PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JANRX vs. DJIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JANRX and DJIA is 0.60, 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.


-0.50.00.51.00.6

Performance

JANRX vs. DJIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Select Fund (JANRX) and Global X Dow 30 Covered Call ETF (DJIA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-7.63%
9.68%
JANRX
DJIA

Key characteristics

Sharpe Ratio

JANRX:

0.58

DJIA:

1.83

Sortino Ratio

JANRX:

0.78

DJIA:

2.63

Omega Ratio

JANRX:

1.13

DJIA:

1.37

Calmar Ratio

JANRX:

0.66

DJIA:

3.30

Martin Ratio

JANRX:

2.60

DJIA:

12.44

Ulcer Index

JANRX:

3.57%

DJIA:

1.20%

Daily Std Dev

JANRX:

16.06%

DJIA:

8.16%

Max Drawdown

JANRX:

-39.17%

DJIA:

-16.91%

Current Drawdown

JANRX:

-12.90%

DJIA:

-0.59%

Returns By Period

In the year-to-date period, JANRX achieves a 7.97% return, which is significantly lower than DJIA's 14.61% return.


JANRX

YTD

7.97%

1M

-9.92%

6M

-7.63%

1Y

8.94%

5Y*

9.08%

10Y*

8.52%

DJIA

YTD

14.61%

1M

0.04%

6M

9.67%

1Y

15.76%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JANRX vs. DJIA - Expense Ratio Comparison

JANRX has a 0.82% expense ratio, which is higher than DJIA's 0.60% expense ratio.


JANRX
Janus Henderson Global Select Fund
Expense ratio chart for JANRX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for DJIA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

JANRX vs. DJIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and Global X Dow 30 Covered Call ETF (DJIA). 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.


Sharpe ratio
The chart of Sharpe ratio for JANRX, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.000.581.83
The chart of Sortino ratio for JANRX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.000.782.63
The chart of Omega ratio for JANRX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.37
The chart of Calmar ratio for JANRX, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.0014.000.663.30
The chart of Martin ratio for JANRX, currently valued at 2.60, compared to the broader market0.0020.0040.0060.002.6012.44
JANRX
DJIA

The current JANRX Sharpe Ratio is 0.58, which is lower than the DJIA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of JANRX and DJIA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.58
1.83
JANRX
DJIA

Dividends

JANRX vs. DJIA - Dividend Comparison

JANRX has not paid dividends to shareholders, while DJIA's dividend yield for the trailing twelve months is around 6.75%.


TTM20232022202120202019201820172016201520142013
JANRX
Janus Henderson Global Select Fund
0.00%1.09%0.97%0.80%0.81%1.08%0.66%0.86%1.14%1.08%0.72%0.45%
DJIA
Global X Dow 30 Covered Call ETF
6.75%7.16%9.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JANRX vs. DJIA - Drawdown Comparison

The maximum JANRX drawdown since its inception was -39.17%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for JANRX and DJIA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.90%
-0.59%
JANRX
DJIA

Volatility

JANRX vs. DJIA - Volatility Comparison

Janus Henderson Global Select Fund (JANRX) has a higher volatility of 10.10% compared to Global X Dow 30 Covered Call ETF (DJIA) at 2.46%. This indicates that JANRX's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.10%
2.46%
JANRX
DJIA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab