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JMUIX vs. RFXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMUIX vs. RFXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Multi-Sector Income Fund (JMUIX) and Rational Special Situations Income Fund (RFXIX). The values are adjusted to include any dividend payments, if applicable.

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JMUIX vs. RFXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMUIX
Janus Henderson Multi-Sector Income Fund
-1.21%9.63%7.01%10.39%-11.91%3.26%5.48%3.71%
RFXIX
Rational Special Situations Income Fund
1.01%4.73%8.95%4.08%-0.85%5.30%2.84%1.91%

Returns By Period

In the year-to-date period, JMUIX achieves a -1.21% return, which is significantly lower than RFXIX's 1.01% 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%

RFXIX

1D
0.12%
1M
-0.27%
YTD
1.01%
6M
2.55%
1Y
4.36%
3Y*
5.84%
5Y*
4.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMUIX vs. RFXIX - Expense Ratio Comparison

JMUIX has a 0.69% expense ratio, which is lower than RFXIX's 1.76% expense ratio.


Return for Risk

JMUIX vs. RFXIX — Risk / Return Rank

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

JMUIX
JMUIX Risk / Return Rank: 9393
Overall Rank
JMUIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JMUIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
JMUIX Omega Ratio Rank: 9191
Omega Ratio Rank
JMUIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
JMUIX Martin Ratio Rank: 9292
Martin Ratio Rank

RFXIX
RFXIX Risk / Return Rank: 9797
Overall Rank
RFXIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RFXIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
RFXIX Omega Ratio Rank: 9797
Omega Ratio Rank
RFXIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RFXIX Martin Ratio Rank: 9797
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.

JMUIX vs. RFXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Multi-Sector Income Fund (JMUIX) and Rational Special Situations Income Fund (RFXIX). 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.


JMUIXRFXIXDifference

Sharpe ratio

Return per unit of total volatility

1.99

2.77

-0.77

Sortino ratio

Return per unit of downside risk

3.13

3.92

-0.80

Omega ratio

Gain probability vs. loss probability

1.43

1.73

-0.31

Calmar ratio

Return relative to maximum drawdown

2.70

4.22

-1.52

Martin ratio

Return relative to average drawdown

11.21

15.72

-4.51

JMUIX vs. RFXIX - Sharpe Ratio Comparison

The current JMUIX Sharpe Ratio is 1.99, which is comparable to the RFXIX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of JMUIX and RFXIX, 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


JMUIXRFXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.77

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

2.20

-1.55

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

1.39

-0.28

Correlation

The correlation between JMUIX and RFXIX is 0.44, 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

JMUIX vs. RFXIX - Dividend Comparison

JMUIX's dividend yield for the trailing twelve months is around 6.09%, more than RFXIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
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%
RFXIX
Rational Special Situations Income Fund
5.57%5.02%6.69%7.85%6.08%5.04%4.99%1.39%0.00%0.00%0.00%0.00%

Drawdowns

JMUIX vs. RFXIX - Drawdown Comparison

The maximum JMUIX drawdown since its inception was -16.09%, which is greater than RFXIX's maximum drawdown of -12.91%. Use the drawdown chart below to compare losses from any high point for JMUIX and RFXIX.


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Drawdown Indicators


JMUIXRFXIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-12.91%

-3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-0.94%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-4.93%

-11.06%

Max Drawdown (10Y)

Largest decline over 10 years

-16.09%

Current Drawdown

Current decline from peak

-2.27%

-0.27%

-2.00%

Average Drawdown

Average peak-to-trough decline

-2.15%

-0.89%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.28%

+0.32%

Volatility

JMUIX vs. RFXIX - Volatility Comparison

Janus Henderson Multi-Sector Income Fund (JMUIX) has a higher volatility of 1.29% compared to Rational Special Situations Income Fund (RFXIX) at 0.37%. This indicates that JMUIX's price experiences larger fluctuations and is considered to be riskier than RFXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMUIXRFXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.37%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

0.88%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

1.56%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.37%

1.95%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

2.98%

+1.03%