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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 Class T, 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 Class T (JAWWX) has returned -8.00% so far this year and 12.74% over the past 12 months. Over the last ten years, JAWWX has had an annualized return of 12.12%, just under the S&P 500 Index benchmark’s 12.16%.
Janus Henderson Global Research Fund Class T
- 1D
- -0.42%
- 1M
- -9.22%
- YTD
- -8.00%
- 6M
- -6.06%
- 1Y
- 12.74%
- 3Y*
- 16.89%
- 5Y*
- 9.76%
- 10Y*
- 12.12%
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 Jun 10, 1993, JAWWX's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Feb 2000 with a return of +14.6%, while the worst month was Oct 2008 at -22.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, JAWWX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.6%, while the worst single day was Jan 3, 2006 at -16.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.07% | -0.72% | -9.22% | -8.00% | |||||||||
| 2025 | 4.39% | -0.51% | -5.19% | 1.39% | 6.80% | 5.12% | 1.98% | 1.06% | 2.30% | 1.35% | 0.29% | 0.46% | 20.67% |
| 2024 | 2.43% | 5.79% | 4.29% | -3.04% | 4.86% | 1.84% | -0.00% | 2.64% | 1.77% | -0.94% | 4.23% | -2.23% | 23.40% |
| 2023 | 7.94% | -2.17% | 2.89% | 1.93% | -0.07% | 5.41% | 3.09% | -1.72% | -4.44% | -2.17% | 9.16% | 5.02% | 26.66% |
| 2022 | -5.57% | -3.11% | 1.49% | -9.20% | 1.42% | -9.60% | 8.73% | -4.53% | -9.60% | 8.14% | 7.97% | -5.12% | -19.64% |
| 2021 | -1.94% | 3.04% | 1.98% | 5.20% | 1.41% | 2.34% | 1.07% | 2.68% | -4.33% | 5.83% | -3.96% | 3.69% | 17.72% |
Benchmark Metrics
Janus Henderson Global Research Fund Class T has an annualized alpha of 0.12%, beta of 0.88, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 11, 1993.
- This fund participated in 101.48% of S&P 500 Index downside but only 96.00% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R² of 0.75, 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
- 0.12%
- Beta
- 0.88
- R²
- 0.75
- Upside Capture
- 96.00%
- Downside Capture
- 101.48%
Expense Ratio
JAWWX has an expense ratio of 0.87%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JAWWX ranks 32 for risk / return — below 32% 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 Class T (JAWWX) and compare them to a chosen benchmark (S&P 500 Index).
| JAWWX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.90 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.39 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.40 | -0.49 |
Martin ratioReturn relative to average drawdown | 3.96 | 6.61 | -2.65 |
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 JAWWX 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 Class T provided a 8.73% dividend yield over the last twelve months, with an annual payout of $9.74 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 | $9.74 | $9.74 | $8.92 | $4.58 | $3.50 | $11.87 | $3.59 | $4.01 | $4.70 | $0.47 | $0.47 | $0.46 |
Dividend yield | 8.73% | 8.03% | 8.21% | 4.82% | 4.44% | 11.58% | 3.68% | 4.77% | 6.85% | 0.60% | 0.75% | 0.75% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Global Research Fund Class T. 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 | $9.74 | $9.74 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $8.92 | $8.92 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.58 | $4.58 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.50 | $3.50 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $11.87 | $11.87 |
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 Class T. 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 Class T was 76.60%, occurring on Nov 20, 2008. Recovery took 2296 trading sessions.
The current Janus Henderson Global Research Fund Class T drawdown is 10.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.6% | Mar 7, 2000 | 2192 | Nov 20, 2008 | 2296 | Jan 5, 2018 | 4488 |
| -34.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 103 | Aug 18, 2020 | 126 |
| -30.37% | Jul 21, 1998 | 57 | Oct 8, 1998 | 78 | Feb 1, 1999 | 135 |
| -29.05% | Nov 10, 2021 | 224 | Sep 30, 2022 | 326 | Jan 19, 2024 | 550 |
| -18.72% | 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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