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JNRFX vs. NGUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNRFX vs. NGUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Research Fund (JNRFX) and Neuberger Berman Guardian Fund (NGUAX). The values are adjusted to include any dividend payments, if applicable.

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JNRFX vs. NGUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNRFX
Janus Henderson Research Fund
-10.67%18.45%35.13%43.14%-29.96%20.19%32.82%35.40%-2.73%25.90%
NGUAX
Neuberger Berman Guardian Fund
-8.55%14.38%23.80%35.98%-24.47%27.43%34.56%36.69%-7.16%25.28%

Returns By Period

In the year-to-date period, JNRFX achieves a -10.67% return, which is significantly lower than NGUAX's -8.55% return. Both investments have delivered pretty close results over the past 10 years, with JNRFX having a 14.57% annualized return and NGUAX not far behind at 14.49%.


JNRFX

1D
3.86%
1M
-6.01%
YTD
-10.67%
6M
-10.21%
1Y
15.96%
3Y*
21.52%
5Y*
10.93%
10Y*
14.57%

NGUAX

1D
3.35%
1M
-4.60%
YTD
-8.55%
6M
-8.31%
1Y
13.08%
3Y*
15.89%
5Y*
9.97%
10Y*
14.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNRFX vs. NGUAX - Expense Ratio Comparison

JNRFX has a 0.66% expense ratio, which is lower than NGUAX's 0.82% expense ratio.


Return for Risk

JNRFX vs. NGUAX — Risk / Return Rank

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

JNRFX
JNRFX Risk / Return Rank: 3333
Overall Rank
JNRFX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JNRFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JNRFX Omega Ratio Rank: 3434
Omega Ratio Rank
JNRFX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JNRFX Martin Ratio Rank: 3131
Martin Ratio Rank

NGUAX
NGUAX Risk / Return Rank: 2727
Overall Rank
NGUAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NGUAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
NGUAX Omega Ratio Rank: 3030
Omega Ratio Rank
NGUAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
NGUAX Martin Ratio Rank: 2424
Martin Ratio Rank
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.

JNRFX vs. NGUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund (JNRFX) and Neuberger Berman Guardian Fund (NGUAX). 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.


JNRFXNGUAXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.71

+0.04

Sortino ratio

Return per unit of downside risk

1.25

1.18

+0.07

Omega ratio

Gain probability vs. loss probability

1.17

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

0.99

0.79

+0.20

Martin ratio

Return relative to average drawdown

3.52

2.76

+0.76

JNRFX vs. NGUAX - Sharpe Ratio Comparison

The current JNRFX Sharpe Ratio is 0.76, which is comparable to the NGUAX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of JNRFX and NGUAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JNRFXNGUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.71

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.55

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.80

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.04

+0.40

Correlation

The correlation between JNRFX and NGUAX is 0.89, 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

JNRFX vs. NGUAX - Dividend Comparison

JNRFX's dividend yield for the trailing twelve months is around 13.36%, less than NGUAX's 13.59% yield.


TTM20252024202320222021202020192018201720162015
JNRFX
Janus Henderson Research Fund
13.36%11.94%5.11%2.93%0.43%13.01%2.98%10.37%11.06%8.22%5.41%9.21%
NGUAX
Neuberger Berman Guardian Fund
13.59%12.43%6.01%4.30%6.62%10.92%7.60%6.21%11.21%6.87%13.11%12.82%

Drawdowns

JNRFX vs. NGUAX - Drawdown Comparison

The maximum JNRFX drawdown since its inception was -74.74%, roughly equal to the maximum NGUAX drawdown of -78.07%. Use the drawdown chart below to compare losses from any high point for JNRFX and NGUAX.


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Drawdown Indicators


JNRFXNGUAXDifference

Max Drawdown

Largest peak-to-trough decline

-74.74%

-78.07%

+3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-17.05%

-14.16%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

-28.43%

-8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.48%

-31.99%

-4.49%

Current Drawdown

Current decline from peak

-13.85%

-11.29%

-2.56%

Average Drawdown

Average peak-to-trough decline

-25.07%

-31.98%

+6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

4.06%

+0.72%

Volatility

JNRFX vs. NGUAX - Volatility Comparison

Janus Henderson Research Fund (JNRFX) has a higher volatility of 7.06% compared to Neuberger Berman Guardian Fund (NGUAX) at 6.08%. This indicates that JNRFX's price experiences larger fluctuations and is considered to be riskier than NGUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNRFXNGUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

6.08%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

10.55%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.52%

19.81%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

18.22%

+3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.27%

18.23%

+3.04%