JNSGX vs. RAPZX
Compare and contrast key facts about Janus Henderson Global Allocation Fund - Growth (JNSGX) and Cohen & Steers Real Assets Fund Inc (RAPZX).
JNSGX is managed by Janus Henderson. It was launched on Dec 29, 2005. RAPZX is managed by Cohen & Steers. It was launched on Jan 30, 2012.
Performance
JNSGX vs. RAPZX - Performance Comparison
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JNSGX vs. RAPZX - 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% |
RAPZX Cohen & Steers Real Assets Fund Inc | 11.35% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Returns By Period
In the year-to-date period, JNSGX achieves a -2.50% return, which is significantly lower than RAPZX's 11.35% return. Both investments have delivered pretty close results over the past 10 years, with JNSGX having a 7.55% annualized return and RAPZX not far behind at 7.20%.
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%
RAPZX
- 1D
- 0.99%
- 1M
- -1.92%
- YTD
- 11.35%
- 6M
- 8.78%
- 1Y
- 17.38%
- 3Y*
- 10.63%
- 5Y*
- 8.78%
- 10Y*
- 7.20%
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JNSGX vs. RAPZX - Expense Ratio Comparison
JNSGX has a 0.26% expense ratio, which is lower than RAPZX's 0.80% expense ratio.
Return for Risk
JNSGX vs. RAPZX — Risk / Return Rank
JNSGX
RAPZX
JNSGX vs. RAPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Growth (JNSGX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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 | RAPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.47 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.84 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.05 | -0.46 |
Martin ratioReturn relative to average drawdown | 7.10 | 9.52 | -2.42 |
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
| JNSGX | RAPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.47 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.69 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.35 | +0.07 |
Correlation
The correlation between JNSGX and RAPZX is 0.72, 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. RAPZX - Dividend Comparison
JNSGX's dividend yield for the trailing twelve months is around 6.85%, more than RAPZX's 1.30% 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% |
RAPZX Cohen & Steers Real Assets Fund Inc | 1.30% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
Drawdowns
JNSGX vs. RAPZX - Drawdown Comparison
The maximum JNSGX drawdown since its inception was -50.39%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for JNSGX and RAPZX.
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Drawdown Indicators
| JNSGX | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.39% | -30.69% | -19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.98% | -8.84% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -19.31% | -6.99% |
Max Drawdown (10Y)Largest decline over 10 years | -29.47% | -30.69% | +1.22% |
Current DrawdownCurrent decline from peak | -6.21% | -1.92% | -4.29% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -8.16% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.91% | +0.33% |
Volatility
JNSGX vs. RAPZX - Volatility Comparison
Janus Henderson Global Allocation Fund - Growth (JNSGX) has a higher volatility of 5.36% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 3.05%. This indicates that JNSGX's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNSGX | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 3.05% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 9.14% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 12.25% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 12.87% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.15% | 12.81% | +0.34% |