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HAINX vs. JANRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAINX vs. JANRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Fund (HAINX) and Janus Henderson Global Select Fund (JANRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HAINX achieves a 11.78% return, which is significantly higher than JANRX's 7.03% return. Over the past 10 years, HAINX has underperformed JANRX with an annualized return of 7.99%, while JANRX has yielded a comparatively higher 12.72% annualized return.


HAINX

1D
2.51%
1M
4.82%
6M
5.74%
YTD
11.78%
1Y
21.30%
3Y*
15.15%
5Y*
8.31%
10Y*
7.99%
ALL TIME*
9.35%

JANRX

1D
2.73%
1M
-2.08%
6M
2.58%
YTD
7.03%
1Y
15.11%
3Y*
16.05%
5Y*
10.33%
10Y*
12.72%
ALL TIME*
5.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HAINX vs. JANRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAINX
Harbor International Fund
11.78%28.41%4.21%16.16%-13.80%9.50%11.09%22.57%-18.29%22.99%
JANRX
Janus Henderson Global Select Fund
7.03%19.49%17.21%17.41%-9.94%15.96%16.14%27.43%-9.80%31.08%

Correlation

The correlation between HAINX and JANRX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2000

0.78

The correlation between HAINX and JANRX has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

HAINX vs. JANRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HAINX
HAINX Risk / Return Rank: 5151
Overall Rank
HAINX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HAINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
HAINX Omega Ratio Rank: 5555
Omega Ratio Rank
HAINX Calmar Ratio Rank: 4646
Calmar Ratio Rank
HAINX Martin Ratio Rank: 4141
Martin Ratio Rank

JANRX
JANRX Risk / Return Rank: 3636
Overall Rank
JANRX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JANRX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JANRX Omega Ratio Rank: 3434
Omega Ratio Rank
JANRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JANRX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HAINX vs. JANRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and Janus Henderson Global Select Fund (JANRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


HAINXJANRXDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratioReturn relative to maximum drawdown

1.74

1.46

+0.28

Martin ratioReturn relative to average drawdown

5.86

5.97

-0.12

HAINX vs. JANRX - Sharpe Ratio Comparison

The current HAINX Sharpe Ratio is 1.39, which is higher than the JANRX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HAINX and JANRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HAINX vs. JANRX - Drawdown Comparison

The maximum HAINX drawdown since its inception was -60.21%, smaller than the maximum JANRX drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for HAINX and JANRX.


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Drawdown Indicators


HAINXJANRXDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-63.94%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-9.67%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-14.08%

-19.56%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

-23.48%

-7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

-39.17%

-0.58%

Current Drawdown

Current decline from peak

0.00%

-3.22%

+3.22%

Average Drawdown

Average peak-to-trough decline

-9.84%

-17.69%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.36%

+1.24%

Volatility

HAINX vs. JANRX - Volatility Comparison

The current volatility for Harbor International Fund (HAINX) is 4.33%, while Janus Henderson Global Select Fund (JANRX) has a volatility of 4.91%. This indicates that HAINX experiences smaller price fluctuations and is considered to be less risky than JANRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAINXJANRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.91%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

11.75%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

13.53%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

16.40%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

17.92%

-1.58%

HAINX vs. JANRX - Expense Ratio Comparison

HAINX has a 0.77% expense ratio, which is lower than JANRX's 0.82% expense ratio.


Dividends

HAINX vs. JANRX - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.19%, less than JANRX's 10.00% yield.


PositionTTM20252024202320222021202020192018201720162015
HAINX
Harbor International Fund
3.19%3.57%3.86%3.55%3.32%2.15%1.05%3.12%64.33%6.28%0.17%4.80%
JANRX
Janus Henderson Global Select Fund
10.00%10.71%10.44%8.62%2.81%13.04%5.11%4.37%17.07%0.86%1.14%1.08%

Frequently Asked Questions


HAINX and JANRX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JANRX has higher volatility (4.91%) compared to HAINX (4.33%). In terms of maximum drawdown, HAINX dropped -60.21% vs JANRX's -63.94%.

HAINX currently has the higher Sharpe Ratio (1.39 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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