IHF vs. JAGLX
IHF (iShares U.S. Healthcare Providers ETF) and JAGLX (Janus Henderson Global Life Sciences Fund Class T) are both Health & Biotech Equities funds. IHF is passively managed, while JAGLX is actively managed. Over the past 10 years, IHF returned 8.33%/yr vs 11.15%/yr for JAGLX. A 0.70 correlation means they provide meaningful diversification when combined. IHF charges 0.43%/yr vs 0.92%/yr for JAGLX.
Performance
IHF vs. JAGLX - Performance Comparison
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Returns By Period
In the year-to-date period, IHF achieves a 8.66% return, which is significantly higher than JAGLX's 0.20% return. Over the past 10 years, IHF has underperformed JAGLX with an annualized return of 8.33%, while JAGLX has yielded a comparatively higher 11.15% annualized return.
IHF
- 1D
- 0.68%
- 1M
- 6.50%
- YTD
- 8.66%
- 6M
- 8.76%
- 1Y
- 10.75%
- 3Y*
- 1.78%
- 5Y*
- 0.23%
- 10Y*
- 8.33%
JAGLX
- 1D
- 2.82%
- 1M
- 1.64%
- YTD
- 0.20%
- 6M
- 1.77%
- 1Y
- 29.36%
- 3Y*
- 12.20%
- 5Y*
- 8.66%
- 10Y*
- 11.15%
IHF vs. JAGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 8.66% | 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 | 0.20% | 24.72% | 8.50% | 7.41% | -2.79% | 6.66% | 25.52% | 29.12% | 4.05% | 22.13% |
Correlation
The correlation between IHF and JAGLX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 8, 2006 | 0.70 |
Over the past year, the correlation between IHF and JAGLX has dropped to 0.48 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
IHF vs. JAGLX — Risk / Return Rank
IHF
JAGLX
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.
| IHF | JAGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.06 | -2.52 |
| Martin ratioReturn relative to average drawdown | 1.27 | 9.70 | -8.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IHF | JAGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.97 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.54 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.64 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.58 | -0.20 |
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
| IHF | JAGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.42% | -58.96% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -19.72% | -9.71% | -10.01% |
Max Drawdown (3Y)Largest decline over 3 years | -29.85% | -17.41% | -12.44% |
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 DrawdownCurrent decline from peak | -9.83% | -2.81% | -7.02% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -17.43% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.51% | 3.06% | +5.45% |
Volatility
IHF vs. JAGLX - Volatility Comparison
iShares U.S. Healthcare Providers ETF (IHF) and Janus Henderson Global Life Sciences Fund Class T (JAGLX) have volatilities of 5.63% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IHF | JAGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.56% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 11.21% | +4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 15.10% | +6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 15.97% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 17.43% | +3.59% |
IHF vs. JAGLX - Expense Ratio Comparison
IHF has a 0.43% expense ratio, which is lower than JAGLX's 0.92% expense ratio.
Dividends
IHF vs. JAGLX - Dividend Comparison
IHF's dividend yield for the trailing twelve months is around 1.03%, less than JAGLX's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 1.03% | 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 | 4.52% | 4.53% | 10.98% | 4.22% | 0.14% | 9.78% | 7.75% | 6.17% | 13.38% | 0.89% | 1.13% | 9.09% |
Frequently Asked Questions
IHF and JAGLX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IHF has higher volatility (5.63%) compared to JAGLX (5.56%). In terms of maximum drawdown, IHF dropped -58.42% vs JAGLX's -58.96%.
JAGLX currently has the higher Sharpe Ratio (1.97 vs 0.50), 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.
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