JNSMX vs. RAPZX
Compare and contrast key facts about Janus Henderson Global Allocation Fund - Moderate (JNSMX) and Cohen & Steers Real Assets Fund Inc (RAPZX).
JNSMX 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
JNSMX vs. RAPZX - Performance Comparison
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JNSMX vs. RAPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | -3.81% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
RAPZX Cohen & Steers Real Assets Fund Inc | 10.26% | 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, JNSMX achieves a -3.81% return, which is significantly lower than RAPZX's 10.26% return. Over the past 10 years, JNSMX has underperformed RAPZX with an annualized return of 5.82%, while RAPZX has yielded a comparatively higher 7.09% annualized return.
JNSMX
- 1D
- -0.15%
- 1M
- -6.66%
- YTD
- -3.81%
- 6M
- -1.82%
- 1Y
- 11.14%
- 3Y*
- 8.82%
- 5Y*
- 3.31%
- 10Y*
- 5.82%
RAPZX
- 1D
- 0.25%
- 1M
- -2.41%
- YTD
- 10.26%
- 6M
- 7.91%
- 1Y
- 16.67%
- 3Y*
- 10.27%
- 5Y*
- 8.74%
- 10Y*
- 7.09%
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JNSMX vs. RAPZX - Expense Ratio Comparison
JNSMX has a 0.25% expense ratio, which is lower than RAPZX's 0.80% expense ratio.
Return for Risk
JNSMX vs. RAPZX — Risk / Return Rank
JNSMX
RAPZX
JNSMX vs. RAPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Moderate (JNSMX) 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.
| JNSMX | RAPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.41 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.77 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.94 | -0.65 |
Martin ratioReturn relative to average drawdown | 5.63 | 8.99 | -3.36 |
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
| JNSMX | RAPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.41 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.68 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.34 | +0.12 |
Correlation
The correlation between JNSMX and RAPZX is 0.73, 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
JNSMX vs. RAPZX - Dividend Comparison
JNSMX's dividend yield for the trailing twelve months is around 6.14%, more than RAPZX's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | 6.14% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
RAPZX Cohen & Steers Real Assets Fund Inc | 1.31% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
Drawdowns
JNSMX vs. RAPZX - Drawdown Comparison
The maximum JNSMX drawdown since its inception was -39.85%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for JNSMX and RAPZX.
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Drawdown Indicators
| JNSMX | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.85% | -30.69% | -9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -8.84% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -19.31% | -5.84% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | -30.69% | +5.54% |
Current DrawdownCurrent decline from peak | -7.00% | -2.88% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -8.16% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.90% | -0.11% |
Volatility
JNSMX vs. RAPZX - Volatility Comparison
Janus Henderson Global Allocation Fund - Moderate (JNSMX) has a higher volatility of 3.73% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that JNSMX'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
| JNSMX | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 2.90% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 9.10% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.49% | 12.24% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.33% | 12.86% | -2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 12.81% | -2.72% |