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JAGLX vs. FBDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGLX vs. FBDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Life Sciences Fund Class T (JAGLX) and Franklin Biotechnology Discovery Fund (FBDIX). The values are adjusted to include any dividend payments, if applicable.

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JAGLX vs. FBDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FBDIX
Franklin Biotechnology Discovery Fund
2.34%52.68%15.37%18.40%-12.65%-27.58%29.85%49.11%-15.77%18.83%

Returns By Period

In the year-to-date period, JAGLX achieves a -3.75% return, which is significantly lower than FBDIX's 2.34% return. Over the past 10 years, JAGLX has outperformed FBDIX with an annualized return of 11.55%, while FBDIX has yielded a comparatively lower 10.84% annualized return.


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%

FBDIX

1D
5.83%
1M
-0.40%
YTD
2.34%
6M
25.15%
1Y
69.79%
3Y*
28.39%
5Y*
7.17%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAGLX vs. FBDIX - Expense Ratio Comparison

JAGLX has a 0.92% expense ratio, which is lower than FBDIX's 1.06% expense ratio.


Return for Risk

JAGLX vs. FBDIX — Risk / Return Rank

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

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

FBDIX
FBDIX Risk / Return Rank: 9595
Overall Rank
FBDIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FBDIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FBDIX Omega Ratio Rank: 8989
Omega Ratio Rank
FBDIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FBDIX Martin Ratio Rank: 9797
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.

JAGLX vs. FBDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund Class T (JAGLX) and Franklin Biotechnology Discovery Fund (FBDIX). 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.


JAGLXFBDIXDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.47

-1.41

Sortino ratio

Return per unit of downside risk

1.53

3.14

-1.61

Omega ratio

Gain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratio

Return relative to maximum drawdown

1.78

4.35

-2.56

Martin ratio

Return relative to average drawdown

4.92

17.17

-12.25

JAGLX vs. FBDIX - Sharpe Ratio Comparison

The current JAGLX Sharpe Ratio is 1.06, which is lower than the FBDIX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of JAGLX and FBDIX, 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


JAGLXFBDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.47

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.28

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.41

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.41

+0.17

Correlation

The correlation between JAGLX and FBDIX is 0.87, 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

JAGLX vs. FBDIX - Dividend Comparison

JAGLX's dividend yield for the trailing twelve months is around 4.70%, less than FBDIX's 10.56% yield.


TTM20252024202320222021202020192018201720162015
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%
FBDIX
Franklin Biotechnology Discovery Fund
10.56%10.81%19.53%0.00%0.13%0.98%14.50%18.77%3.72%2.39%4.57%8.42%

Drawdowns

JAGLX vs. FBDIX - Drawdown Comparison

The maximum JAGLX drawdown since its inception was -58.96%, smaller than the maximum FBDIX drawdown of -71.44%. Use the drawdown chart below to compare losses from any high point for JAGLX and FBDIX.


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Drawdown Indicators


JAGLXFBDIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.96%

-71.44%

+12.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-12.39%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-46.83%

+24.58%

Max Drawdown (10Y)

Largest decline over 10 years

-27.38%

-53.67%

+26.29%

Current Drawdown

Current decline from peak

-6.64%

-1.98%

-4.66%

Average Drawdown

Average peak-to-trough decline

-17.51%

-28.90%

+11.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.44%

+0.19%

Volatility

JAGLX vs. FBDIX - Volatility Comparison

The current volatility for Janus Henderson Global Life Sciences Fund Class T (JAGLX) is 5.99%, while Franklin Biotechnology Discovery Fund (FBDIX) has a volatility of 9.67%. This indicates that JAGLX experiences smaller price fluctuations and is considered to be less risky than FBDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGLXFBDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

9.67%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

16.55%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

26.07%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

25.57%

-9.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

26.40%

-8.95%