VGCAX vs. JMUIX
Compare and contrast key facts about Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) and Janus Henderson Multi-Sector Income Fund (JMUIX).
VGCAX is managed by Vanguard. It was launched on Nov 15, 2018. JMUIX is managed by Janus Henderson. It was launched on Feb 27, 2014.
Performance
VGCAX vs. JMUIX - Performance Comparison
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VGCAX vs. JMUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VGCAX Vanguard Global Credit Bond Fund Admiral Shares | -0.83% | 7.30% | 3.99% | 9.22% | -13.43% | -0.64% | 10.81% | 13.05% | 0.96% |
JMUIX Janus Henderson Multi-Sector Income Fund | -1.21% | 9.63% | 7.01% | 10.39% | -11.91% | 3.26% | 5.48% | 11.21% | -0.11% |
Returns By Period
In the year-to-date period, VGCAX achieves a -0.83% return, which is significantly higher than JMUIX's -1.21% return.
VGCAX
- 1D
- 0.37%
- 1M
- -2.54%
- YTD
- -0.83%
- 6M
- 0.18%
- 1Y
- 4.57%
- 3Y*
- 5.42%
- 5Y*
- 1.39%
- 10Y*
- —
JMUIX
- 1D
- 0.23%
- 1M
- -2.27%
- YTD
- -1.21%
- 6M
- 0.73%
- 1Y
- 6.08%
- 3Y*
- 7.34%
- 5Y*
- 2.83%
- 10Y*
- 4.54%
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VGCAX vs. JMUIX - Expense Ratio Comparison
VGCAX has a 0.25% expense ratio, which is lower than JMUIX's 0.69% expense ratio.
Return for Risk
VGCAX vs. JMUIX — Risk / Return Rank
VGCAX
JMUIX
VGCAX vs. JMUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) and Janus Henderson Multi-Sector Income Fund (JMUIX). 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.
| VGCAX | JMUIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.99 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.90 | 3.13 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.70 | -0.95 |
Martin ratioReturn relative to average drawdown | 6.97 | 11.21 | -4.24 |
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
| VGCAX | JMUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.99 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.65 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.12 | -0.34 |
Correlation
The correlation between VGCAX and JMUIX is 0.76, 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.
Dividends
VGCAX vs. JMUIX - Dividend Comparison
VGCAX's dividend yield for the trailing twelve months is around 3.89%, less than JMUIX's 6.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGCAX Vanguard Global Credit Bond Fund Admiral Shares | 3.89% | 4.91% | 4.65% | 4.48% | 2.72% | 3.16% | 4.65% | 6.88% | 0.36% | 0.00% | 0.00% | 0.00% |
JMUIX Janus Henderson Multi-Sector Income Fund | 6.09% | 6.57% | 7.00% | 6.66% | 5.15% | 4.25% | 4.62% | 4.99% | 4.69% | 5.66% | 5.16% | 4.86% |
Drawdowns
VGCAX vs. JMUIX - Drawdown Comparison
The maximum VGCAX drawdown since its inception was -18.63%, which is greater than JMUIX's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for VGCAX and JMUIX.
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Drawdown Indicators
| VGCAX | JMUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.63% | -16.09% | -2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -2.50% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -15.99% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.09% | — |
Current DrawdownCurrent decline from peak | -2.54% | -2.27% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -2.15% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.60% | +0.13% |
Volatility
VGCAX vs. JMUIX - Volatility Comparison
Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) has a higher volatility of 1.54% compared to Janus Henderson Multi-Sector Income Fund (JMUIX) at 1.29%. This indicates that VGCAX's price experiences larger fluctuations and is considered to be riskier than JMUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGCAX | JMUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 1.29% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 2.12% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.49% | 3.34% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.03% | 4.37% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 4.01% | +0.85% |