SSASX vs. JANFX
Compare and contrast key facts about State Street Income Fund (SSASX) and Janus Henderson Flexible Bond Fund (JANFX).
SSASX is managed by State Street. It was launched on Jan 2, 1980. JANFX is managed by Janus Henderson. It was launched on Jul 7, 1987.
Performance
SSASX vs. JANFX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SSASX having a -0.41% return and JANFX slightly lower at -0.43%.
SSASX
- 1D
- 0.10%
- 1M
- -1.20%
- YTD
- -0.41%
- 6M
- 0.37%
- 1Y
- 2.87%
- 3Y*
- 2.34%
- 5Y*
- —
- 10Y*
- —
JANFX
- 1D
- 0.11%
- 1M
- -1.17%
- YTD
- -0.43%
- 6M
- 0.54%
- 1Y
- 3.53%
- 3Y*
- 3.55%
- 5Y*
- 0.24%
- 10Y*
- 2.06%
SSASX vs. JANFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SSASX State Street Income Fund | -0.41% | 7.49% | -0.95% | 4.83% | -13.74% | 0.59% |
JANFX Janus Henderson Flexible Bond Fund | -0.43% | 7.63% | 1.95% | 5.11% | -13.76% | 1.55% |
Correlation
The correlation between SSASX and JANFX is 0.96 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.
SSASX vs. JANFX - Expense Ratio Comparison
SSASX has a 0.20% expense ratio, which is lower than JANFX's 0.57% expense ratio.
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Return for Risk
SSASX vs. JANFX — Risk / Return Rank
SSASX
JANFX
SSASX vs. JANFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Income Fund (SSASX) and Janus Henderson Flexible Bond Fund (JANFX). 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.
| SSASX | JANFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.93 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.34 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.22 | -0.07 |
Martin ratioReturn relative to average drawdown | 3.11 | 3.79 | -0.68 |
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
| SSASX | JANFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.93 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.32 | -0.43 |
Drawdowns
SSASX vs. JANFX - Drawdown Comparison
The maximum SSASX drawdown since its inception was -19.65%, smaller than the maximum JANFX drawdown of -24.46%. Use the drawdown chart below to compare losses from any high point for SSASX and JANFX.
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Drawdown Indicators
| SSASX | JANFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -24.46% | +4.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -3.15% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.61% | — |
Current DrawdownCurrent decline from peak | -5.65% | -2.21% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -5.54% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.02% | +0.14% |
Volatility
SSASX vs. JANFX - Volatility Comparison
State Street Income Fund (SSASX) and Janus Henderson Flexible Bond Fund (JANFX) have volatilities of 1.58% and 1.63%, 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.
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Volatility by Period
| SSASX | JANFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 1.63% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 2.51% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 4.41% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.55% | 6.06% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.55% | 4.99% | +1.56% |
Dividends
SSASX vs. JANFX - Dividend Comparison
SSASX's dividend yield for the trailing twelve months is around 3.65%, less than JANFX's 4.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSASX State Street Income Fund | 3.65% | 4.01% | 2.76% | 2.86% | 2.48% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JANFX Janus Henderson Flexible Bond Fund | 4.35% | 4.72% | 4.99% | 3.42% | 2.70% | 1.99% | 2.45% | 2.96% | 3.10% | 2.92% | 2.73% | 2.62% |