PRASX vs. JAGIX
PRASX (T. Rowe Price New Asia Fund) and JAGIX (Janus Henderson Growth and Income Fund Class T) are both mutual funds - PRASX is a Asia Pacific Equities fund managed by T. Rowe Price, while JAGIX is a Large Cap Growth Equities fund tracking the S&P 500® Index. Over the past 10 years, PRASX returned 8.00%/yr vs 13.55%/yr for JAGIX. Their 0.46 correlation means their historical movements had little consistent relationship. PRASX charges 0.99%/yr vs 0.87%/yr for JAGIX.
Performance
PRASX vs. JAGIX - Performance Comparison
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Returns By Period
In the year-to-date period, PRASX achieves a 16.00% return, which is significantly higher than JAGIX's 10.66% return. Over the past 10 years, PRASX has underperformed JAGIX with an annualized return of 8.00%, while JAGIX has yielded a comparatively higher 13.55% annualized return.
PRASX
- 1D
- 4.13%
- 1M
- -4.46%
- 6M
- 9.16%
- YTD
- 16.00%
- 1Y
- 33.18%
- 3Y*
- 14.21%
- 5Y*
- 3.53%
- 10Y*
- 8.00%
- ALL TIME*
- 8.68%
JAGIX
- 1D
- 2.13%
- 1M
- 0.76%
- 6M
- 8.43%
- YTD
- 10.66%
- 1Y
- 20.69%
- 3Y*
- 16.38%
- 5Y*
- 10.82%
- 10Y*
- 13.55%
- ALL TIME*
- 11.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRASX vs. JAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRASX T. Rowe Price New Asia Fund | 16.00% | 26.60% | 6.97% | 0.83% | -22.60% | -4.33% | 29.56% | 26.75% | -15.13% | 40.64% |
JAGIX Janus Henderson Growth and Income Fund Class T | 10.66% | 19.94% | 15.12% | 17.93% | -14.35% | 28.83% | 10.23% | 26.86% | -2.06% | 24.10% |
Correlation
The correlation between PRASX and JAGIX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 17, 1991 | 0.46 |
Over the past year, PRASX and JAGIX have become more correlated (0.69) than their long-term average of 0.46, meaning their price movements have been converging.
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Return for Risk
PRASX vs. JAGIX — Risk / Return Rank
PRASX
JAGIX
PRASX vs. JAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Asia Fund (PRASX) and Janus Henderson Growth and Income Fund Class T (JAGIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRASX | JAGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.83 | +0.07 |
| Martin ratioReturn relative to average drawdown | 6.26 | 8.04 | -1.78 |
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Drawdowns
PRASX vs. JAGIX - Drawdown Comparison
The maximum PRASX drawdown since its inception was -70.53%, which is greater than JAGIX's maximum drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for PRASX and JAGIX.
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Drawdown Indicators
| PRASX | JAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.53% | -55.64% | -14.89% |
Max Drawdown (1Y)Largest decline over 1 year | -15.91% | -10.14% | -5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -26.76% | +8.42% |
Max Drawdown (5Y)Largest decline over 5 years | -39.37% | -26.76% | -12.61% |
Max Drawdown (10Y)Largest decline over 10 years | -45.07% | -35.48% | -9.59% |
Current DrawdownCurrent decline from peak | -12.44% | -0.13% | -12.31% |
Average DrawdownAverage peak-to-trough decline | -18.47% | -11.71% | -6.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 2.31% | +2.51% |
Volatility
PRASX vs. JAGIX - Volatility Comparison
T. Rowe Price New Asia Fund (PRASX) has a higher volatility of 11.21% compared to Janus Henderson Growth and Income Fund Class T (JAGIX) at 3.50%. This indicates that PRASX's price experiences larger fluctuations and is considered to be riskier than JAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRASX | JAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.21% | 3.50% | +7.71% |
Volatility (6M)Calculated over the trailing 6-month period | 23.11% | 10.53% | +12.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.28% | 13.44% | +11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.28% | 18.24% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 18.68% | +0.28% |
PRASX vs. JAGIX - Expense Ratio Comparison
PRASX has a 0.99% expense ratio, which is higher than JAGIX's 0.87% expense ratio.
Dividends
PRASX vs. JAGIX - Dividend Comparison
PRASX's dividend yield for the trailing twelve months is around 0.54%, less than JAGIX's 13.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAGIX Janus Henderson Growth and Income Fund Class T | 13.55% | 14.89% | 15.23% | 7.79% | 6.59% | 5.49% | 4.14% | 3.68% | 7.89% | 2.87% | 8.82% | 10.49% |
PRASX T. Rowe Price New Asia Fund | 0.54% | 0.62% | 1.05% | 1.77% | 1.96% | 14.22% | 0.46% | 0.77% | 7.23% | 9.15% | 0.46% | 1.31% |
Frequently Asked Questions
PRASX and JAGIX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRASX has higher volatility (11.21%) compared to JAGIX (3.50%). In terms of maximum drawdown, PRASX dropped -70.53% vs JAGIX's -55.64%.
JAGIX currently has the higher Sharpe Ratio (1.38 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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