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Region
Global (Broad)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Highlights

Avg. Volume (1M)
0
Avg. Volume Value (1M)
$0.00

Share Price Chart


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Performance

JORNX Performance Chart

Janus Henderson Global Select Fund Class T (JORNX) is up 7.7% since the beginning of the year. JORNX is currently trading at $21 per share. Investors who bought $1,000 worth of JORNX shares 5 years ago would now be looking at an investment worth $1,629.


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S&P 500 Index

Returns By Period

Janus Henderson Global Select Fund Class T (JORNX) has returned 7.68% so far this year and 13.39% over the past 12 months. Over the last ten years, JORNX has had an annualized return of 12.83%, just under the S&P 500 Index benchmark’s 13.07%.


Janus Henderson Global Select Fund Class T

1D
-0.43%
1M
0.14%
6M
3.06%
YTD
7.68%
1Y
13.39%
3Y*
16.78%
5Y*
10.25%
10Y*
12.83%
ALL TIME*
5.96%

Benchmark (S&P 500 Index)

1D
0.05%
1M
0.73%
6M
7.18%
YTD
8.28%
1Y
16.48%
3Y*
17.51%
5Y*
10.93%
10Y*
13.07%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JORNX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2000, JORNX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 60% of months were positive and 40% 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, JORNX 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
20264.33%1.88%-6.98%7.82%2.13%0.66%-1.74%7.68%
20254.11%-0.96%-5.50%0.23%8.30%5.36%0.55%1.78%3.41%0.00%0.33%0.86%19.35%
20241.78%6.76%5.51%-3.67%4.67%0.97%-0.25%1.22%1.61%-2.62%4.07%-3.49%17.10%
20238.48%-4.06%1.59%1.99%-4.55%5.27%3.88%-2.15%-4.17%-2.18%7.16%6.06%17.36%
2022-2.46%0.40%0.63%-6.52%2.24%-9.67%4.86%-2.25%-9.61%7.37%10.43%-3.73%-10.02%
2021-1.03%4.50%2.26%4.80%1.54%1.06%-1.25%3.91%-4.01%5.71%-6.31%4.38%15.82%

Benchmark Metrics

Janus Henderson Global Select Fund Class T has an annualized alpha of -0.12%, beta of 1.01, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since June 30, 2000.

  • This fund captured 116.12% of S&P 500 Index gains and 115.48% 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
-0.12%
Beta
1.01
0.81
Upside Capture
116.12%
Downside Capture
115.48%

Expense Ratio

JORNX has a high expense ratio of 0.93%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JORNX 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.


JORNX Risk / Return Rank: 3333
Overall Rank
JORNX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JORNX Sortino Ratio Rank: 3131
Sortino Ratio Rank
JORNX Omega Ratio Rank: 3232
Omega Ratio Rank
JORNX Calmar Ratio Rank: 3232
Calmar Ratio Rank
JORNX Martin Ratio Rank: 4040
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 Class T (JORNX) 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.


JORNXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.38

1.82

-0.44

Martin ratioReturn relative to average drawdown

5.78

7.79

-2.02

Dividends

Dividend History

Janus Henderson Global Select Fund Class T provided a 9.85% dividend yield over the last twelve months, with an annual payout of $2.06 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$2.06$2.06$1.85$1.44$0.42$2.31$0.89$0.68$2.20$0.14$0.14$0.13

Dividend yield

9.85%10.60%10.29%8.53%2.69%12.92%5.06%4.28%16.93%0.82%1.08%1.02%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Global Select Fund Class T. 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$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$2.06$2.06
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.85$1.85
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.44$1.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.31$2.31

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 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 Select Fund Class T was 63.94%, occurring on Mar 11, 2003. Recovery took 1030 trading sessions.

The current Janus Henderson Global Select Fund Class T drawdown is 2.56%.


Drawdown

Fall

Recovery

Underwater

Related event

-63.94%Mar 2003
2y 7mo4y 1mo
6y 9moJul 2000 - Apr 2007
-62.89%Nov 2008
1y 20d5y 4mo
6y 5moNov 2007 - Apr 2014
Financial crisis2007–2009
-39.15%Mar 2020
1mo 9d6mo 23d
8mo 2dFeb 2020 - Oct 2020
COVID crash2020
-26.97%Feb 2016
7mo 22d1y 2mo
1y 10moJun 2015 - Apr 2017
-23.54%Sep 2022
11mo1y 2mo
2y 1moNov 2021 - Dec 2023
Bear market2022

Drawdown Indicators


JORNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-56.78%

-7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-9.10%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-19.61%

-18.90%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-23.54%

-25.43%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-39.15%

-33.92%

-5.23%

Current Drawdown

Current decline from peak

-2.56%

-2.60%

+0.04%

Average Drawdown

Average peak-to-trough decline

-17.44%

-10.70%

-6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.12%

+0.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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