JRSIX vs. VTCLX
Compare and contrast key facts about Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
JRSIX is managed by BlackRock. It was launched on Dec 30, 2005. VTCLX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
JRSIX vs. VTCLX - Performance Comparison
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JRSIX vs. VTCLX - 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | -4.05% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Returns By Period
In the year-to-date period, JRSIX achieves a -4.51% return, which is significantly lower than VTCLX's -4.05% return. Over the past 10 years, JRSIX has underperformed VTCLX with an annualized return of 10.53%, while VTCLX has yielded a comparatively higher 13.99% 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%
VTCLX
- 1D
- 2.93%
- 1M
- -5.03%
- YTD
- -4.05%
- 6M
- -1.91%
- 1Y
- 17.51%
- 3Y*
- 17.97%
- 5Y*
- 11.05%
- 10Y*
- 13.99%
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JRSIX vs. VTCLX - Expense Ratio Comparison
JRSIX has a 0.67% expense ratio, which is higher than VTCLX's 0.09% expense ratio.
Return for Risk
JRSIX vs. VTCLX — Risk / Return Rank
JRSIX
VTCLX
JRSIX vs. VTCLX - 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 Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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 | VTCLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.98 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.50 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.52 | -0.34 |
Martin ratioReturn relative to average drawdown | 5.42 | 7.35 | -1.94 |
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 | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.98 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.64 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.77 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.50 | -0.05 |
Correlation
The correlation between JRSIX and VTCLX is 0.94, 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. VTCLX - Dividend Comparison
JRSIX's dividend yield for the trailing twelve months is around 10.55%, more than VTCLX's 0.98% 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.98% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Drawdowns
JRSIX vs. VTCLX - Drawdown Comparison
The maximum JRSIX drawdown since its inception was -56.71%, roughly equal to the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for JRSIX and VTCLX.
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Drawdown Indicators
| JRSIX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.71% | -55.18% | -1.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.20% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -24.98% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -34.56% | -2.68% |
Current DrawdownCurrent decline from peak | -7.02% | -6.12% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -7.61% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.53% | +0.03% |
Volatility
JRSIX vs. VTCLX - Volatility Comparison
Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) have volatilities of 5.36% and 5.42%, 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 | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.42% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 9.68% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 18.43% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 17.23% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 18.26% | -1.10% |