JNSGX vs. GGSIX
Compare and contrast key facts about Janus Henderson Global Allocation Fund - Growth (JNSGX) and Goldman Sachs Growth Strategy Portfolio (GGSIX).
JNSGX is managed by Janus Henderson. It was launched on Dec 29, 2005. GGSIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
JNSGX vs. GGSIX - Performance Comparison
Loading graphics...
JNSGX vs. GGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNSGX Janus Henderson Global Allocation Fund - Growth | -2.50% | 18.68% | 11.17% | 13.71% | -17.82% | 10.38% | 14.54% | 19.94% | -8.20% | 19.73% |
GGSIX Goldman Sachs Growth Strategy Portfolio | -1.83% | 19.29% | 19.26% | 17.83% | -16.86% | 17.04% | 14.34% | 24.92% | -10.65% | 21.54% |
Returns By Period
In the year-to-date period, JNSGX achieves a -2.50% return, which is significantly lower than GGSIX's -1.83% return. Over the past 10 years, JNSGX has underperformed GGSIX with an annualized return of 7.55%, while GGSIX has yielded a comparatively higher 10.23% annualized return.
JNSGX
- 1D
- 2.48%
- 1M
- -5.00%
- YTD
- -2.50%
- 6M
- -0.57%
- 1Y
- 15.71%
- 3Y*
- 11.43%
- 5Y*
- 4.86%
- 10Y*
- 7.55%
GGSIX
- 1D
- 2.48%
- 1M
- -5.47%
- YTD
- -1.83%
- 6M
- 0.80%
- 1Y
- 17.48%
- 3Y*
- 15.83%
- 5Y*
- 8.67%
- 10Y*
- 10.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JNSGX vs. GGSIX - Expense Ratio Comparison
JNSGX has a 0.26% expense ratio, which is higher than GGSIX's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JNSGX vs. GGSIX — Risk / Return Rank
JNSGX
GGSIX
JNSGX vs. GGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Growth (JNSGX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.
| JNSGX | GGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.34 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.79 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.43 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.10 | 6.42 | +0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JNSGX | GGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.34 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.65 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.72 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.44 | -0.03 |
Correlation
The correlation between JNSGX and GGSIX is 0.96, 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
JNSGX vs. GGSIX - Dividend Comparison
JNSGX's dividend yield for the trailing twelve months is around 6.85%, less than GGSIX's 12.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNSGX Janus Henderson Global Allocation Fund - Growth | 6.85% | 6.68% | 9.20% | 1.46% | 4.67% | 16.70% | 4.75% | 7.16% | 5.35% | 6.43% | 2.55% | 10.31% |
GGSIX Goldman Sachs Growth Strategy Portfolio | 12.09% | 11.87% | 12.21% | 1.73% | 5.76% | 6.57% | 3.47% | 5.77% | 3.02% | 2.77% | 1.35% | 2.03% |
Drawdowns
JNSGX vs. GGSIX - Drawdown Comparison
The maximum JNSGX drawdown since its inception was -50.39%, roughly equal to the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for JNSGX and GGSIX.
Loading graphics...
Drawdown Indicators
| JNSGX | GGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.39% | -52.85% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.98% | -10.84% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -26.74% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -29.47% | -30.36% | +0.89% |
Current DrawdownCurrent decline from peak | -6.21% | -6.45% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -9.25% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.51% | -0.27% |
Volatility
JNSGX vs. GGSIX - Volatility Comparison
Janus Henderson Global Allocation Fund - Growth (JNSGX) and Goldman Sachs Growth Strategy Portfolio (GGSIX) have volatilities of 5.36% and 5.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JNSGX | GGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.36% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 8.53% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 13.51% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 13.38% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.15% | 14.29% | -1.14% |