JRSIX vs. ASFYX
Compare and contrast key facts about Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
JRSIX is managed by BlackRock. It was launched on Dec 30, 2005. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
JRSIX vs. ASFYX - Performance Comparison
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JRSIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRSIX Janus Henderson Adaptive Risk Managed U.S. Equity Fund | -7.38% | 13.42% | 26.89% | 15.37% | -14.15% | 19.83% | 12.78% | 23.51% | -3.68% | 20.55% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, JRSIX achieves a -7.38% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, JRSIX has outperformed ASFYX with an annualized return of 10.20%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
JRSIX
- 1D
- -0.44%
- 1M
- -7.98%
- YTD
- -7.38%
- 6M
- -6.19%
- 1Y
- 9.78%
- 3Y*
- 13.80%
- 5Y*
- 9.00%
- 10Y*
- 10.20%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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JRSIX vs. ASFYX - Expense Ratio Comparison
JRSIX has a 0.67% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
JRSIX vs. ASFYX — Risk / Return Rank
JRSIX
ASFYX
JRSIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| JRSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.18 | +0.45 |
Sortino ratioReturn per unit of downside risk | 0.99 | 0.30 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.10 | +0.62 |
Martin ratioReturn relative to average drawdown | 3.34 | 0.16 | +3.18 |
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
| JRSIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.18 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.17 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.15 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.31 | +0.13 |
Correlation
The correlation between JRSIX and ASFYX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JRSIX vs. ASFYX - Dividend Comparison
JRSIX's dividend yield for the trailing twelve months is around 10.88%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRSIX Janus Henderson Adaptive Risk Managed U.S. Equity Fund | 10.88% | 10.08% | 6.63% | 3.76% | 2.56% | 29.82% | 12.97% | 3.25% | 8.38% | 6.00% | 1.48% | 15.40% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
JRSIX vs. ASFYX - Drawdown Comparison
The maximum JRSIX drawdown since its inception was -56.71%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for JRSIX and ASFYX.
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Drawdown Indicators
| JRSIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.71% | -36.43% | -20.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -13.51% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -36.43% | +13.83% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -36.43% | -0.81% |
Current DrawdownCurrent decline from peak | -9.82% | -24.37% | +14.55% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -13.09% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 8.72% | -6.19% |
Volatility
JRSIX vs. ASFYX - Volatility Comparison
Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) has a higher volatility of 4.13% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that JRSIX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRSIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.86% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 10.01% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 13.02% | +3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 13.68% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 12.68% | +4.45% |