JMUIX vs. FADMX
Compare and contrast key facts about Janus Henderson Multi-Sector Income Fund (JMUIX) and Fidelity Strategic Income Fund (FADMX).
JMUIX is managed by Janus Henderson. It was launched on Feb 27, 2014. FADMX is managed by Fidelity. It was launched on Oct 31, 1994.
Performance
JMUIX vs. FADMX - Performance Comparison
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JMUIX vs. FADMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JMUIX Janus Henderson Multi-Sector Income Fund | -1.21% | 9.63% | 7.01% | 10.39% | -11.91% | 3.26% | 5.48% | 11.21% | 0.48% |
FADMX Fidelity Strategic Income Fund | -0.89% | 9.01% | 6.07% | 9.55% | -11.84% | 3.46% | 6.72% | 11.06% | -2.02% |
Returns By Period
In the year-to-date period, JMUIX achieves a -1.21% return, which is significantly lower than FADMX's -0.89% return.
JMUIX
- 1D
- 0.23%
- 1M
- -2.27%
- YTD
- -1.21%
- 6M
- 0.73%
- 1Y
- 6.08%
- 3Y*
- 7.34%
- 5Y*
- 2.83%
- 10Y*
- 4.54%
FADMX
- 1D
- 0.00%
- 1M
- -2.62%
- YTD
- -0.89%
- 6M
- 0.47%
- 1Y
- 7.18%
- 3Y*
- 6.77%
- 5Y*
- 2.82%
- 10Y*
- —
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JMUIX vs. FADMX - Expense Ratio Comparison
JMUIX has a 0.69% expense ratio, which is higher than FADMX's 0.66% expense ratio.
Return for Risk
JMUIX vs. FADMX — Risk / Return Rank
JMUIX
FADMX
JMUIX vs. FADMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Multi-Sector Income Fund (JMUIX) and Fidelity Strategic Income Fund (FADMX). 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.
| JMUIX | FADMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 2.14 | -0.15 |
Sortino ratioReturn per unit of downside risk | 3.13 | 2.98 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.88 | -0.19 |
Martin ratioReturn relative to average drawdown | 11.21 | 11.44 | -0.23 |
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
| JMUIX | FADMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.14 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.77 | +0.35 |
Correlation
The correlation between JMUIX and FADMX is 0.79, 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
JMUIX vs. FADMX - Dividend Comparison
JMUIX's dividend yield for the trailing twelve months is around 6.09%, more than FADMX's 4.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUIX Janus Henderson Multi-Sector Income Fund | 6.09% | 6.57% | 7.00% | 6.66% | 5.15% | 4.25% | 4.62% | 4.99% | 4.69% | 5.66% | 5.16% | 4.86% |
FADMX Fidelity Strategic Income Fund | 4.06% | 4.33% | 4.21% | 4.31% | 2.91% | 4.23% | 3.82% | 4.34% | 2.74% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMUIX vs. FADMX - Drawdown Comparison
The maximum JMUIX drawdown since its inception was -16.09%, roughly equal to the maximum FADMX drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for JMUIX and FADMX.
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Drawdown Indicators
| JMUIX | FADMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.09% | -15.98% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -2.62% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -15.99% | -15.98% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -16.09% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -2.62% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -3.12% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.66% | -0.06% |
Volatility
JMUIX vs. FADMX - Volatility Comparison
The current volatility for Janus Henderson Multi-Sector Income Fund (JMUIX) is 1.29%, while Fidelity Strategic Income Fund (FADMX) has a volatility of 1.54%. This indicates that JMUIX experiences smaller price fluctuations and is considered to be less risky than FADMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMUIX | FADMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.54% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 2.38% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 3.54% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.37% | 4.44% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.01% | 4.77% | -0.76% |