JNRFX vs. JANIX
Compare and contrast key facts about Janus Henderson Research Fund (JNRFX) and Janus Henderson Triton Fund (JANIX).
JNRFX is managed by Janus Henderson. It was launched on May 3, 1993. JANIX is managed by Janus Henderson. It was launched on Feb 25, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNRFX or JANIX.
Key characteristics
| JNRFX | JANIX | |
|---|---|---|
| YTD Return | 24.81% | 9.37% |
| 1Y Return | 37.56% | 17.24% |
| 3Y Return (Ann) | 9.15% | -1.18% |
| 5Y Return (Ann) | 16.73% | 6.24% |
| 10Y Return (Ann) | 14.08% | 9.37% |
| Sharpe Ratio | 1.99 | 0.84 |
| Daily Std Dev | 17.58% | 19.46% |
| Max Drawdown | -36.48% | -39.70% |
| Current Drawdown | -4.01% | -8.20% |
Correlation
The correlation between JNRFX and JANIX is 0.86, 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.
Performance
JNRFX vs. JANIX - Performance Comparison
In the year-to-date period, JNRFX achieves a 24.81% return, which is significantly higher than JANIX's 9.37% return. Over the past 10 years, JNRFX has outperformed JANIX with an annualized return of 14.08%, while JANIX has yielded a comparatively lower 9.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JNRFX vs. JANIX - Expense Ratio Comparison
JNRFX has a 0.66% expense ratio, which is lower than JANIX's 0.78% expense ratio.
Risk-Adjusted Performance
JNRFX vs. JANIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund (JNRFX) and Janus Henderson Triton Fund (JANIX). 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.
Dividends
JNRFX vs. JANIX - Dividend Comparison
JNRFX's dividend yield for the trailing twelve months is around 2.34%, less than JANIX's 6.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNRFX Janus Henderson Research Fund | 2.34% | 2.93% | 0.43% | 13.01% | 2.98% | 10.76% | 11.06% | 8.47% | 5.70% | 9.66% | 14.60% | 0.74% |
JANIX Janus Henderson Triton Fund | 6.53% | 7.15% | 6.24% | 20.40% | 4.12% | 4.26% | 7.50% | 5.08% | 2.88% | 7.92% | 10.13% | 3.75% |
Drawdowns
JNRFX vs. JANIX - Drawdown Comparison
The maximum JNRFX drawdown since its inception was -36.48%, smaller than the maximum JANIX drawdown of -39.70%. Use the drawdown chart below to compare losses from any high point for JNRFX and JANIX. For additional features, visit the drawdowns tool.
Volatility
JNRFX vs. JANIX - Volatility Comparison
Janus Henderson Research Fund (JNRFX) has a higher volatility of 5.92% compared to Janus Henderson Triton Fund (JANIX) at 4.49%. This indicates that JNRFX's price experiences larger fluctuations and is considered to be riskier than JANIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.