SCFZX vs. JUCIX
Compare and contrast key facts about PGIM Securitized Credit Fund (SCFZX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX).
SCFZX is managed by PGIM. It was launched on Jun 30, 2019. JUCIX is managed by Janus Henderson. It was launched on May 26, 2014.
Performance
SCFZX vs. JUCIX - Performance Comparison
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SCFZX vs. JUCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCFZX PGIM Securitized Credit Fund | 0.60% | 5.75% | 9.41% | 8.67% | -0.84% | 5.27% | -0.33% | 1.73% |
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | -0.47% | 6.68% | 6.13% | 7.02% | -1.46% | -0.43% | 3.56% | 1.16% |
Returns By Period
In the year-to-date period, SCFZX achieves a 0.60% return, which is significantly higher than JUCIX's -0.47% return.
SCFZX
- 1D
- 0.00%
- 1M
- -0.31%
- YTD
- 0.60%
- 6M
- 2.11%
- 1Y
- 5.31%
- 3Y*
- 7.45%
- 5Y*
- 5.17%
- 10Y*
- —
JUCIX
- 1D
- 0.11%
- 1M
- -1.21%
- YTD
- -0.47%
- 6M
- 0.83%
- 1Y
- 4.88%
- 3Y*
- 5.79%
- 5Y*
- 3.47%
- 10Y*
- 2.45%
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SCFZX vs. JUCIX - Expense Ratio Comparison
SCFZX has a 0.65% expense ratio, which is lower than JUCIX's 0.71% expense ratio.
Return for Risk
SCFZX vs. JUCIX — Risk / Return Rank
SCFZX
JUCIX
SCFZX vs. JUCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Securitized Credit Fund (SCFZX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX). 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.
| SCFZX | JUCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.52 | 2.53 | +0.99 |
Sortino ratioReturn per unit of downside risk | 9.84 | 4.65 | +5.19 |
Omega ratioGain probability vs. loss probability | 3.61 | 2.09 | +1.52 |
Calmar ratioReturn relative to maximum drawdown | 6.24 | 4.02 | +2.22 |
Martin ratioReturn relative to average drawdown | 25.35 | 15.82 | +9.52 |
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
| SCFZX | JUCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.52 | 2.53 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.74 | 1.94 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.98 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.84 | +0.47 |
Correlation
The correlation between SCFZX and JUCIX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SCFZX vs. JUCIX - Dividend Comparison
SCFZX's dividend yield for the trailing twelve months is around 4.75%, more than JUCIX's 4.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCFZX PGIM Securitized Credit Fund | 4.75% | 5.25% | 6.55% | 5.58% | 4.97% | 2.56% | 3.08% | 2.43% | 0.00% | 0.00% | 0.00% | 0.00% |
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | 4.45% | 4.86% | 4.66% | 3.73% | 2.09% | 1.48% | 1.70% | 2.68% | 3.24% | 2.56% | 4.76% | 2.28% |
Drawdowns
SCFZX vs. JUCIX - Drawdown Comparison
The maximum SCFZX drawdown since its inception was -17.20%, which is greater than JUCIX's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for SCFZX and JUCIX.
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Drawdown Indicators
| SCFZX | JUCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -8.25% | -8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -1.32% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -4.13% | -3.81% | -0.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.25% | — |
Current DrawdownCurrent decline from peak | -0.31% | -1.21% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -1.36% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.33% | -0.10% |
Volatility
SCFZX vs. JUCIX - Volatility Comparison
The current volatility for PGIM Securitized Credit Fund (SCFZX) is 0.22%, while Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) has a volatility of 0.55%. This indicates that SCFZX experiences smaller price fluctuations and is considered to be less risky than JUCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCFZX | JUCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 0.55% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 1.03% | 1.63% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.65% | 2.11% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.90% | 1.80% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.38% | 2.51% | +0.87% |