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JUCIX vs. JANIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUCIX vs. JANIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) and Janus Henderson Triton Fund (JANIX). The values are adjusted to include any dividend payments, if applicable.

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JUCIX vs. JANIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUCIX
Janus Henderson Absolute Return Income Opportunities Fund
-0.47%6.68%6.13%7.02%-1.46%-0.43%3.56%2.60%-3.85%2.37%
JANIX
Janus Henderson Triton Fund
-5.08%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%

Returns By Period

In the year-to-date period, JUCIX achieves a -0.47% return, which is significantly higher than JANIX's -5.08% return. Over the past 10 years, JUCIX has underperformed JANIX with an annualized return of 2.45%, while JANIX has yielded a comparatively higher 8.94% annualized return.


JUCIX

1D
0.11%
1M
-1.21%
YTD
-0.47%
6M
0.83%
1Y
4.88%
3Y*
5.79%
5Y*
3.47%
10Y*
2.45%

JANIX

1D
-1.03%
1M
-9.04%
YTD
-5.08%
6M
-0.60%
1Y
11.78%
3Y*
7.38%
5Y*
1.33%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUCIX vs. JANIX - Expense Ratio Comparison

JUCIX has a 0.71% expense ratio, which is lower than JANIX's 0.78% expense ratio.


Return for Risk

JUCIX vs. JANIX — Risk / Return Rank

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

JUCIX
JUCIX Risk / Return Rank: 9797
Overall Rank
JUCIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JUCIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
JUCIX Omega Ratio Rank: 9898
Omega Ratio Rank
JUCIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
JUCIX Martin Ratio Rank: 9797
Martin Ratio Rank

JANIX
JANIX Risk / Return Rank: 2323
Overall Rank
JANIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
JANIX Omega Ratio Rank: 2020
Omega Ratio Rank
JANIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JANIX Martin Ratio Rank: 2626
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.

JUCIX vs. JANIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) and Janus Henderson Triton Fund (JANIX). 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.


JUCIXJANIXDifference

Sharpe ratio

Return per unit of total volatility

2.53

0.54

+1.99

Sortino ratio

Return per unit of downside risk

4.65

0.91

+3.75

Omega ratio

Gain probability vs. loss probability

2.09

1.12

+0.97

Calmar ratio

Return relative to maximum drawdown

4.02

0.67

+3.35

Martin ratio

Return relative to average drawdown

15.82

2.82

+13.01

JUCIX vs. JANIX - Sharpe Ratio Comparison

The current JUCIX Sharpe Ratio is 2.53, which is higher than the JANIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of JUCIX and JANIX, 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


JUCIXJANIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

0.54

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.94

0.07

+1.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.44

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.45

+0.38

Correlation

The correlation between JUCIX and JANIX is 0.11, 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. JANIX - Dividend Comparison

JUCIX's dividend yield for the trailing twelve months is around 4.45%, less than JANIX's 11.83% yield.


TTM20252024202320222021202020192018201720162015
JUCIX
Janus Henderson Absolute Return Income Opportunities Fund
4.45%4.86%4.66%3.73%2.09%1.48%1.70%2.68%3.24%2.56%4.76%2.28%
JANIX
Janus Henderson Triton Fund
11.83%11.23%7.57%7.15%6.24%20.40%4.12%4.26%7.50%5.08%2.74%7.76%

Drawdowns

JUCIX vs. JANIX - Drawdown Comparison

The maximum JUCIX drawdown since its inception was -8.25%, smaller than the maximum JANIX drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for JUCIX and JANIX.


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Drawdown Indicators


JUCIXJANIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.25%

-62.76%

+54.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-13.22%

+11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-3.81%

-31.80%

+27.99%

Max Drawdown (10Y)

Largest decline over 10 years

-8.25%

-39.70%

+31.45%

Current Drawdown

Current decline from peak

-1.21%

-11.05%

+9.84%

Average Drawdown

Average peak-to-trough decline

-1.36%

-10.10%

+8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

3.14%

-2.81%

Volatility

JUCIX vs. JANIX - Volatility Comparison

The current volatility for Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) is 0.55%, while Janus Henderson Triton Fund (JANIX) has a volatility of 6.07%. This indicates that JUCIX experiences smaller price fluctuations and is considered to be less risky than JANIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUCIXJANIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

6.07%

-5.52%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

11.33%

-9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.11%

20.13%

-18.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.80%

19.45%

-17.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

20.50%

-17.99%