JNGIX vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Janus Henderson Growth And Income Fund (JNGIX) and S&P 500 Index (^GSPC).

JNGIX is managed by Janus Henderson. It was launched on May 15, 1991.

Performance

JNGIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Growth And Income Fund (JNGIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

JNGIX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JNGIX Janus Henderson Growth And Income Fund	-7.39%	20.07%	15.26%	18.06%	-14.27%	28.97%	10.35%	27.14%	-1.96%	24.20%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, JNGIX achieves a -7.39% return, which is significantly lower than ^GSPC's -4.63% return. Both investments have delivered pretty close results over the past 10 years, with JNGIX having a 12.08% annualized return and ^GSPC not far ahead at 12.16%.

JNGIX

• 1D: -0.52%
• 1M: -8.95%
• YTD: -7.39%
• 6M: -5.00%
• 1Y: 16.30%
• 3Y*: 13.06%
• 5Y*: 9.45%
• 10Y*: 12.08%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JNGIX vs. ^GSPC — Risk / Return Rank

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

JNGIX

JNGIX Risk / Return Rank: 52
JNGIX Sharpe Ratio Rank: 47
JNGIX Sortino Ratio Rank: 53
JNGIX Omega Ratio Rank: 53
JNGIX Calmar Ratio Rank: 52
JNGIX Martin Ratio Rank: 57

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

JNGIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Growth And Income Fund (JNGIX) and S&P 500 Index (^GSPC). 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.

	JNGIX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.92	0.90	+0.02
Sortino ratio Return per unit of downside risk	1.43	1.39	+0.04
Omega ratio Gain probability vs. loss probability	1.21	1.21	0.00
Calmar ratio Return relative to maximum drawdown	1.24	1.40	-0.16
Martin ratio Return relative to average drawdown	5.46	6.61	-1.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JNGIX vs. ^GSPC - Sharpe Ratio Comparison

The current JNGIX Sharpe Ratio is 0.92, which is comparable to the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of JNGIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JNGIX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	0.90	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.61	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.68	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.46	-0.01

Correlation

The correlation between JNGIX and ^GSPC is 0.92, 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.

Drawdowns

JNGIX vs. ^GSPC - Drawdown Comparison

The maximum JNGIX drawdown since its inception was -63.66%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JNGIX and ^GSPC.

Drawdown Indicators

	JNGIX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-63.66%	-56.78%	-6.88%
Max Drawdown (1Y) Largest decline over 1 year	-11.77%	-12.14%	+0.37%
Max Drawdown (5Y) Largest decline over 5 years	-26.75%	-25.43%	-1.32%
Max Drawdown (10Y) Largest decline over 10 years	-35.48%	-33.92%	-1.56%
Current Drawdown Current decline from peak	-10.14%	-6.45%	-3.69%
Average Drawdown Average peak-to-trough decline	-15.50%	-10.75%	-4.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	2.57%	+0.11%

Volatility

JNGIX vs. ^GSPC - Volatility Comparison

The current volatility for Janus Henderson Growth And Income Fund (JNGIX) is 4.38%, while S&P 500 Index (^GSPC) has a volatility of 5.34%. This indicates that JNGIX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JNGIX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	5.34%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	9.57%	9.54%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	18.72%	18.33%	+0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.55%	16.91%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	18.05%	+0.78%