JANRX vs. DJIA
Compare and contrast key facts about Janus Henderson Global Select Fund (JANRX) and Global X Dow 30 Covered Call ETF (DJIA).
JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000. DJIA is a passively managed fund by Global X that tracks the performance of the DJIA Cboe BuyWrite v2 Index. It was launched on Feb 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANRX or DJIA.
Key characteristics
| JANRX | DJIA | |
|---|---|---|
| YTD Return | 16.41% | 9.60% |
| 1Y Return | 24.57% | 12.18% |
| Sharpe Ratio | 1.36 | 1.26 |
| Daily Std Dev | 17.37% | 8.09% |
| Max Drawdown | -39.17% | -16.91% |
| Current Drawdown | -3.31% | 0.00% |
Correlation
The correlation between JANRX and DJIA is 0.61, 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.
Performance
JANRX vs. DJIA - Performance Comparison
In the year-to-date period, JANRX achieves a 16.41% return, which is significantly higher than DJIA's 9.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JANRX vs. DJIA - Expense Ratio Comparison
JANRX has a 0.82% expense ratio, which is higher than DJIA's 0.60% expense ratio.
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.
Dividends
JANRX vs. DJIA - Dividend Comparison
JANRX's dividend yield for the trailing twelve months is around 7.40%, more than DJIA's 6.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANRX Janus Henderson Global Select Fund | 7.40% | 8.62% | 2.81% | 13.04% | 5.11% | 4.37% | 17.07% | 0.86% | 1.14% | 1.08% | 0.72% | 0.45% |
DJIA Global X Dow 30 Covered Call ETF | 6.22% | 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.
Volatility
JANRX vs. DJIA - Volatility Comparison
Janus Henderson Global Select Fund (JANRX) has a higher volatility of 4.16% compared to Global X Dow 30 Covered Call ETF (DJIA) at 1.82%. 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.