JANRX vs. BLK

Last updated Apr 2, 2026

Compare and contrast key facts about Janus Henderson Global Select Fund (JANRX) and BlackRock, Inc. (BLK).

JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000.

Performance

JANRX vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Select Fund (JANRX) and BlackRock, Inc. (BLK). The values are adjusted to include any dividend payments, if applicable.

JANRX vs. BLK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JANRX Janus Henderson Global Select Fund	-1.14%	19.49%	17.21%	17.41%	-9.94%	15.96%	16.14%	27.43%	-9.80%	31.08%
BLK BlackRock, Inc.	-10.05%	6.55%	29.29%	17.86%	-20.40%	29.39%	47.21%	31.87%	-21.59%	38.20%

Returns By Period

In the year-to-date period, JANRX achieves a -1.14% return, which is significantly higher than BLK's -10.05% return. Over the past 10 years, JANRX has underperformed BLK with an annualized return of 12.32%, while BLK has yielded a comparatively higher 13.61% annualized return.

JANRX

• 1D: 2.90%
• 1M: -6.23%
• YTD: -1.14%
• 6M: -0.41%
• 1Y: 20.55%
• 3Y*: 15.41%
• 5Y*: 9.67%
• 10Y*: 12.32%

BLK

• 1D: -0.45%
• 1M: -9.88%
• YTD: -10.05%
• 6M: -15.22%
• 1Y: 3.50%
• 3Y*: 15.37%
• 5Y*: 7.07%
• 10Y*: 13.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JANRX vs. BLK — Risk / Return Rank

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

JANRX

JANRX Risk / Return Rank: 73
JANRX Sharpe Ratio Rank: 72
JANRX Sortino Ratio Rank: 74
JANRX Omega Ratio Rank: 75
JANRX Calmar Ratio Rank: 65
JANRX Martin Ratio Rank: 76

BLK

BLK Risk / Return Rank: 42
BLK Sharpe Ratio Rank: 45
BLK Sortino Ratio Rank: 37
BLK Omega Ratio Rank: 38
BLK Calmar Ratio Rank: 44
BLK Martin Ratio Rank: 45

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.

JANRX vs. BLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and BlackRock, Inc. (BLK). 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.

	JANRX	BLK	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.12	+1.21
Sortino ratio Return per unit of downside risk	1.90	0.36	+1.53
Omega ratio Gain probability vs. loss probability	1.30	1.05	+0.25
Calmar ratio Return relative to maximum drawdown	1.60	0.14	+1.45
Martin ratio Return relative to average drawdown	7.61	0.37	+7.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JANRX vs. BLK - Sharpe Ratio Comparison

The current JANRX Sharpe Ratio is 1.33, which is higher than the BLK Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of JANRX and BLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JANRX	BLK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	0.12	+1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.27	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.49	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.58	-0.32

Correlation

The correlation between JANRX and BLK is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JANRX vs. BLK - Dividend Comparison

JANRX's dividend yield for the trailing twelve months is around 10.83%, more than BLK's 2.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JANRX Janus Henderson Global Select Fund	10.83%	10.71%	10.44%	8.62%	2.81%	13.04%	5.11%	4.37%	17.07%	0.86%	1.14%	1.08%
BLK BlackRock, Inc.	2.23%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%

Drawdowns

JANRX vs. BLK - Drawdown Comparison

The maximum JANRX drawdown since its inception was -63.94%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for JANRX and BLK.

Drawdown Indicators

	JANRX	BLK	Difference
Max Drawdown Largest peak-to-trough decline	-63.94%	-60.36%	-3.58%
Max Drawdown (1Y) Largest decline over 1 year	-12.43%	-22.45%	+10.02%
Max Drawdown (5Y) Largest decline over 5 years	-23.48%	-43.90%	+20.42%
Max Drawdown (10Y) Largest decline over 10 years	-39.17%	-43.90%	+4.73%
Current Drawdown Current decline from peak	-7.05%	-19.56%	+12.51%
Average Drawdown Average peak-to-trough decline	-17.90%	-11.92%	-5.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	8.70%	-6.09%

Volatility

JANRX vs. BLK - Volatility Comparison

The current volatility for Janus Henderson Global Select Fund (JANRX) is 5.57%, while BlackRock, Inc. (BLK) has a volatility of 10.64%. This indicates that JANRX experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JANRX	BLK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	10.64%	-5.07%
Volatility (6M) Calculated over the trailing 6-month period	8.78%	19.82%	-11.04%
Volatility (1Y) Calculated over the trailing 1-year period	16.03%	29.05%	-13.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	26.51%	-10.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	27.63%	-9.68%