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ISIN
US47103E7756
Inception Date
May 2, 1994
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

JNOSX Performance Chart

Janus Henderson Overseas Fund (JNOSX) is up 16.0% since the beginning of the year. JNOSX is currently trading at $66 per share. Investors who bought $1,000 worth of JNOSX shares 5 years ago would now be looking at an investment worth $1,630.


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S&P 500 Index

Returns By Period

Janus Henderson Overseas Fund (JNOSX) has returned 16.03% so far this year and 32.98% over the past 12 months. Over the last ten years, JNOSX has returned 12.34% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Janus Henderson Overseas Fund

1D
1.00%
1M
3.96%
YTD
16.03%
6M
16.70%
1Y
32.98%
3Y*
17.09%
5Y*
10.26%
10Y*
12.34%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNOSX Monthly Returns History

Based on dividend-adjusted daily data since May 4, 1994, JNOSX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 1999 with a return of +22.0%, while the worst month was Oct 2008 at -23.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 7 months.

On a daily basis, JNOSX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Dec 15, 2000 at -14.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.04%3.05%-8.36%6.08%7.18%1.90%16.03%
20253.48%3.15%-1.45%0.70%6.60%2.61%-1.32%3.90%3.59%0.52%1.22%2.84%28.76%
2024-0.67%3.68%5.28%-1.58%3.71%-1.09%2.39%1.36%-0.88%-4.27%-0.32%-1.44%5.89%
20238.87%-3.97%1.69%2.81%-4.83%3.72%2.95%-3.71%-4.00%-2.39%4.79%5.62%10.94%
2022-1.16%-2.46%-0.09%-5.68%2.98%-9.30%3.64%-3.98%-9.15%3.76%15.21%-0.45%-8.71%
2021-1.14%5.99%0.24%3.90%4.05%-1.12%-1.43%1.68%-1.76%2.97%-6.21%5.95%13.11%

Benchmark Metrics

Janus Henderson Overseas Fund has an annualized alpha of 0.73%, beta of 0.80, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since May 04, 1994.

  • This fund participated in 107.66% of S&P 500 Index downside but only 99.68% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.73%
Beta
0.80
0.54
Upside Capture
99.68%
Downside Capture
107.66%

Expense Ratio

JNOSX has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JNOSX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JNOSX Risk / Return Rank: 6565
Overall Rank
JNOSX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
JNOSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
JNOSX Omega Ratio Rank: 7070
Omega Ratio Rank
JNOSX Calmar Ratio Rank: 6464
Calmar Ratio Rank
JNOSX Martin Ratio Rank: 6565
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 Overseas Fund (JNOSX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JNOSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

2.94

2.78

+0.16

Martin ratioReturn relative to average drawdown

11.87

12.44

-0.57

Dividends

Dividend History

Janus Henderson Overseas Fund provided a 1.11% dividend yield over the last twelve months, with an annual payout of $0.74 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.74$0.74$0.75$0.60$0.63$0.46$0.35$0.94$0.31$0.61$0.33$1.27

Dividend yield

1.11%1.29%1.65%1.39%1.59%1.04%0.88%2.77%1.15%1.86%1.32%4.63%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Overseas 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$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$0.74$0.74
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46

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 Overseas 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 Overseas Fund was 72.45%, occurring on Mar 12, 2003. Recovery took 989 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2003 bear market2003
-72.45%Mar 2003
3y 5d3y 11mo
6y 11moMar 2000 - Feb 2007
Financial crisis2007–2009
-68.34%Nov 2008
1y 20d15y 3mo
16y 4moNov 2007 - Mar 2024
1998 bear market1998
-34.91%Oct 1998
2mo 19d9mo 1d
11mo 20dJul 1998 - Jul 1999
2025 selloff2025
-16.01%Apr 2025
19d1mo 7d
1mo 26dMar 2025 - May 2025
1998 correction1998
-14.20%Jan 1998
3mo 6d2mo 4d
5mo 10dOct 1997 - Mar 1998

Drawdown Indicators


JNOSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.45%

-56.78%

-15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-9.10%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-18.90%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.89%

-25.43%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-33.92%

-2.76%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-26.92%

-10.71%

-16.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.03%

+0.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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