JMUIX vs. VMSIX
Compare and contrast key facts about Janus Henderson Multi-Sector Income Fund (JMUIX) and Vanguard Multi-Sector Income Bond Inv (VMSIX).
JMUIX is managed by Janus Henderson. It was launched on Feb 27, 2014. VMSIX is an actively managed fund by Vanguard. It was launched on Oct 14, 2021.
Performance
JMUIX vs. VMSIX - Performance Comparison
Loading graphics...
JMUIX vs. VMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JMUIX Janus Henderson Multi-Sector Income Fund | -1.21% | 9.63% | 7.01% | 10.39% | -10.54% |
VMSIX Vanguard Multi-Sector Income Bond Inv | -1.00% | 9.09% | 6.68% | 10.43% | -8.50% |
Returns By Period
In the year-to-date period, JMUIX achieves a -1.21% return, which is significantly lower than VMSIX's -1.00% 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%
VMSIX
- 1D
- 0.22%
- 1M
- -1.88%
- YTD
- -1.00%
- 6M
- 0.67%
- 1Y
- 5.96%
- 3Y*
- 7.10%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JMUIX vs. VMSIX - Expense Ratio Comparison
JMUIX has a 0.69% expense ratio, which is higher than VMSIX's 0.45% expense ratio.
Return for Risk
JMUIX vs. VMSIX — Risk / Return Rank
JMUIX
VMSIX
JMUIX vs. VMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Multi-Sector Income Fund (JMUIX) and Vanguard Multi-Sector Income Bond Inv (VMSIX). 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 | VMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 2.08 | -0.09 |
Sortino ratioReturn per unit of downside risk | 3.13 | 2.93 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.27 | +0.43 |
Martin ratioReturn relative to average drawdown | 11.21 | 10.30 | +0.91 |
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
| JMUIX | VMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.08 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
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 | 0.79 | +0.33 |
Correlation
The correlation between JMUIX and VMSIX is 0.80, 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. VMSIX - Dividend Comparison
JMUIX's dividend yield for the trailing twelve months is around 6.09%, more than VMSIX's 5.07% 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% |
VMSIX Vanguard Multi-Sector Income Bond Inv | 5.07% | 5.56% | 6.37% | 5.43% | 3.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMUIX vs. VMSIX - Drawdown Comparison
The maximum JMUIX drawdown since its inception was -16.09%, which is greater than VMSIX's maximum drawdown of -13.11%. Use the drawdown chart below to compare losses from any high point for JMUIX and VMSIX.
Loading graphics...
Drawdown Indicators
| JMUIX | VMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.09% | -13.11% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -2.65% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -15.99% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.09% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -1.99% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -3.19% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.58% | +0.02% |
Volatility
JMUIX vs. VMSIX - Volatility Comparison
Janus Henderson Multi-Sector Income Fund (JMUIX) and Vanguard Multi-Sector Income Bond Inv (VMSIX) have volatilities of 1.29% and 1.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JMUIX | VMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.23% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 1.67% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 2.91% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.37% | 4.75% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.01% | 4.75% | -0.74% |