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JAGLX vs. LOGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGLX vs. LOGSX - 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 Live Oak Health Sciences Fund (LOGSX). The values are adjusted to include any dividend payments, if applicable.

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JAGLX vs. LOGSX - 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%
LOGSX
Live Oak Health Sciences Fund
0.30%19.63%0.16%1.21%3.71%17.59%6.01%18.98%-3.84%13.42%

Returns By Period

In the year-to-date period, JAGLX achieves a -3.75% return, which is significantly lower than LOGSX's 0.30% return. Over the past 10 years, JAGLX has outperformed LOGSX with an annualized return of 11.55%, while LOGSX has yielded a comparatively lower 7.31% 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%

LOGSX

1D
1.86%
1M
-4.64%
YTD
0.30%
6M
9.76%
1Y
16.05%
3Y*
8.74%
5Y*
6.96%
10Y*
7.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAGLX vs. LOGSX - Expense Ratio Comparison

JAGLX has a 0.92% expense ratio, which is lower than LOGSX's 1.02% expense ratio.


Return for Risk

JAGLX vs. LOGSX — 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

LOGSX
LOGSX Risk / Return Rank: 4646
Overall Rank
LOGSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LOGSX Sortino Ratio Rank: 3737
Sortino Ratio Rank
LOGSX Omega Ratio Rank: 2828
Omega Ratio Rank
LOGSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
LOGSX Martin Ratio Rank: 5151
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. LOGSX - 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 Live Oak Health Sciences Fund (LOGSX). 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.


JAGLXLOGSXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.92

+0.14

Sortino ratio

Return per unit of downside risk

1.53

1.37

+0.16

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.78

2.06

-0.27

Martin ratio

Return relative to average drawdown

4.92

5.98

-1.06

JAGLX vs. LOGSX - Sharpe Ratio Comparison

The current JAGLX Sharpe Ratio is 1.06, which is comparable to the LOGSX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JAGLX and LOGSX, 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


JAGLXLOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.92

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.49

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.45

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.43

+0.15

Correlation

The correlation between JAGLX and LOGSX is 0.84, 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. LOGSX - Dividend Comparison

JAGLX's dividend yield for the trailing twelve months is around 4.70%, more than LOGSX's 2.07% 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%
LOGSX
Live Oak Health Sciences Fund
2.07%2.07%2.64%6.28%0.55%7.02%7.04%0.85%15.20%6.45%2.10%15.52%

Drawdowns

JAGLX vs. LOGSX - Drawdown Comparison

The maximum JAGLX drawdown since its inception was -58.96%, which is greater than LOGSX's maximum drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for JAGLX and LOGSX.


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Drawdown Indicators


JAGLXLOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-58.96%

-45.85%

-13.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-7.65%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-15.03%

-7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-27.38%

-27.28%

-0.10%

Current Drawdown

Current decline from peak

-6.64%

-4.95%

-1.69%

Average Drawdown

Average peak-to-trough decline

-17.51%

-7.63%

-9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.63%

+1.00%

Volatility

JAGLX vs. LOGSX - Volatility Comparison

Janus Henderson Global Life Sciences Fund Class T (JAGLX) has a higher volatility of 5.99% compared to Live Oak Health Sciences Fund (LOGSX) at 5.19%. This indicates that JAGLX's price experiences larger fluctuations and is considered to be riskier than LOGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGLXLOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

5.19%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

9.95%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

16.41%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

14.13%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

16.12%

+1.33%