JRSIX vs. BKTSX
JRSIX (Janus Henderson Adaptive Risk Managed U.S. Equity Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, JRSIX returned 11.09%/yr vs 14.50%/yr for BKTSX. Their correlation of 0.90 means they have usually moved in the same direction. JRSIX charges 0.67%/yr vs 0.02%/yr for BKTSX.
Performance
JRSIX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, JRSIX achieves a 5.66% return, which is significantly lower than BKTSX's 9.74% return. Over the past 10 years, JRSIX has underperformed BKTSX with an annualized return of 11.09%, while BKTSX has yielded a comparatively higher 14.50% annualized return.
JRSIX
- 1D
- 1.26%
- 1M
- -0.31%
- 6M
- 3.87%
- YTD
- 5.66%
- 1Y
- 14.33%
- 3Y*
- 15.69%
- 5Y*
- 9.59%
- 10Y*
- 11.09%
- ALL TIME*
- 9.12%
BKTSX
- 1D
- 1.62%
- 1M
- -0.77%
- 6M
- 8.04%
- YTD
- 9.74%
- 1Y
- 20.92%
- 3Y*
- 18.58%
- 5Y*
- 11.73%
- 10Y*
- 14.50%
- ALL TIME*
- 14.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JRSIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRSIX Janus Henderson Adaptive Risk Managed U.S. Equity Fund | 5.66% | 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 | 9.74% | 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 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.90 |
The correlation between JRSIX and BKTSX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
JRSIX vs. BKTSX — Risk / Return Rank
JRSIX
BKTSX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRSIX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.09 | -0.84 |
| Martin ratioReturn relative to average drawdown | 5.33 | 9.05 | -3.72 |
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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.
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Drawdown Indicators
| JRSIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.86% | -1.78% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -4.48% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.05% | +0.26% |
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 3.33% and 3.40%, 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.
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Volatility by Period
| JRSIX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.40% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 10.20% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 13.05% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 17.47% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 18.41% | -1.17% |
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 9.54%, more than BKTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.08% | 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 | 9.54% | 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 0.96, 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 (3.40%) compared to JRSIX (3.33%). In terms of maximum drawdown, JRSIX dropped -56.71% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (1.42 vs 0.97), 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.
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