NGUAX vs. JNRFX
Compare and contrast key facts about Neuberger Berman Guardian Fund (NGUAX) and Janus Henderson Research Fund (JNRFX).
NGUAX is managed by Neuberger Berman. It was launched on Jun 1, 1950. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGUAX or JNRFX.
Key characteristics
| NGUAX | JNRFX | |
|---|---|---|
| YTD Return | 23.39% | 35.51% |
| 1Y Return | 34.42% | 40.66% |
| 3Y Return (Ann) | 4.77% | 4.24% |
| 5Y Return (Ann) | 12.73% | 11.66% |
| 10Y Return (Ann) | 5.56% | 6.62% |
| Sharpe Ratio | 2.17 | 2.35 |
| Sortino Ratio | 2.96 | 3.09 |
| Omega Ratio | 1.42 | 1.42 |
| Calmar Ratio | 2.25 | 2.00 |
| Martin Ratio | 15.50 | 12.17 |
| Ulcer Index | 2.20% | 3.33% |
| Daily Std Dev | 15.73% | 17.24% |
| Max Drawdown | -79.34% | -43.98% |
| Current Drawdown | -0.13% | -0.08% |
Correlation
The correlation between NGUAX and JNRFX is 0.93, 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.
Performance
NGUAX vs. JNRFX - Performance Comparison
In the year-to-date period, NGUAX achieves a 23.39% return, which is significantly lower than JNRFX's 35.51% return. Over the past 10 years, NGUAX has underperformed JNRFX with an annualized return of 5.56%, while JNRFX has yielded a comparatively higher 6.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NGUAX vs. JNRFX - Expense Ratio Comparison
NGUAX has a 0.82% expense ratio, which is higher than JNRFX's 0.66% expense ratio.
Risk-Adjusted Performance
NGUAX vs. JNRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Guardian Fund (NGUAX) and Janus Henderson Research Fund (JNRFX). 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.
Dividends
NGUAX vs. JNRFX - Dividend Comparison
NGUAX's dividend yield for the trailing twelve months is around 3.65%, more than JNRFX's 0.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGUAX Neuberger Berman Guardian Fund | 3.65% | 4.51% | 6.62% | 0.10% | 0.20% | 0.36% | 0.76% | 0.62% | 0.72% | 0.78% | 0.80% | 0.54% |
JNRFX Janus Henderson Research Fund | 0.04% | 0.05% | 0.19% | 0.00% | 0.11% | 0.86% | 0.36% | 0.42% | 0.29% | 0.45% | 0.38% | 0.44% |
Drawdowns
NGUAX vs. JNRFX - Drawdown Comparison
The maximum NGUAX drawdown since its inception was -79.34%, which is greater than JNRFX's maximum drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for NGUAX and JNRFX. For additional features, visit the drawdowns tool.
Volatility
NGUAX vs. JNRFX - Volatility Comparison
The current volatility for Neuberger Berman Guardian Fund (NGUAX) is 4.16%, while Janus Henderson Research Fund (JNRFX) has a volatility of 5.03%. This indicates that NGUAX experiences smaller price fluctuations and is considered to be less risky than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.