JGINX vs. BTMKX
JGINX (Janus Henderson Growth and Income Fund Class I) and BTMKX (iShares MSCI EAFE International Index Fund) are both mutual funds - JGINX is a Large Cap Blend Equities fund actively managed by Janus Henderson, while BTMKX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index. JGINX is actively managed, while BTMKX is passively managed. Over the past 10 years, JGINX returned 14.42%/yr vs 10.36%/yr for BTMKX. A 0.78 correlation means they provide meaningful diversification when combined. JGINX charges 0.71%/yr vs 0.05%/yr for BTMKX.
Performance
JGINX vs. BTMKX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JGINX having a 9.09% return and BTMKX slightly higher at 9.24%. Over the past 10 years, JGINX has outperformed BTMKX with an annualized return of 14.42%, while BTMKX has yielded a comparatively lower 10.36% annualized return.
JGINX
- 1D
- -0.04%
- 1M
- 0.85%
- YTD
- 9.09%
- 6M
- 7.82%
- 1Y
- 20.92%
- 3Y*
- 18.02%
- 5Y*
- 11.66%
- 10Y*
- 14.42%
BTMKX
- 1D
- 0.81%
- 1M
- -0.05%
- YTD
- 9.24%
- 6M
- 8.68%
- 1Y
- 20.64%
- 3Y*
- 17.14%
- 5Y*
- 8.84%
- 10Y*
- 10.36%
JGINX vs. BTMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGINX Janus Henderson Growth and Income Fund Class I | 9.09% | 20.11% | 15.29% | 18.11% | -14.22% | 29.03% | 10.39% | 27.03% | -1.88% | 24.25% |
BTMKX iShares MSCI EAFE International Index Fund | 9.24% | 31.70% | 3.70% | 18.37% | -14.04% | 11.30% | 8.07% | 21.96% | -13.38% | 25.17% |
Correlation
The correlation between JGINX and BTMKX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.78 |
The correlation between JGINX and BTMKX has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
JGINX vs. BTMKX — Risk / Return Rank
JGINX
BTMKX
JGINX vs. BTMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Growth and Income Fund Class I (JGINX) and iShares MSCI EAFE International Index Fund (BTMKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JGINX | BTMKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.95 | +0.24 |
| Martin ratioReturn relative to average drawdown | 9.68 | 7.26 | +2.42 |
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Drawdowns
JGINX vs. BTMKX - Drawdown Comparison
The maximum JGINX drawdown since its inception was -65.09%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for JGINX and BTMKX.
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Drawdown Indicators
| JGINX | BTMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.09% | -33.92% | -31.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -11.30% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -26.73% | -13.66% | -13.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.73% | -29.23% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.48% | -33.92% | -1.56% |
Current DrawdownCurrent decline from peak | -1.54% | -1.49% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -7.74% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 3.02% | -0.73% |
Volatility
JGINX vs. BTMKX - Volatility Comparison
The current volatility for Janus Henderson Growth and Income Fund Class I (JGINX) is 4.67%, while iShares MSCI EAFE International Index Fund (BTMKX) has a volatility of 5.23%. This indicates that JGINX experiences smaller price fluctuations and is considered to be less risky than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGINX | BTMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 5.23% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 13.09% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 15.66% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 16.27% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 16.43% | +2.25% |
JGINX vs. BTMKX - Expense Ratio Comparison
JGINX has a 0.71% expense ratio, which is higher than BTMKX's 0.05% expense ratio.
Dividends
JGINX vs. BTMKX - Dividend Comparison
JGINX's dividend yield for the trailing twelve months is around 13.86%, more than BTMKX's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 3.43% | 3.74% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% |
JGINX Janus Henderson Growth and Income Fund Class I | 13.86% | 15.00% | 15.37% | 7.93% | 6.74% | 5.62% | 4.26% | 3.82% | 8.08% | 2.97% | 8.95% | 9.65% |
Frequently Asked Questions
JGINX and BTMKX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTMKX has higher volatility (5.23%) compared to JGINX (4.67%). In terms of maximum drawdown, JGINX dropped -65.09% vs BTMKX's -33.92%.
JGINX currently has the higher Sharpe Ratio (1.69 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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