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JRSIX vs. POGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRSIX vs. POGSX - 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 Pin Oak Equity (POGSX). The values are adjusted to include any dividend payments, if applicable.

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JRSIX vs. POGSX - 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%
POGSX
Pin Oak Equity
5.66%27.41%18.99%27.16%-25.10%21.42%10.60%27.72%-6.15%15.14%

Returns By Period

In the year-to-date period, JRSIX achieves a -7.38% return, which is significantly lower than POGSX's 5.66% return. Over the past 10 years, JRSIX has underperformed POGSX with an annualized return of 10.20%, while POGSX has yielded a comparatively higher 13.07% 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%

POGSX

1D
-0.02%
1M
-5.28%
YTD
5.66%
6M
12.41%
1Y
33.37%
3Y*
25.41%
5Y*
11.32%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRSIX vs. POGSX - Expense Ratio Comparison

JRSIX has a 0.67% expense ratio, which is lower than POGSX's 0.91% expense ratio.


Return for Risk

JRSIX vs. POGSX — 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

POGSX
POGSX Risk / Return Rank: 9191
Overall Rank
POGSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
POGSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
POGSX Omega Ratio Rank: 8989
Omega Ratio Rank
POGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
POGSX Martin Ratio Rank: 9393
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. POGSX - 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 Pin Oak Equity (POGSX). 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.


JRSIXPOGSXDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.74

-1.12

Sortino ratio

Return per unit of downside risk

0.99

2.75

-1.76

Omega ratio

Gain probability vs. loss probability

1.14

1.40

-0.25

Calmar ratio

Return relative to maximum drawdown

0.72

2.85

-2.13

Martin ratio

Return relative to average drawdown

3.34

11.79

-8.45

JRSIX vs. POGSX - Sharpe Ratio Comparison

The current JRSIX Sharpe Ratio is 0.62, which is lower than the POGSX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JRSIX and POGSX, 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


JRSIXPOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.74

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.64

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.71

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.29

+0.14

Correlation

The correlation between JRSIX and POGSX is 0.85, 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. POGSX - Dividend Comparison

JRSIX's dividend yield for the trailing twelve months is around 10.88%, less than POGSX's 17.99% 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%
POGSX
Pin Oak Equity
17.99%8.85%17.87%8.21%0.15%10.93%4.60%3.22%2.94%1.79%2.03%3.83%

Drawdowns

JRSIX vs. POGSX - Drawdown Comparison

The maximum JRSIX drawdown since its inception was -56.71%, smaller than the maximum POGSX drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for JRSIX and POGSX.


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Drawdown Indicators


JRSIXPOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.71%

-89.46%

+32.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-10.96%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-29.81%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

-33.05%

-4.19%

Current Drawdown

Current decline from peak

-9.82%

-8.03%

-1.79%

Average Drawdown

Average peak-to-trough decline

-7.62%

-36.91%

+29.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.65%

-0.12%

Volatility

JRSIX vs. POGSX - Volatility Comparison

Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) has a higher volatility of 4.13% compared to Pin Oak Equity (POGSX) at 3.76%. This indicates that JRSIX's price experiences larger fluctuations and is considered to be riskier than POGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRSIXPOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

3.76%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

12.91%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

19.62%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

17.85%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

18.56%

-1.43%