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JMGRX vs. LSHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMGRX vs. LSHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Enterprise Fund Class I (JMGRX) and Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX). The values are adjusted to include any dividend payments, if applicable.

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JMGRX vs. LSHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMGRX
Janus Enterprise Fund Class I
-8.45%7.66%15.28%18.03%-15.99%17.07%20.43%35.28%-0.88%26.36%
LSHAX
Kinetics Spin-Off and Corporate Restructuring Fund
50.22%-19.53%82.16%-19.74%39.45%42.75%5.23%31.30%-8.18%15.65%

Returns By Period

In the year-to-date period, JMGRX achieves a -8.45% return, which is significantly lower than LSHAX's 50.22% return. Over the past 10 years, JMGRX has underperformed LSHAX with an annualized return of 11.30%, while LSHAX has yielded a comparatively higher 19.52% annualized return.


JMGRX

1D
-0.36%
1M
-8.30%
YTD
-8.45%
6M
-6.83%
1Y
2.70%
3Y*
7.32%
5Y*
4.69%
10Y*
11.30%

LSHAX

1D
-7.12%
1M
-9.27%
YTD
50.22%
6M
41.09%
1Y
5.55%
3Y*
29.23%
5Y*
17.40%
10Y*
19.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMGRX vs. LSHAX - Expense Ratio Comparison

JMGRX has a 0.76% expense ratio, which is lower than LSHAX's 1.68% expense ratio.


Return for Risk

JMGRX vs. LSHAX — Risk / Return Rank

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

JMGRX
JMGRX Risk / Return Rank: 88
Overall Rank
JMGRX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JMGRX Sortino Ratio Rank: 88
Sortino Ratio Rank
JMGRX Omega Ratio Rank: 88
Omega Ratio Rank
JMGRX Calmar Ratio Rank: 88
Calmar Ratio Rank
JMGRX Martin Ratio Rank: 88
Martin Ratio Rank

LSHAX
LSHAX Risk / Return Rank: 99
Overall Rank
LSHAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LSHAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
LSHAX Omega Ratio Rank: 1111
Omega Ratio Rank
LSHAX Calmar Ratio Rank: 88
Calmar Ratio Rank
LSHAX Martin Ratio Rank: 77
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.

JMGRX vs. LSHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX). 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.


JMGRXLSHAXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.17

-0.01

Sortino ratio

Return per unit of downside risk

0.35

0.53

-0.18

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratio

Return relative to maximum drawdown

0.11

0.12

-0.01

Martin ratio

Return relative to average drawdown

0.39

0.19

+0.20

JMGRX vs. LSHAX - Sharpe Ratio Comparison

The current JMGRX Sharpe Ratio is 0.15, which is comparable to the LSHAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of JMGRX and LSHAX, 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


JMGRXLSHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.17

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.52

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.65

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.35

+0.22

Correlation

The correlation between JMGRX and LSHAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JMGRX vs. LSHAX - Dividend Comparison

JMGRX's dividend yield for the trailing twelve months is around 8.15%, more than LSHAX's 7.71% yield.


TTM20252024202320222021202020192018201720162015
JMGRX
Janus Enterprise Fund Class I
8.15%7.46%6.97%7.46%10.42%15.91%8.44%4.47%6.42%1.77%1.81%3.63%
LSHAX
Kinetics Spin-Off and Corporate Restructuring Fund
7.71%11.59%4.66%9.40%1.76%0.11%0.53%0.00%4.85%3.94%1.84%0.00%

Drawdowns

JMGRX vs. LSHAX - Drawdown Comparison

The maximum JMGRX drawdown since its inception was -55.48%, smaller than the maximum LSHAX drawdown of -69.03%. Use the drawdown chart below to compare losses from any high point for JMGRX and LSHAX.


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Drawdown Indicators


JMGRXLSHAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-69.03%

+13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-37.04%

+24.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-45.79%

+21.58%

Max Drawdown (10Y)

Largest decline over 10 years

-38.25%

-50.78%

+12.53%

Current Drawdown

Current decline from peak

-11.39%

-15.53%

+4.14%

Average Drawdown

Average peak-to-trough decline

-5.75%

-21.94%

+16.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

24.25%

-20.70%

Volatility

JMGRX vs. LSHAX - Volatility Comparison

The current volatility for Janus Enterprise Fund Class I (JMGRX) is 4.44%, while Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX) has a volatility of 9.76%. This indicates that JMGRX experiences smaller price fluctuations and is considered to be less risky than LSHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMGRXLSHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

9.76%

-5.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

27.25%

-17.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

40.86%

-22.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

33.69%

-16.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

30.16%

-11.51%