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JANRX vs. DJIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JANRX and DJIA is 0.65, 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

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.

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Key characteristics

Sharpe Ratio

JANRX:

-0.06

DJIA:

0.74

Sortino Ratio

JANRX:

0.01

DJIA:

0.99

Omega Ratio

JANRX:

1.00

DJIA:

1.16

Calmar Ratio

JANRX:

-0.08

DJIA:

0.72

Martin Ratio

JANRX:

-0.21

DJIA:

2.87

Ulcer Index

JANRX:

8.91%

DJIA:

3.05%

Daily Std Dev

JANRX:

20.27%

DJIA:

14.05%

Max Drawdown

JANRX:

-44.36%

DJIA:

-16.91%

Current Drawdown

JANRX:

-8.06%

DJIA:

-5.51%

Returns By Period

In the year-to-date period, JANRX achieves a 5.74% return, which is significantly higher than DJIA's -1.73% return.


JANRX

YTD

5.74%

1M

8.52%

6M

-5.47%

1Y

-1.19%

3Y*

5.00%

5Y*

7.82%

10Y*

3.69%

DJIA

YTD

-1.73%

1M

1.07%

6M

-1.98%

1Y

10.36%

3Y*

6.47%

5Y*

N/A

10Y*

N/A

*Annualized

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Global X Dow 30 Covered Call ETF

JANRX vs. DJIA - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JANRX vs. DJIA — Risk-Adjusted Performance Rank

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

JANRX
The Risk-Adjusted Performance Rank of JANRX is 88
Overall Rank
The Sharpe Ratio Rank of JANRX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of JANRX is 88
Sortino Ratio Rank
The Omega Ratio Rank of JANRX is 77
Omega Ratio Rank
The Calmar Ratio Rank of JANRX is 77
Calmar Ratio Rank
The Martin Ratio Rank of JANRX is 88
Martin Ratio Rank

DJIA
The Risk-Adjusted Performance Rank of DJIA is 6565
Overall Rank
The Sharpe Ratio Rank of DJIA is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DJIA is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DJIA is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DJIA is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DJIA is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current JANRX Sharpe Ratio is -0.06, which is lower than the DJIA Sharpe Ratio of 0.74. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JANRX vs. DJIA - Dividend Comparison

JANRX's dividend yield for the trailing twelve months is around 9.87%, less than DJIA's 12.60% yield.


TTM20242023202220212020201920182017201620152014
JANRX
Janus Henderson Global Select Fund
9.87%10.44%8.62%2.81%13.04%5.11%4.38%17.07%0.86%1.14%1.08%0.72%
DJIA
Global X Dow 30 Covered Call ETF
12.60%11.44%7.16%9.18%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 -44.36%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JANRX vs. DJIA - Volatility Comparison

Janus Henderson Global Select Fund (JANRX) has a higher volatility of 3.68% compared to Global X Dow 30 Covered Call ETF (DJIA) at 1.86%. 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.


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