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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Janus Henderson Global Research 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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Returns By Period
Janus Henderson Global Research Fund (JANWX) has returned -7.97% so far this year and 12.86% over the past 12 months. Over the last decade, JANWX has posted an annualized return of 12.22%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
Janus Henderson Global Research Fund
- 1D
- -0.42%
- 1M
- -9.21%
- YTD
- -7.97%
- 6M
- -6.01%
- 1Y
- 12.86%
- 3Y*
- 17.01%
- 5Y*
- 9.87%
- 10Y*
- 12.22%
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%
Monthly Returns
Based on dividend-adjusted daily data since Feb 16, 2010, JANWX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -14.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, JANWX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.08% | -0.71% | -9.21% | -7.97% | |||||||||
| 2025 | 4.39% | -0.50% | -5.18% | 1.40% | 6.81% | 5.12% | 2.00% | 1.06% | 2.31% | 1.36% | 0.30% | 0.47% | 20.79% |
| 2024 | 2.44% | 5.80% | 4.31% | -3.03% | 4.87% | 1.85% | 0.01% | 2.66% | 1.77% | -0.93% | 4.24% | -2.22% | 23.54% |
| 2023 | 7.93% | -2.16% | 2.90% | 1.94% | -0.06% | 5.41% | 3.10% | -1.72% | -4.43% | -2.15% | 9.16% | 5.03% | 26.78% |
| 2022 | -5.57% | -3.10% | 1.50% | -9.20% | 1.43% | -9.59% | 8.74% | -4.53% | -9.59% | 8.15% | 7.98% | -5.11% | -19.56% |
| 2021 | -1.94% | 3.05% | 1.99% | 5.21% | 1.42% | 2.35% | 1.07% | 2.69% | -4.32% | 5.85% | -3.96% | 3.71% | 17.84% |
Benchmark Metrics
Janus Henderson Global Research Fund has an annualized alpha of -0.24%, beta of 0.99, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since February 17, 2010.
- With beta of 0.99 and R² of 0.93, 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
- -0.24%
- Beta
- 0.99
- R²
- 0.93
- Upside Capture
- 99.44%
- Downside Capture
- 101.86%
Expense Ratio
JANWX has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JANWX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Janus Henderson Global Research Fund (JANWX) and compare them to a chosen benchmark (S&P 500 Index).
| JANWX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.90 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.39 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.40 | -0.48 |
Martin ratioReturn relative to average drawdown | 4.01 | 6.61 | -2.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JANWX 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 Research Fund provided a 8.79% dividend yield over the last twelve months, with an annual payout of $9.83 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $9.83 | $9.83 | $9.07 | $4.67 | $3.60 | $11.98 | $3.66 | $4.08 | $4.75 | $0.53 | $0.52 | $0.50 |
Dividend yield | 8.79% | 8.09% | 8.33% | 4.90% | 4.56% | 11.67% | 3.75% | 4.84% | 6.93% | 0.68% | 0.83% | 0.81% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Global Research Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $9.83 | $9.83 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.07 | $9.07 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.67 | $4.67 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.60 | $3.60 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $11.98 | $11.98 |
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 Research 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 Research Fund was 34.78%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.
The current Janus Henderson Global Research Fund drawdown is 10.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 103 | Aug 18, 2020 | 126 |
| -28.99% | Nov 10, 2021 | 224 | Sep 30, 2022 | 321 | Jan 11, 2024 | 545 |
| -24.16% | May 22, 2015 | 183 | Feb 11, 2016 | 301 | Apr 24, 2017 | 484 |
| -23.94% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
| -18.71% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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