JUCIX vs. GMODX
Compare and contrast key facts about Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) and GMO Opportunistic Income Fund (GMODX).
JUCIX is managed by Janus Henderson. It was launched on May 26, 2014. GMODX is managed by GMO. It was launched on Oct 2, 2011.
Performance
JUCIX vs. GMODX - Performance Comparison
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JUCIX vs. GMODX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | -0.25% | 6.68% | 6.13% | 7.02% | -1.46% | -0.43% | 3.56% | 2.60% | -3.85% | 2.37% |
GMODX GMO Opportunistic Income Fund | 0.74% | 6.47% | 6.11% | 7.07% | -2.09% | 2.83% | 3.34% | 3.83% | 4.01% | 6.41% |
Returns By Period
In the year-to-date period, JUCIX achieves a -0.25% return, which is significantly lower than GMODX's 0.74% return. Over the past 10 years, JUCIX has underperformed GMODX with an annualized return of 2.48%, while GMODX has yielded a comparatively higher 4.36% annualized return.
JUCIX
- 1D
- 0.22%
- 1M
- -0.88%
- YTD
- -0.25%
- 6M
- 1.06%
- 1Y
- 5.11%
- 3Y*
- 5.87%
- 5Y*
- 3.52%
- 10Y*
- 2.48%
GMODX
- 1D
- -0.37%
- 1M
- -0.57%
- YTD
- 0.74%
- 6M
- 1.99%
- 1Y
- 4.96%
- 3Y*
- 6.18%
- 5Y*
- 3.87%
- 10Y*
- 4.36%
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JUCIX vs. GMODX - Expense Ratio Comparison
JUCIX has a 0.71% expense ratio, which is higher than GMODX's 0.47% expense ratio.
Return for Risk
JUCIX vs. GMODX — Risk / Return Rank
JUCIX
GMODX
JUCIX vs. GMODX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) and GMO Opportunistic Income Fund (GMODX). 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.
| JUCIX | GMODX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.47 | 3.01 | -0.54 |
Sortino ratioReturn per unit of downside risk | 4.49 | 4.91 | -0.42 |
Omega ratioGain probability vs. loss probability | 2.05 | 1.69 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 4.19 | 5.16 | -0.96 |
Martin ratioReturn relative to average drawdown | 16.24 | 23.65 | -7.41 |
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
| JUCIX | GMODX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 3.01 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.97 | 1.02 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | 1.44 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 1.38 | -0.53 |
Correlation
The correlation between JUCIX and GMODX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JUCIX vs. GMODX - Dividend Comparison
JUCIX's dividend yield for the trailing twelve months is around 4.44%, less than GMODX's 5.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | 4.44% | 4.86% | 4.66% | 3.73% | 2.09% | 1.48% | 1.70% | 2.68% | 3.24% | 2.56% | 4.76% | 2.28% |
GMODX GMO Opportunistic Income Fund | 5.03% | 4.99% | 5.28% | 6.17% | 5.44% | 2.10% | 4.15% | 5.69% | 4.35% | 2.66% | 2.55% | 1.71% |
Drawdowns
JUCIX vs. GMODX - Drawdown Comparison
The maximum JUCIX drawdown since its inception was -8.25%, smaller than the maximum GMODX drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for JUCIX and GMODX.
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Drawdown Indicators
| JUCIX | GMODX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.25% | -8.79% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -0.98% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -3.81% | -5.79% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -8.25% | -8.79% | +0.54% |
Current DrawdownCurrent decline from peak | -0.99% | -0.73% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -0.71% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.21% | +0.13% |
Volatility
JUCIX vs. GMODX - Volatility Comparison
Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) has a higher volatility of 0.61% compared to GMO Opportunistic Income Fund (GMODX) at 0.58%. This indicates that JUCIX's price experiences larger fluctuations and is considered to be riskier than GMODX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUCIX | GMODX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.58% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.64% | 1.11% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.11% | 1.68% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.80% | 3.83% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.51% | 3.04% | -0.53% |