PGAIX vs. JNSMX
Compare and contrast key facts about PIMCO Global Core Asset Allocation Fund (PGAIX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX).
PGAIX is managed by PIMCO. It was launched on Oct 28, 2008. JNSMX is managed by Janus Henderson. It was launched on Dec 29, 2005.
Performance
PGAIX vs. JNSMX - Performance Comparison
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PGAIX vs. JNSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGAIX PIMCO Global Core Asset Allocation Fund | 0.96% | 20.68% | 14.76% | 12.48% | -17.38% | 11.35% | 14.57% | 15.29% | -5.15% | 14.78% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | -1.94% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
Returns By Period
In the year-to-date period, PGAIX achieves a 0.96% return, which is significantly higher than JNSMX's -1.94% return. Over the past 10 years, PGAIX has outperformed JNSMX with an annualized return of 8.29%, while JNSMX has yielded a comparatively lower 6.03% annualized return.
PGAIX
- 1D
- 1.28%
- 1M
- -5.55%
- YTD
- 0.96%
- 6M
- 6.07%
- 1Y
- 19.80%
- 3Y*
- 14.78%
- 5Y*
- 7.06%
- 10Y*
- 8.29%
JNSMX
- 1D
- 1.94%
- 1M
- -4.16%
- YTD
- -1.94%
- 6M
- -0.20%
- 1Y
- 13.01%
- 3Y*
- 9.52%
- 5Y*
- 3.50%
- 10Y*
- 6.03%
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PGAIX vs. JNSMX - Expense Ratio Comparison
PGAIX has a 1.00% expense ratio, which is higher than JNSMX's 0.25% expense ratio.
Return for Risk
PGAIX vs. JNSMX — Risk / Return Rank
PGAIX
JNSMX
PGAIX vs. JNSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Core Asset Allocation Fund (PGAIX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX). 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.
| PGAIX | JNSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 1.25 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.79 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.26 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 1.69 | +0.70 |
Martin ratioReturn relative to average drawdown | 9.78 | 7.32 | +2.46 |
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
| PGAIX | JNSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.25 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.34 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.60 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.47 | +0.19 |
Correlation
The correlation between PGAIX and JNSMX is 0.90, 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
PGAIX vs. JNSMX - Dividend Comparison
PGAIX's dividend yield for the trailing twelve months is around 2.53%, less than JNSMX's 6.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGAIX PIMCO Global Core Asset Allocation Fund | 2.53% | 1.78% | 4.27% | 1.54% | 1.07% | 1.10% | 10.94% | 2.49% | 3.12% | 1.67% | 1.66% | 0.00% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | 6.02% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
Drawdowns
PGAIX vs. JNSMX - Drawdown Comparison
The maximum PGAIX drawdown since its inception was -26.75%, smaller than the maximum JNSMX drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for PGAIX and JNSMX.
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Drawdown Indicators
| PGAIX | JNSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -39.85% | +13.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.02% | -7.85% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.49% | -25.15% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -26.75% | -25.15% | -1.60% |
Current DrawdownCurrent decline from peak | -6.10% | -5.19% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -5.98% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.82% | +0.14% |
Volatility
PGAIX vs. JNSMX - Volatility Comparison
The current volatility for PIMCO Global Core Asset Allocation Fund (PGAIX) is 3.80%, while Janus Henderson Global Allocation Fund - Moderate (JNSMX) has a volatility of 4.33%. This indicates that PGAIX experiences smaller price fluctuations and is considered to be less risky than JNSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGAIX | JNSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 4.33% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 6.59% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.43% | 10.64% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.71% | 10.37% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.19% | 10.11% | +0.08% |