JAGLX vs. XPH
Compare and contrast key facts about Janus Henderson Global Life Sciences Fund Class T (JAGLX) and SPDR S&P Pharmaceuticals ETF (XPH).
JAGLX is an actively managed fund by Janus Henderson. It was launched on Dec 31, 1998. XPH is a passively managed fund by State Street that tracks the performance of the S&P Pharmaceuticals Select Industry Index. It was launched on Jun 19, 2006.
Performance
JAGLX vs. XPH - Performance Comparison
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JAGLX vs. XPH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XPH SPDR S&P Pharmaceuticals ETF | -2.19% | 31.60% | 4.94% | 2.97% | -9.83% | -10.54% | 14.68% | 25.61% | -15.32% | 12.05% |
Returns By Period
In the year-to-date period, JAGLX achieves a -3.75% return, which is significantly lower than XPH's -2.19% return. Over the past 10 years, JAGLX has outperformed XPH with an annualized return of 11.55%, while XPH has yielded a comparatively lower 3.94% 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%
XPH
- 1D
- 1.16%
- 1M
- -4.82%
- YTD
- -2.19%
- 6M
- 13.09%
- 1Y
- 30.74%
- 3Y*
- 11.47%
- 5Y*
- 3.03%
- 10Y*
- 3.94%
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JAGLX vs. XPH - Expense Ratio Comparison
JAGLX has a 0.92% expense ratio, which is higher than XPH's 0.35% expense ratio.
Return for Risk
JAGLX vs. XPH — Risk / Return Rank
JAGLX
XPH
JAGLX vs. XPH - 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 SPDR S&P Pharmaceuticals ETF (XPH). 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.
| JAGLX | XPH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.28 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.80 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.97 | -0.19 |
Martin ratioReturn relative to average drawdown | 4.92 | 6.54 | -1.62 |
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
| JAGLX | XPH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.28 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.15 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.18 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.38 | +0.20 |
Correlation
The correlation between JAGLX and XPH is 0.83, 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. XPH - Dividend Comparison
JAGLX's dividend yield for the trailing twelve months is around 4.70%, more than XPH's 0.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XPH SPDR S&P Pharmaceuticals ETF | 0.68% | 0.83% | 1.58% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% |
Drawdowns
JAGLX vs. XPH - Drawdown Comparison
The maximum JAGLX drawdown since its inception was -58.96%, which is greater than XPH's maximum drawdown of -48.03%. Use the drawdown chart below to compare losses from any high point for JAGLX and XPH.
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Drawdown Indicators
| JAGLX | XPH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.96% | -48.03% | -10.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -13.15% | +3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.25% | -31.63% | +9.38% |
Max Drawdown (10Y)Largest decline over 10 years | -27.38% | -35.97% | +8.59% |
Current DrawdownCurrent decline from peak | -6.64% | -6.21% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -17.51% | -17.37% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.96% | -0.33% |
Volatility
JAGLX vs. XPH - Volatility Comparison
The current volatility for Janus Henderson Global Life Sciences Fund Class T (JAGLX) is 5.99%, while SPDR S&P Pharmaceuticals ETF (XPH) has a volatility of 9.05%. This indicates that JAGLX experiences smaller price fluctuations and is considered to be less risky than XPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAGLX | XPH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 9.05% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 16.40% | -5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 24.50% | -6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 20.57% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.45% | 22.22% | -4.77% |