JANRX vs. HAINX
JANRX (Janus Henderson Global Select Fund) and HAINX (Harbor International Fund) are both mutual funds - JANRX is a Global Equities fund managed by Janus Henderson, while HAINX is a Foreign Large Cap Equities fund managed by Harbor. Over the past 10 years, JANRX returned 12.72%/yr vs 7.99%/yr for HAINX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. JANRX charges 0.82%/yr vs 0.77%/yr for HAINX.
Performance
JANRX vs. HAINX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JANRX achieves a 7.03% return, which is significantly lower than HAINX's 11.78% return. Over the past 10 years, JANRX has outperformed HAINX with an annualized return of 12.72%, while HAINX has yielded a comparatively lower 7.99% annualized return.
JANRX
- 1D
- 2.73%
- 1M
- -2.08%
- 6M
- 2.58%
- YTD
- 7.03%
- 1Y
- 15.11%
- 3Y*
- 16.05%
- 5Y*
- 10.33%
- 10Y*
- 12.72%
- ALL TIME*
- 5.89%
HAINX
- 1D
- 2.51%
- 1M
- 4.82%
- 6M
- 5.74%
- YTD
- 11.78%
- 1Y
- 21.30%
- 3Y*
- 15.15%
- 5Y*
- 8.31%
- 10Y*
- 7.99%
- ALL TIME*
- 9.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JANRX vs. HAINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANRX Janus Henderson Global Select Fund | 7.03% | 19.49% | 17.21% | 17.41% | -9.94% | 15.96% | 16.14% | 27.43% | -9.80% | 31.08% |
HAINX Harbor International Fund | 11.78% | 28.41% | 4.21% | 16.16% | -13.80% | 9.50% | 11.09% | 22.57% | -18.29% | 22.99% |
Correlation
The correlation between JANRX and HAINX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2000 | 0.78 |
The correlation between JANRX and HAINX has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JANRX vs. HAINX — Risk / Return Rank
JANRX
HAINX
JANRX vs. HAINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and Harbor International Fund (HAINX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JANRX | HAINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.74 | -0.28 |
| Martin ratioReturn relative to average drawdown | 5.97 | 5.86 | +0.12 |
Loading charts...
Drawdowns
JANRX vs. HAINX - Drawdown Comparison
The maximum JANRX drawdown since its inception was -63.94%, which is greater than HAINX's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for JANRX and HAINX.
Loading charts...
Drawdown Indicators
| JANRX | HAINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -60.21% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -12.10% | +2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.56% | -14.08% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -31.14% | +7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -39.17% | -39.75% | +0.58% |
Current DrawdownCurrent decline from peak | -3.22% | 0.00% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -17.69% | -9.84% | -7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 3.60% | -1.24% |
Volatility
JANRX vs. HAINX - Volatility Comparison
Janus Henderson Global Select Fund (JANRX) has a higher volatility of 4.91% compared to Harbor International Fund (HAINX) at 4.33%. This indicates that JANRX's price experiences larger fluctuations and is considered to be riskier than HAINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JANRX | HAINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.33% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 12.91% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 15.28% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 16.34% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 16.34% | +1.58% |
JANRX vs. HAINX - Expense Ratio Comparison
JANRX has a 0.82% expense ratio, which is higher than HAINX's 0.77% expense ratio.
Dividends
JANRX vs. HAINX - Dividend Comparison
JANRX's dividend yield for the trailing twelve months is around 10.00%, more than HAINX's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAINX Harbor International Fund | 3.19% | 3.57% | 3.86% | 3.55% | 3.32% | 2.15% | 1.05% | 3.12% | 64.33% | 6.28% | 0.17% | 4.80% |
JANRX Janus Henderson Global Select Fund | 10.00% | 10.71% | 10.44% | 8.62% | 2.81% | 13.04% | 5.11% | 4.37% | 17.07% | 0.86% | 1.14% | 1.08% |
Frequently Asked Questions
JANRX and HAINX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JANRX has higher volatility (4.91%) compared to HAINX (4.33%). In terms of maximum drawdown, JANRX dropped -63.94% vs HAINX's -60.21%.
HAINX currently has the higher Sharpe Ratio (1.39 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JANRX and HAINX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer