SBHAX vs. JANEX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Janus Henderson Enterprise Fund (JANEX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBHAX or JANEX.
Key characteristics
| SBHAX | JANEX | |
|---|---|---|
| YTD Return | 15.84% | 13.76% |
| 1Y Return | 23.36% | 21.02% |
| 3Y Return (Ann) | 3.98% | 5.20% |
| 5Y Return (Ann) | 13.45% | 10.71% |
| 10Y Return (Ann) | 10.08% | 12.60% |
| Sharpe Ratio | 1.98 | 1.22 |
| Daily Std Dev | 11.80% | 17.17% |
| Max Drawdown | -32.81% | -38.24% |
| Current Drawdown | -0.39% | -0.82% |
Correlation
The correlation between SBHAX and JANEX is 0.92, 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
SBHAX vs. JANEX - Performance Comparison
In the year-to-date period, SBHAX achieves a 15.84% return, which is significantly higher than JANEX's 13.76% return. Over the past 10 years, SBHAX has underperformed JANEX with an annualized return of 10.08%, while JANEX has yielded a comparatively higher 12.60% 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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SBHAX vs. JANEX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is higher than JANEX's 0.79% expense ratio.
Risk-Adjusted Performance
SBHAX vs. JANEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) 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.
Dividends
SBHAX vs. JANEX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 4.11%, less than JANEX's 6.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | 4.11% | 4.76% | 8.72% | 11.37% | 1.36% | 0.32% | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% |
JANEX Janus Henderson Enterprise Fund | 6.61% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.87% | 1.74% | 3.55% | 5.78% | 5.45% |
Drawdowns
SBHAX vs. JANEX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum JANEX drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for SBHAX and JANEX. For additional features, visit the drawdowns tool.
Volatility
SBHAX vs. JANEX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) and Janus Henderson Enterprise Fund (JANEX) have volatilities of 3.60% and 3.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.