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LCSSX vs. JANEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCSSX and JANEX is 0.87, 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.


-0.50.00.51.00.9

Performance

LCSSX vs. JANEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Select Fund (LCSSX) and Janus Henderson Enterprise Fund (JANEX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.02%
3.49%
LCSSX
JANEX

Key characteristics

Sharpe Ratio

LCSSX:

1.45

JANEX:

0.73

Sortino Ratio

LCSSX:

2.00

JANEX:

1.02

Omega Ratio

LCSSX:

1.26

JANEX:

1.14

Calmar Ratio

LCSSX:

0.85

JANEX:

0.33

Martin Ratio

LCSSX:

7.74

JANEX:

3.60

Ulcer Index

LCSSX:

3.05%

JANEX:

2.88%

Daily Std Dev

LCSSX:

16.29%

JANEX:

14.24%

Max Drawdown

LCSSX:

-45.27%

JANEX:

-38.24%

Current Drawdown

LCSSX:

-7.32%

JANEX:

-23.09%

Returns By Period

In the year-to-date period, LCSSX achieves a 23.51% return, which is significantly higher than JANEX's 9.18% return. Over the past 10 years, LCSSX has outperformed JANEX with an annualized return of 13.40%, while JANEX has yielded a comparatively lower 5.15% annualized return.


LCSSX

YTD

23.51%

1M

-3.18%

6M

17.02%

1Y

23.53%

5Y*

13.74%

10Y*

13.40%

JANEX

YTD

9.18%

1M

-9.39%

6M

3.49%

1Y

9.82%

5Y*

0.24%

10Y*

5.15%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LCSSX vs. JANEX - Expense Ratio Comparison

LCSSX has a 0.99% expense ratio, which is higher than JANEX's 0.79% expense ratio.


LCSSX
ClearBridge Select Fund
Expense ratio chart for LCSSX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for JANEX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

LCSSX vs. JANEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Select Fund (LCSSX) and Janus Henderson Enterprise Fund (JANEX). 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.


Sharpe ratio
The chart of Sharpe ratio for LCSSX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.450.73
The chart of Sortino ratio for LCSSX, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.001.02
The chart of Omega ratio for LCSSX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.14
The chart of Calmar ratio for LCSSX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.000.850.33
The chart of Martin ratio for LCSSX, currently valued at 7.74, compared to the broader market0.0020.0040.0060.007.743.60
LCSSX
JANEX

The current LCSSX Sharpe Ratio is 1.45, which is higher than the JANEX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of LCSSX and JANEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.45
0.73
LCSSX
JANEX

Dividends

LCSSX vs. JANEX - Dividend Comparison

Neither LCSSX nor JANEX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LCSSX
ClearBridge Select Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.67%
JANEX
Janus Henderson Enterprise Fund
0.00%0.00%0.00%0.33%0.30%0.11%0.17%0.09%0.09%0.28%0.03%0.14%

Drawdowns

LCSSX vs. JANEX - Drawdown Comparison

The maximum LCSSX drawdown since its inception was -45.27%, which is greater than JANEX's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for LCSSX and JANEX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-7.32%
-23.09%
LCSSX
JANEX

Volatility

LCSSX vs. JANEX - Volatility Comparison

The current volatility for ClearBridge Select Fund (LCSSX) is 5.21%, while Janus Henderson Enterprise Fund (JANEX) has a volatility of 7.46%. This indicates that LCSSX experiences smaller price fluctuations and is considered to be less risky than JANEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
7.46%
LCSSX
JANEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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