JRSIX vs. DFIEX
Compare and contrast key facts about Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and DFA International Core Equity Portfolio I (DFIEX).
JRSIX is managed by BlackRock. It was launched on Dec 30, 2005. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JRSIX vs. DFIEX - Performance Comparison
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JRSIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRSIX Janus Henderson Adaptive Risk Managed U.S. Equity Fund | -4.51% | 13.42% | 26.89% | 15.37% | -14.15% | 19.83% | 12.78% | 23.51% | -3.68% | 20.55% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, JRSIX achieves a -4.51% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, JRSIX has outperformed DFIEX with an annualized return of 10.53%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
JRSIX
- 1D
- 3.10%
- 1M
- -5.36%
- YTD
- -4.51%
- 6M
- -3.07%
- 1Y
- 12.69%
- 3Y*
- 14.96%
- 5Y*
- 9.50%
- 10Y*
- 10.53%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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JRSIX vs. DFIEX - Expense Ratio Comparison
JRSIX has a 0.67% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JRSIX vs. DFIEX — Risk / Return Rank
JRSIX
DFIEX
JRSIX vs. DFIEX - 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 DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 2.05 | -1.28 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.66 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.84 | -1.66 |
Martin ratioReturn relative to average drawdown | 5.42 | 11.17 | -5.75 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.05 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.62 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.60 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.35 | +0.09 |
Correlation
The correlation between JRSIX and DFIEX is 0.75, 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
JRSIX vs. DFIEX - Dividend Comparison
JRSIX's dividend yield for the trailing twelve months is around 10.55%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRSIX Janus Henderson Adaptive Risk Managed U.S. Equity Fund | 10.55% | 10.08% | 6.63% | 3.76% | 2.56% | 29.82% | 12.97% | 3.25% | 8.38% | 6.00% | 1.48% | 15.40% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JRSIX vs. DFIEX - Drawdown Comparison
The maximum JRSIX drawdown since its inception was -56.71%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JRSIX and DFIEX.
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Drawdown Indicators
| JRSIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.71% | -62.22% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -11.01% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -28.66% | +6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -41.04% | +3.80% |
Current DrawdownCurrent decline from peak | -7.02% | -6.42% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -12.26% | +4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.80% | -0.24% |
Volatility
JRSIX vs. DFIEX - Volatility Comparison
The current volatility for Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) is 5.36%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that JRSIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRSIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 6.66% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 10.52% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 15.92% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 15.66% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 16.35% | +0.81% |