.75% | 1.49% | 16.74% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 19.48% |
Returns By Period
In the year-to-date period, JFRDX achieves a -15.98% return, which is significantly lower than SWPPX's -7.07% return.
JFRDX
- 1D
- -0.47%
- 1M
- -8.87%
- YTD
- -15.98%
- 6M
- -15.75%
- 1Y
- 8.94%
- 3Y*
- 16.09%
- 5Y*
- 7.40%
- 10Y*
- —
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JFRDX vs. SWPPX - Expense Ratio Comparison
JFRDX has a 0.63% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
JFRDX vs. SWPPX — Risk / Return Rank
JFRDX
SWPPX
JFRDX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund Class D (JFRDX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.84 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.30 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.27 | 1.06 | -0.78 |
Martin ratioReturn relative to average drawdown | 0.95 | 5.14 | -4.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JFRDX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.84 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.68 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.48 | +0.15 |
Correlation
The correlation between JFRDX and SWPPX is 0.92, 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. SWPPX - Dividend Comparison
JFRDX's dividend yield for the trailing twelve months is around 15.59%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | 15.59% | 13.10% | 11.27% | 9.12% | 0.06% | 10.12% | 8.26% | 7.21% | 8.88% | 9.68% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
JFRDX vs. SWPPX - Drawdown Comparison
The maximum JFRDX drawdown since its inception was -40.91%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for JFRDX and SWPPX.
Loading graphics...
Drawdown Indicators
| JFRDX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.91% | -55.06% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -12.10% | -6.95% |
Max Drawdown (5Y)Largest decline over 5 years | -40.91% | -24.51% | -16.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -19.05% | -8.89% | -10.16% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -10.00% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 2.49% | +2.99% |
Volatility
JFRDX vs. SWPPX - Volatility Comparison
Janus Henderson Forty Fund Class D (JFRDX) has a higher volatility of 6.14% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that JFRDX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JFRDX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 4.29% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 9.11% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 18.14% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.92% | 16.89% | +5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 18.19% | +3.90% |