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JRSIX vs. LIVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRSIX vs. LIVIX - 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 BlackRock LifePath Index 2055 Fund (LIVIX). The values are adjusted to include any dividend payments, if applicable.

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JRSIX vs. LIVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LIVIX
BlackRock LifePath Index 2055 Fund
-4.27%21.57%13.60%21.62%-18.38%18.75%14.99%26.76%-7.83%21.38%

Returns By Period

In the year-to-date period, JRSIX achieves a -7.38% return, which is significantly lower than LIVIX's -4.27% return. Both investments have delivered pretty close results over the past 10 years, with JRSIX having a 10.20% annualized return and LIVIX not far ahead at 10.44%.


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%

LIVIX

1D
-0.26%
1M
-8.84%
YTD
-4.27%
6M
-1.37%
1Y
17.75%
3Y*
14.56%
5Y*
8.15%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRSIX vs. LIVIX - Expense Ratio Comparison

JRSIX has a 0.67% expense ratio, which is higher than LIVIX's 0.10% expense ratio.


Return for Risk

JRSIX vs. LIVIX — Risk / Return Rank

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

JRSIX
JRSIX Risk / Return Rank: 2626
Overall Rank
JRSIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JRSIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
JRSIX Omega Ratio Rank: 2626
Omega Ratio Rank
JRSIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
JRSIX Martin Ratio Rank: 3131
Martin Ratio Rank

LIVIX
LIVIX Risk / Return Rank: 6262
Overall Rank
LIVIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LIVIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
LIVIX Omega Ratio Rank: 6363
Omega Ratio Rank
LIVIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
LIVIX Martin Ratio Rank: 6767
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. LIVIX - 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 BlackRock LifePath Index 2055 Fund (LIVIX). 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.


JRSIXLIVIXDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.06

-0.44

Sortino ratio

Return per unit of downside risk

0.99

1.58

-0.59

Omega ratio

Gain probability vs. loss probability

1.14

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

0.72

1.34

-0.62

Martin ratio

Return relative to average drawdown

3.34

6.36

-3.01

JRSIX vs. LIVIX - Sharpe Ratio Comparison

The current JRSIX Sharpe Ratio is 0.62, which is lower than the LIVIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of JRSIX and LIVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JRSIXLIVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.06

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.52

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.63

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.57

-0.14

Correlation

The correlation between JRSIX and LIVIX is 0.89, 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. LIVIX - Dividend Comparison

JRSIX's dividend yield for the trailing twelve months is around 10.88%, more than LIVIX's 2.59% yield.


TTM20252024202320222021202020192018201720162015
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%
LIVIX
BlackRock LifePath Index 2055 Fund
2.59%2.48%0.01%2.04%1.96%2.04%1.56%2.95%2.35%2.27%1.54%2.88%

Drawdowns

JRSIX vs. LIVIX - Drawdown Comparison

The maximum JRSIX drawdown since its inception was -56.71%, which is greater than LIVIX's maximum drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for JRSIX and LIVIX.


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Drawdown Indicators


JRSIXLIVIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.71%

-34.44%

-22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-11.82%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-26.45%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

-34.44%

-2.80%

Current Drawdown

Current decline from peak

-9.82%

-9.44%

-0.38%

Average Drawdown

Average peak-to-trough decline

-7.62%

-4.56%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.49%

+0.04%

Volatility

JRSIX vs. LIVIX - Volatility Comparison

The current volatility for Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) is 4.13%, while BlackRock LifePath Index 2055 Fund (LIVIX) has a volatility of 5.26%. This indicates that JRSIX experiences smaller price fluctuations and is considered to be less risky than LIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRSIXLIVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

5.26%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

9.30%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

16.87%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

15.71%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

16.64%

+0.49%