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IHF vs. JAGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHF vs. JAGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Healthcare Providers ETF (IHF) and Janus Henderson Global Life Sciences Fund Class T (JAGLX). The values are adjusted to include any dividend payments, if applicable.

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IHF vs. JAGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHF
iShares U.S. Healthcare Providers ETF
-11.80%0.92%-7.90%-1.11%-7.11%24.46%17.67%22.34%9.56%25.45%
JAGLX
Janus Henderson Global Life Sciences Fund Class T
-3.75%24.72%8.50%7.41%-2.79%6.66%25.52%29.12%4.05%22.13%

Returns By Period

In the year-to-date period, IHF achieves a -11.80% return, which is significantly lower than JAGLX's -3.75% return. Over the past 10 years, IHF has underperformed JAGLX with an annualized return of 6.59%, while JAGLX has yielded a comparatively higher 11.55% annualized return.


IHF

1D
0.72%
1M
-8.08%
YTD
-11.80%
6M
-13.91%
1Y
-19.13%
3Y*
-4.32%
5Y*
-2.61%
10Y*
6.59%

JAGLX

1D
3.08%
1M
-5.56%
YTD
-3.75%
6M
11.82%
1Y
21.58%
3Y*
12.33%
5Y*
8.24%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHF vs. JAGLX - Expense Ratio Comparison

IHF has a 0.43% expense ratio, which is lower than JAGLX's 0.92% expense ratio.


Return for Risk

IHF vs. JAGLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHF
IHF Risk / Return Rank: 22
Overall Rank
IHF Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IHF Sortino Ratio Rank: 22
Sortino Ratio Rank
IHF Omega Ratio Rank: 22
Omega Ratio Rank
IHF Calmar Ratio Rank: 11
Calmar Ratio Rank
IHF Martin Ratio Rank: 22
Martin Ratio Rank

JAGLX
JAGLX Risk / Return Rank: 5050
Overall Rank
JAGLX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
JAGLX Sortino Ratio Rank: 4949
Sortino Ratio Rank
JAGLX Omega Ratio Rank: 4040
Omega Ratio Rank
JAGLX Calmar Ratio Rank: 6868
Calmar Ratio Rank
JAGLX Martin Ratio Rank: 4141
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.

IHF vs. JAGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare Providers ETF (IHF) and Janus Henderson Global Life Sciences Fund Class T (JAGLX). 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.


IHFJAGLXDifference

Sharpe ratio

Return per unit of total volatility

-0.79

1.06

-1.86

Sortino ratio

Return per unit of downside risk

-0.91

1.53

-2.44

Omega ratio

Gain probability vs. loss probability

0.87

1.20

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.77

1.78

-2.55

Martin ratio

Return relative to average drawdown

-1.40

4.92

-6.32

IHF vs. JAGLX - Sharpe Ratio Comparison

The current IHF Sharpe Ratio is -0.79, which is lower than the JAGLX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IHF and JAGLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHFJAGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

1.06

-1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.53

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.66

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.58

-0.24

Correlation

The correlation between IHF and JAGLX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IHF vs. JAGLX - Dividend Comparison

IHF's dividend yield for the trailing twelve months is around 1.26%, less than JAGLX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
IHF
iShares U.S. Healthcare Providers ETF
1.26%1.05%0.86%0.79%0.74%0.56%0.53%0.58%4.01%0.19%0.25%0.20%
JAGLX
Janus Henderson Global Life Sciences Fund Class T
4.70%4.53%10.98%4.22%0.14%9.78%7.75%6.17%13.38%0.89%1.13%9.09%

Drawdowns

IHF vs. JAGLX - Drawdown Comparison

The maximum IHF drawdown since its inception was -58.42%, roughly equal to the maximum JAGLX drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for IHF and JAGLX.


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Drawdown Indicators


IHFJAGLXDifference

Max Drawdown

Largest peak-to-trough decline

-58.42%

-58.96%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-9.71%

-15.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-22.25%

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.23%

-27.38%

-7.85%

Current Drawdown

Current decline from peak

-26.81%

-6.64%

-20.17%

Average Drawdown

Average peak-to-trough decline

-10.59%

-17.51%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.78%

3.63%

+10.15%

Volatility

IHF vs. JAGLX - Volatility Comparison

The current volatility for iShares U.S. Healthcare Providers ETF (IHF) is 5.01%, while Janus Henderson Global Life Sciences Fund Class T (JAGLX) has a volatility of 5.99%. This indicates that IHF experiences smaller price fluctuations and is considered to be less risky than JAGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHFJAGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.99%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

10.63%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

17.86%

+6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

15.76%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

17.45%

+3.49%