PortfoliosLab logoPortfoliosLab logo
JRSIX vs. BKTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRSIX vs. BKTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JRSIX achieves a 8.03% return, which is significantly lower than BKTSX's 11.73% return. Over the past 10 years, JRSIX has underperformed BKTSX with an annualized return of 11.86%, while BKTSX has yielded a comparatively higher 15.13% annualized return.


JRSIX

1D
0.30%
1M
2.65%
YTD
8.03%
6M
8.27%
1Y
21.51%
3Y*
18.90%
5Y*
11.58%
10Y*
11.86%

BKTSX

1D
0.23%
1M
5.68%
YTD
11.73%
6M
11.61%
1Y
28.67%
3Y*
22.30%
5Y*
13.12%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRSIX vs. BKTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JRSIX
Janus Henderson Adaptive Risk Managed U.S. Equity Fund
8.03%13.42%26.89%15.37%-14.15%19.83%12.78%23.51%-3.68%20.55%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
11.73%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%

Correlation

The correlation between JRSIX and BKTSX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.90

The correlation between JRSIX and BKTSX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JRSIX vs. BKTSX — Risk / Return Rank

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

JRSIX
JRSIX Risk / Return Rank: 4141
Overall Rank
JRSIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JRSIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JRSIX Omega Ratio Rank: 3939
Omega Ratio Rank
JRSIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
JRSIX Martin Ratio Rank: 5252
Martin Ratio Rank

BKTSX
BKTSX Risk / Return Rank: 7070
Overall Rank
BKTSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 6363
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 6262
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 8282
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.

JRSIX vs. BKTSX - 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 iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.


JRSIXBKTSXDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.24

3.34

-1.10

Martin ratioReturn relative to average drawdown

10.54

15.37

-4.83

JRSIX vs. BKTSX - Sharpe Ratio Comparison

The current JRSIX Sharpe Ratio is 1.88, which is comparable to the BKTSX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of JRSIX and BKTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


JRSIXBKTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.44

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.76

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.82

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.83

-0.35

Drawdowns

JRSIX vs. BKTSX - Drawdown Comparison

The maximum JRSIX drawdown since its inception was -56.71%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for JRSIX and BKTSX.


Loading charts...

Drawdown Indicators


JRSIXBKTSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.71%

-34.97%

-21.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-8.87%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.20%

-19.29%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-24.98%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

-34.97%

-2.27%

Current Drawdown

Current decline from peak

-0.68%

0.00%

-0.68%

Average Drawdown

Average peak-to-trough decline

-7.56%

-4.53%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

1.93%

+0.15%

Volatility

JRSIX vs. BKTSX - Volatility Comparison

Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 2.87% and 2.94%, 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 charts...

Volatility by Period


JRSIXBKTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.94%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

9.13%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

12.15%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

17.36%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

18.41%

-1.22%

JRSIX vs. BKTSX - Expense Ratio Comparison

JRSIX has a 0.67% expense ratio, which is higher than BKTSX's 0.02% expense ratio.


Dividends

JRSIX vs. BKTSX - Dividend Comparison

JRSIX's dividend yield for the trailing twelve months is around 9.33%, more than BKTSX's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.04%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%0.00%
JRSIX
Janus Henderson Adaptive Risk Managed U.S. Equity Fund
9.33%10.08%6.63%3.76%2.56%29.82%12.97%3.25%8.38%6.00%1.48%15.40%

Frequently Asked Questions


With a correlation of 0.95, JRSIX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BKTSX has higher volatility (2.94%) compared to JRSIX (2.87%). In terms of maximum drawdown, JRSIX dropped -56.71% vs BKTSX's -34.97%.

BKTSX currently has the higher Sharpe Ratio (2.44 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JRSIX and BKTSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer