SWNRX vs. JNRFX
Compare and contrast key facts about Schwab Target 2050 Fund (SWNRX) and Janus Henderson Research Fund (JNRFX).
SWNRX is managed by Charles Schwab. It was launched on Jan 22, 2013. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWNRX or JNRFX.
Key characteristics
| SWNRX | JNRFX | |
|---|---|---|
| YTD Return | 16.15% | 35.35% |
| 1Y Return | 24.72% | 38.25% |
| 3Y Return (Ann) | 3.90% | 4.19% |
| 5Y Return (Ann) | 9.66% | 11.42% |
| 10Y Return (Ann) | 8.39% | 6.60% |
| Sharpe Ratio | 2.43 | 2.35 |
| Sortino Ratio | 3.24 | 3.09 |
| Omega Ratio | 1.49 | 1.42 |
| Calmar Ratio | 2.67 | 2.00 |
| Martin Ratio | 16.46 | 12.17 |
| Ulcer Index | 1.68% | 3.33% |
| Daily Std Dev | 11.39% | 17.24% |
| Max Drawdown | -32.87% | -43.98% |
| Current Drawdown | -1.11% | -0.20% |
Correlation
The correlation between SWNRX and JNRFX is 0.88, 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
SWNRX vs. JNRFX - Performance Comparison
In the year-to-date period, SWNRX achieves a 16.15% return, which is significantly lower than JNRFX's 35.35% return. Over the past 10 years, SWNRX has outperformed JNRFX with an annualized return of 8.39%, while JNRFX has yielded a comparatively lower 6.60% 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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SWNRX vs. JNRFX - Expense Ratio Comparison
SWNRX has a 0.00% expense ratio, which is lower than JNRFX's 0.66% expense ratio.
Risk-Adjusted Performance
SWNRX vs. JNRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Fund (SWNRX) and Janus Henderson Research Fund (JNRFX). 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
SWNRX vs. JNRFX - Dividend Comparison
SWNRX's dividend yield for the trailing twelve months is around 1.63%, more than JNRFX's 0.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWNRX Schwab Target 2050 Fund | 1.63% | 1.89% | 1.76% | 2.99% | 1.07% | 1.94% | 2.62% | 2.58% | 1.49% | 1.95% | 2.38% | 1.51% |
JNRFX Janus Henderson Research Fund | 0.04% | 0.05% | 0.19% | 0.00% | 0.11% | 0.86% | 0.36% | 0.42% | 0.29% | 0.45% | 0.38% | 0.44% |
Drawdowns
SWNRX vs. JNRFX - Drawdown Comparison
The maximum SWNRX drawdown since its inception was -32.87%, smaller than the maximum JNRFX drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for SWNRX and JNRFX. For additional features, visit the drawdowns tool.
Volatility
SWNRX vs. JNRFX - Volatility Comparison
The current volatility for Schwab Target 2050 Fund (SWNRX) is 2.91%, while Janus Henderson Research Fund (JNRFX) has a volatility of 4.75%. This indicates that SWNRX experiences smaller price fluctuations and is considered to be less risky than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.