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JNGIX vs. VHYAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JNGIX and VHYAX is 0.84, 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.


-0.50.00.51.00.8

Performance

JNGIX vs. VHYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Growth And Income Fund (JNGIX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%SeptemberOctoberNovemberDecember2025February
44.16%
93.71%
JNGIX
VHYAX

Key characteristics

Sharpe Ratio

JNGIX:

0.03

VHYAX:

1.87

Sortino Ratio

JNGIX:

0.14

VHYAX:

2.64

Omega Ratio

JNGIX:

1.03

VHYAX:

1.33

Calmar Ratio

JNGIX:

0.04

VHYAX:

3.46

Martin Ratio

JNGIX:

0.09

VHYAX:

9.86

Ulcer Index

JNGIX:

6.01%

VHYAX:

2.07%

Daily Std Dev

JNGIX:

17.41%

VHYAX:

10.95%

Max Drawdown

JNGIX:

-35.48%

VHYAX:

-35.14%

Current Drawdown

JNGIX:

-12.32%

VHYAX:

-1.25%

Returns By Period

In the year-to-date period, JNGIX achieves a 3.11% return, which is significantly lower than VHYAX's 4.52% return.


JNGIX

YTD

3.11%

1M

-1.41%

6M

-6.53%

1Y

-1.36%

5Y*

4.78%

10Y*

5.30%

VHYAX

YTD

4.52%

1M

0.25%

6M

7.56%

1Y

18.69%

5Y*

11.40%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JNGIX vs. VHYAX - Expense Ratio Comparison

JNGIX has a 0.75% expense ratio, which is higher than VHYAX's 0.08% expense ratio.


JNGIX
Janus Henderson Growth And Income Fund
Expense ratio chart for JNGIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VHYAX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

JNGIX vs. VHYAX — Risk-Adjusted Performance Rank

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

JNGIX
The Risk-Adjusted Performance Rank of JNGIX is 88
Overall Rank
The Sharpe Ratio Rank of JNGIX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of JNGIX is 88
Sortino Ratio Rank
The Omega Ratio Rank of JNGIX is 99
Omega Ratio Rank
The Calmar Ratio Rank of JNGIX is 99
Calmar Ratio Rank
The Martin Ratio Rank of JNGIX is 88
Martin Ratio Rank

VHYAX
The Risk-Adjusted Performance Rank of VHYAX is 8787
Overall Rank
The Sharpe Ratio Rank of VHYAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYAX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VHYAX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VHYAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VHYAX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JNGIX vs. VHYAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Growth And Income Fund (JNGIX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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.


Sharpe ratio
The chart of Sharpe ratio for JNGIX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.000.031.87
The chart of Sortino ratio for JNGIX, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.000.142.64
The chart of Omega ratio for JNGIX, currently valued at 1.03, compared to the broader market1.002.003.004.001.031.33
The chart of Calmar ratio for JNGIX, currently valued at 0.04, compared to the broader market0.005.0010.0015.0020.000.043.46
The chart of Martin ratio for JNGIX, currently valued at 0.09, compared to the broader market0.0020.0040.0060.0080.000.099.86
JNGIX
VHYAX

The current JNGIX Sharpe Ratio is 0.03, which is lower than the VHYAX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of JNGIX and VHYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.03
1.87
JNGIX
VHYAX

Dividends

JNGIX vs. VHYAX - Dividend Comparison

JNGIX's dividend yield for the trailing twelve months is around 1.05%, less than VHYAX's 2.60% yield.


TTM20242023202220212020201920182017201620152014
JNGIX
Janus Henderson Growth And Income Fund
1.05%1.08%1.16%1.28%0.81%1.34%1.77%2.06%1.77%2.37%2.03%2.08%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
2.60%2.72%3.10%2.98%2.74%3.16%3.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JNGIX vs. VHYAX - Drawdown Comparison

The maximum JNGIX drawdown since its inception was -35.48%, roughly equal to the maximum VHYAX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for JNGIX and VHYAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.32%
-1.25%
JNGIX
VHYAX

Volatility

JNGIX vs. VHYAX - Volatility Comparison

Janus Henderson Growth And Income Fund (JNGIX) has a higher volatility of 3.41% compared to Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) at 2.58%. This indicates that JNGIX's price experiences larger fluctuations and is considered to be riskier than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
3.41%
2.58%
JNGIX
VHYAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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