WOGSX vs. JNRFX

Last updated Jun 3, 2026

WOGSX (White Oak Select Growth Fund) and JNRFX (Janus Henderson Research Fund) are both mutual funds - WOGSX is a Large Cap Blend Equities fund managed by Oak Associates, while JNRFX is a Large Cap Growth Equities fund managed by Janus Henderson. Over the past 10 years, WOGSX returned 14.33%/yr vs 16.77%/yr for JNRFX. Their correlation of 0.86 suggests significant overlap in exposure. WOGSX charges 0.89%/yr vs 0.66%/yr for JNRFX.

Performance

WOGSX vs. JNRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in White Oak Select Growth Fund (WOGSX) and Janus Henderson Research Fund (JNRFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WOGSX achieves a 10.39% return, which is significantly higher than JNRFX's 9.50% return. Over the past 10 years, WOGSX has underperformed JNRFX with an annualized return of 14.33%, while JNRFX has yielded a comparatively higher 16.77% annualized return.

WOGSX

• 1D: -1.02%
• 1M: 3.16%
• YTD: 10.39%
• 6M: 11.70%
• 1Y: 32.20%
• 3Y*: 23.35%
• 5Y*: 11.56%
• 10Y*: 14.33%

JNRFX

• 1D: 1.31%
• 1M: 7.78%
• YTD: 9.50%
• 6M: 8.68%
• 1Y: 26.66%
• 3Y*: 26.45%
• 5Y*: 14.74%
• 10Y*: 16.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WOGSX vs. JNRFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WOGSX White Oak Select Growth Fund	10.39%	24.07%	18.22%	26.48%	-25.72%	28.31%	18.91%	23.74%	-0.55%	19.75%
JNRFX Janus Henderson Research Fund	9.50%	18.45%	35.13%	43.14%	-29.96%	20.19%	32.82%	35.40%	-2.73%	25.90%

Correlation

The correlation between WOGSX and JNRFX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 5, 1993	0.86

The correlation between WOGSX and JNRFX shifts across timeframes, from 0.77 (1 year) to 0.88 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

WOGSX vs. JNRFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WOGSX

WOGSX Risk / Return Rank: 58
WOGSX Sharpe Ratio Rank: 63
WOGSX Sortino Ratio Rank: 57
WOGSX Omega Ratio Rank: 53
WOGSX Calmar Ratio Rank: 57
WOGSX Martin Ratio Rank: 57

JNRFX

JNRFX Risk / Return Rank: 28
JNRFX Sharpe Ratio Rank: 36
JNRFX Sortino Ratio Rank: 32
JNRFX Omega Ratio Rank: 33
JNRFX Calmar Ratio Rank: 18
JNRFX Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WOGSX vs. JNRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for White Oak Select Growth Fund (WOGSX) 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.

	WOGSX	JNRFX	Difference
Sharpe ratio Return per unit of total volatility	2.33	1.75	+0.58
Sortino ratio Return per unit of downside risk	3.19	2.39	+0.80
Omega ratio Gain probability vs. loss probability	1.40	1.31	+0.09
Calmar ratio Return relative to maximum drawdown	2.92	1.61	+1.30
Martin ratio Return relative to average drawdown	11.55	5.58	+5.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WOGSX vs. JNRFX - Sharpe Ratio Comparison

The current WOGSX Sharpe Ratio is 2.33, which is higher than the JNRFX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of WOGSX and JNRFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WOGSX	JNRFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	1.75	+0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.67	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.79	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.47	-0.05

Drawdowns

WOGSX vs. JNRFX - Drawdown Comparison

The maximum WOGSX drawdown since its inception was -79.10%, which is greater than JNRFX's maximum drawdown of -74.74%. Use the drawdown chart below to compare losses from any high point for WOGSX and JNRFX.

Drawdown Indicators

	WOGSX	JNRFX	Difference
Max Drawdown Largest peak-to-trough decline	-79.10%	-74.74%	-4.36%
Max Drawdown (1Y) Largest decline over 1 year	-11.20%	-17.05%	+5.85%
Max Drawdown (3Y) Largest decline over 3 years	-22.07%	-22.66%	+0.59%
Max Drawdown (5Y) Largest decline over 5 years	-31.56%	-36.48%	+4.92%
Max Drawdown (10Y) Largest decline over 10 years	-31.56%	-36.48%	+4.92%
Current Drawdown Current decline from peak	-1.24%	0.00%	-1.24%
Average Drawdown Average peak-to-trough decline	-28.39%	-24.96%	-3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	4.94%	-2.11%

Volatility

WOGSX vs. JNRFX - Volatility Comparison

White Oak Select Growth Fund (WOGSX) and Janus Henderson Research Fund (JNRFX) have volatilities of 3.66% and 3.72%, 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.

Volatility by Period

	WOGSX	JNRFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	3.72%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	10.72%	12.32%	-1.60%
Volatility (1Y) Calculated over the trailing 1-year period	14.07%	15.89%	-1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.95%	22.03%	-2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.90%	21.33%	-1.43%

WOGSX vs. JNRFX - Expense Ratio Comparison

WOGSX has a 0.89% expense ratio, which is higher than JNRFX's 0.66% expense ratio.

Dividends

WOGSX vs. JNRFX - Dividend Comparison

WOGSX's dividend yield for the trailing twelve months is around 7.37%, less than JNRFX's 10.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JNRFX Janus Henderson Research Fund	10.90%	11.94%	5.11%	2.93%	0.43%	13.01%	2.98%	10.37%	11.06%	8.22%	5.41%	9.21%
WOGSX White Oak Select Growth Fund	7.37%	8.14%	12.24%	5.00%	0.49%	5.18%	2.57%	1.81%	1.40%	0.66%	1.02%	0.64%

Frequently Asked Questions

Can I hold both WOGSX and JNRFX in my portfolio?

WOGSX and JNRFX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WOGSX or JNRFX?

JNRFX has higher volatility (3.72%) compared to WOGSX (3.66%). In terms of maximum drawdown, WOGSX dropped -79.10% vs JNRFX's -74.74%.

Which has better risk-adjusted returns?

WOGSX currently has the higher Sharpe Ratio (2.33 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.