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ISIN
US47103E7269
Inception Date
Dec 29, 2005
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JNSGX Performance Chart

Janus Henderson Global Allocation Fund - Growth (JNSGX) is up 10.6% since the beginning of the year. JNSGX is currently trading at $16 per share. Investors who bought $1,000 worth of JNSGX shares 5 years ago would now be looking at an investment worth $1,402.


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S&P 500 Index

Returns By Period

Janus Henderson Global Allocation Fund - Growth (JNSGX) has returned 10.62% so far this year and 24.00% over the past 12 months. Over the last ten years, JNSGX has returned 8.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Janus Henderson Global Allocation Fund - Growth

1D
1.21%
1M
2.91%
YTD
10.62%
6M
10.39%
1Y
24.00%
3Y*
15.14%
5Y*
6.99%
10Y*
8.82%

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)

JNSGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2006, JNSGX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +10.2%, while the worst month was Oct 2008 at -15.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JNSGX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.57%0.81%-5.70%7.54%4.30%1.14%10.62%
20252.70%-0.00%-2.86%0.46%5.01%3.96%0.71%2.24%2.88%1.07%0.46%0.84%18.68%
2024-0.31%3.39%3.21%-3.40%3.52%0.89%2.57%1.72%1.62%-2.35%2.69%-2.55%11.17%
20237.41%-2.96%1.44%0.67%-2.24%4.15%2.69%-3.01%-3.92%-2.98%7.54%5.09%13.71%
2022-5.05%-1.31%-0.30%-6.96%0.24%-7.39%5.40%-3.58%-8.61%4.52%8.39%-3.21%-17.82%
2021-0.92%3.17%1.09%3.80%0.85%0.91%0.24%1.50%-3.65%3.06%-2.97%3.16%10.38%

Benchmark Metrics

Janus Henderson Global Allocation Fund - Growth has an annualized alpha of -0.17%, beta of 0.72, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.

  • This fund participated in 85.97% of S&P 500 Index downside but only 76.26% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.17%
Beta
0.72
0.90
Upside Capture
76.26%
Downside Capture
85.97%

Expense Ratio

JNSGX has an expense ratio of 0.26%, which is considered low.


Return for Risk

Risk / Return Rank

JNSGX ranks 58 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.


JNSGX Risk / Return Rank: 5858
Overall Rank
JNSGX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JNSGX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JNSGX Omega Ratio Rank: 5757
Omega Ratio Rank
JNSGX Calmar Ratio Rank: 5757
Calmar Ratio Rank
JNSGX Martin Ratio Rank: 6666
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 Allocation Fund - Growth (JNSGX) 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.


JNSGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.78

2.78

0.00

Martin ratioReturn relative to average drawdown

12.00

12.44

-0.44

Dividends

Dividend History

Janus Henderson Global Allocation Fund - Growth provided a 6.04% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.96$0.96$1.19$0.19$0.53$2.41$0.73$1.00$0.67$0.92$0.33$1.30

Dividend yield

6.04%6.68%9.20%1.46%4.67%16.70%4.75%7.16%5.35%6.43%2.55%10.31%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Global Allocation Fund - Growth. 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$0.96$0.96
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.19$1.19
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.41$2.41

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 Allocation Fund - Growth. 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 Allocation Fund - Growth was 50.39%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-50.39%Mar 2009
1y 4mo3y 11mo
5y 3moNov 2007 - Feb 2013
COVID crash2020
-29.47%Mar 2020
1mo 4d5mo 13d
6mo 17dFeb 2020 - Sep 2020
Bear market2022
-26.30%Oct 2022
1y 1mo1y 8mo
2y 10moSep 2021 - Jul 2024
2016 correction2016
-15.99%Feb 2016
8mo 25d1y 3d
1y 8moMay 2015 - Feb 2017
Rate-hike selloffLate 2018
-15.86%Dec 2018
10mo 28d10mo 9d
1y 9moJan 2018 - Oct 2019

Drawdown Indicators


JNSGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.39%

-56.78%

+6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-9.10%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-18.90%

+5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-25.43%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-29.47%

-33.92%

+4.45%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-8.01%

-10.71%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.03%

-0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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