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Janus Henderson Global Select Fund (JANRX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47103E7830
Inception Date
Jun 29, 2000
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus Henderson Global Select Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Janus Henderson Global Select Fund (JANRX) has returned -3.93% so far this year and 17.75% over the past 12 months. Over the last ten years, JANRX has had an annualized return of 12.00%, just under the S&P 500 Index benchmark’s 12.16%.


Janus Henderson Global Select Fund

1D
-0.38%
1M
-9.63%
YTD
-3.93%
6M
-2.77%
1Y
17.75%
3Y*
14.31%
5Y*
9.29%
10Y*
12.00%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 5, 2000, JANRX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +17.2%, while the worst month was Oct 2008 at -26.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JANRX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.34%1.88%-9.63%-3.93%
20254.12%-0.91%-5.51%0.23%8.27%5.43%0.55%1.79%3.42%-0.00%0.33%0.87%19.49%
20241.78%6.78%5.53%-3.68%4.68%1.03%-0.25%1.22%1.61%-2.63%4.08%-3.50%17.21%
20238.50%-4.07%1.60%2.00%-4.56%5.34%3.83%-2.16%-4.18%-2.12%7.12%6.09%17.41%
2022-2.46%0.40%0.63%-6.53%2.31%-9.69%4.87%-2.26%-9.56%7.38%10.38%-3.68%-9.94%
2021-0.97%4.51%2.27%4.81%1.50%1.12%-1.26%3.92%-4.02%5.77%-6.37%4.43%15.96%

Benchmark Metrics

Janus Henderson Global Select Fund has an annualized alpha of 0.01%, beta of 1.01, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since July 06, 2000.

  • This fund captured 117.69% of S&P 500 Index gains and 115.79% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.01 and R² of 0.81, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.01%
Beta
1.01
0.81
Upside Capture
117.69%
Downside Capture
115.79%

Expense Ratio

JANRX has an expense ratio of 0.82%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JANRX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JANRX Risk / Return Rank: 5454
Overall Rank
JANRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JANRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JANRX Omega Ratio Rank: 6060
Omega Ratio Rank
JANRX Calmar Ratio Rank: 4343
Calmar Ratio Rank
JANRX Martin Ratio Rank: 5656
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and compare them to a chosen benchmark (S&P 500 Index).


JANRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.90

+0.15

Sortino ratio

Return per unit of downside risk

1.52

1.39

+0.13

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.13

1.40

-0.27

Martin ratio

Return relative to average drawdown

5.45

6.61

-1.16

Explore JANRX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Janus Henderson Global Select Fund provided a 11.14% dividend yield over the last twelve months, with an annual payout of $2.07 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.07$2.07$1.87$1.45$0.44$2.33$0.89$0.69$2.22$0.15$0.15$0.14

Dividend yield

11.14%10.71%10.44%8.62%2.81%13.04%5.11%4.37%17.07%0.86%1.14%1.08%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Global Select Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.07$2.07
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.87$1.87
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.45$1.45
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.33$2.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson Global Select Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Janus Henderson Global Select Fund was 63.94%, occurring on Mar 11, 2003. Recovery took 1031 trading sessions.

The current Janus Henderson Global Select Fund drawdown is 9.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.94%Jul 17, 2000664Mar 11, 20031031Apr 16, 20071695
-63.01%Nov 1, 2007267Nov 20, 20081390Jun 3, 20141657
-39.17%Feb 13, 202027Mar 23, 2020141Oct 12, 2020168
-26.97%Jun 24, 2015161Feb 11, 2016302Apr 25, 2017463
-23.48%Nov 4, 2021228Sep 30, 2022304Dec 15, 2023532

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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