JNGIX vs. DFIEX
Compare and contrast key facts about Janus Henderson Growth And Income Fund (JNGIX) and DFA International Core Equity Portfolio I (DFIEX).
JNGIX is managed by Janus Henderson. It was launched on May 15, 1991. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JNGIX vs. DFIEX - Performance Comparison
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JNGIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNGIX Janus Henderson Growth And Income Fund | -4.86% | 20.07% | 15.26% | 18.06% | -14.27% | 28.97% | 10.35% | 27.14% | -1.96% | 24.20% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, JNGIX achieves a -4.86% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, JNGIX has outperformed DFIEX with an annualized return of 12.38%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
JNGIX
- 1D
- 2.72%
- 1M
- -6.13%
- YTD
- -4.86%
- 6M
- -2.94%
- 1Y
- 19.14%
- 3Y*
- 14.08%
- 5Y*
- 9.84%
- 10Y*
- 12.38%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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JNGIX vs. DFIEX - Expense Ratio Comparison
JNGIX has a 0.75% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JNGIX vs. DFIEX — Risk / Return Rank
JNGIX
DFIEX
JNGIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Growth And Income Fund (JNGIX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.95 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.55 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.57 | -0.85 |
Martin ratioReturn relative to average drawdown | 7.46 | 10.07 | -2.61 |
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
| JNGIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.95 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.35 | +0.10 |
Correlation
The correlation between JNGIX and DFIEX 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
JNGIX vs. DFIEX - Dividend Comparison
JNGIX's dividend yield for the trailing twelve months is around 15.57%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNGIX Janus Henderson Growth And Income Fund | 15.57% | 14.98% | 15.34% | 7.88% | 6.69% | 5.59% | 4.22% | 3.89% | 7.99% | 2.92% | 7.88% | 9.59% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JNGIX vs. DFIEX - Drawdown Comparison
The maximum JNGIX drawdown since its inception was -63.66%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JNGIX and DFIEX.
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Drawdown Indicators
| JNGIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -62.22% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -11.01% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.75% | -28.66% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.48% | -41.04% | +5.56% |
Current DrawdownCurrent decline from peak | -7.69% | -7.75% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -15.49% | -12.26% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.81% | -0.09% |
Volatility
JNGIX vs. DFIEX - Volatility Comparison
The current volatility for Janus Henderson Growth And Income Fund (JNGIX) is 5.38%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that JNGIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNGIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 7.09% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 10.45% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 15.90% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 15.65% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 16.35% | +2.50% |