JRSIX vs. RCKSX
Compare and contrast key facts about Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and Rock Oak Core Growth Fund (RCKSX).
JRSIX is managed by BlackRock. It was launched on Dec 30, 2005. RCKSX is managed by Oak Associates. It was launched on Dec 31, 2004.
Performance
JRSIX vs. RCKSX - Performance Comparison
Loading graphics...
JRSIX vs. RCKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RCKSX Rock Oak Core Growth Fund | 6.05% | 12.99% | 15.12% | 15.57% | -18.09% | 9.96% | 13.75% | 19.05% | -2.14% | 22.69% |
Returns By Period
In the year-to-date period, JRSIX achieves a -7.38% return, which is significantly lower than RCKSX's 6.05% return. Both investments have delivered pretty close results over the past 10 years, with JRSIX having a 10.20% annualized return and RCKSX not far ahead at 10.21%.
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%
RCKSX
- 1D
- -0.32%
- 1M
- -2.56%
- YTD
- 6.05%
- 6M
- 6.54%
- 1Y
- 21.02%
- 3Y*
- 16.53%
- 5Y*
- 5.89%
- 10Y*
- 10.21%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JRSIX vs. RCKSX - Expense Ratio Comparison
JRSIX has a 0.67% expense ratio, which is lower than RCKSX's 1.25% expense ratio.
Return for Risk
JRSIX vs. RCKSX — Risk / Return Rank
JRSIX
RCKSX
JRSIX vs. RCKSX - 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 Rock Oak Core Growth Fund (RCKSX). 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 | RCKSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.33 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.96 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.76 | -1.03 |
Martin ratioReturn relative to average drawdown | 3.34 | 9.21 | -5.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JRSIX | RCKSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.33 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.38 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.58 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.36 | +0.07 |
Correlation
The correlation between JRSIX and RCKSX is 0.83, 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. RCKSX - Dividend Comparison
JRSIX's dividend yield for the trailing twelve months is around 10.88%, more than RCKSX's 5.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RCKSX Rock Oak Core Growth Fund | 5.90% | 6.26% | 0.47% | 0.71% | 1.00% | 4.31% | 16.56% | 3.18% | 0.59% | 5.91% | 0.70% | 3.21% |
Drawdowns
JRSIX vs. RCKSX - Drawdown Comparison
The maximum JRSIX drawdown since its inception was -56.71%, roughly equal to the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for JRSIX and RCKSX.
Loading graphics...
Drawdown Indicators
| JRSIX | RCKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.71% | -57.88% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -11.29% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -23.50% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -33.10% | -4.14% |
Current DrawdownCurrent decline from peak | -9.82% | -3.25% | -6.57% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -9.58% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.15% | +0.38% |
Volatility
JRSIX vs. RCKSX - Volatility Comparison
Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) has a higher volatility of 4.13% compared to Rock Oak Core Growth Fund (RCKSX) at 3.42%. This indicates that JRSIX's price experiences larger fluctuations and is considered to be riskier than RCKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JRSIX | RCKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.42% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.76% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 16.37% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 15.77% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 17.58% | -0.45% |