SEBLX vs. JDBAX
Compare and contrast key facts about Touchstone Balanced Fund (SEBLX) and Janus Henderson Balanced Fund Class A (JDBAX).
SEBLX is managed by Touchstone. It was launched on Nov 15, 1938. JDBAX 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: SEBLX or JDBAX.
Key characteristics
| SEBLX | JDBAX | |
|---|---|---|
| YTD Return | 14.74% | 17.11% |
| 1Y Return | 23.65% | 26.18% |
| 3Y Return (Ann) | 3.31% | 4.22% |
| 5Y Return (Ann) | 5.47% | 9.19% |
| 10Y Return (Ann) | 5.16% | 8.71% |
| Sharpe Ratio | 2.87 | 2.95 |
| Sortino Ratio | 3.90 | 4.18 |
| Omega Ratio | 1.55 | 1.55 |
| Calmar Ratio | 2.11 | 2.21 |
| Martin Ratio | 21.25 | 19.21 |
| Ulcer Index | 1.08% | 1.31% |
| Daily Std Dev | 7.96% | 8.55% |
| Max Drawdown | -33.67% | -33.09% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SEBLX and JDBAX 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
SEBLX vs. JDBAX - Performance Comparison
In the year-to-date period, SEBLX achieves a 14.74% return, which is significantly lower than JDBAX's 17.11% return. Over the past 10 years, SEBLX has underperformed JDBAX with an annualized return of 5.16%, while JDBAX has yielded a comparatively higher 8.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SEBLX vs. JDBAX - Expense Ratio Comparison
SEBLX has a 0.99% expense ratio, which is higher than JDBAX's 0.89% expense ratio.
Risk-Adjusted Performance
SEBLX vs. JDBAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Balanced Fund (SEBLX) and Janus Henderson Balanced Fund Class A (JDBAX). 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
SEBLX vs. JDBAX - Dividend Comparison
SEBLX's dividend yield for the trailing twelve months is around 1.29%, less than JDBAX's 1.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEBLX Touchstone Balanced Fund | 1.29% | 1.26% | 0.99% | 0.41% | 1.00% | 1.41% | 1.60% | 1.08% | 1.32% | 2.49% | 6.42% | 5.42% |
JDBAX Janus Henderson Balanced Fund Class A | 1.69% | 2.08% | 0.91% | 0.67% | 1.22% | 1.63% | 1.68% | 1.69% | 1.99% | 1.50% | 1.72% | 1.51% |
Drawdowns
SEBLX vs. JDBAX - Drawdown Comparison
The maximum SEBLX drawdown since its inception was -33.67%, roughly equal to the maximum JDBAX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for SEBLX and JDBAX. For additional features, visit the drawdowns tool.
Volatility
SEBLX vs. JDBAX - Volatility Comparison
The current volatility for Touchstone Balanced Fund (SEBLX) is 2.32%, while Janus Henderson Balanced Fund Class A (JDBAX) has a volatility of 2.58%. This indicates that SEBLX experiences smaller price fluctuations and is considered to be less risky than JDBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.