PortfoliosLab logoPortfoliosLab logo
JANRX vs. HAINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JANRX vs. HAINX - Performance Comparison

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

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

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

JANRX
JANRX Risk / Return Rank: 3636
Overall Rank
JANRX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JANRX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JANRX Omega Ratio Rank: 3434
Omega Ratio Rank
JANRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JANRX Martin Ratio Rank: 4242
Martin Ratio Rank

HAINX
HAINX Risk / Return Rank: 5151
Overall Rank
HAINX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HAINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
HAINX Omega Ratio Rank: 5555
Omega Ratio Rank
HAINX Calmar Ratio Rank: 4646
Calmar Ratio Rank
HAINX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


JANRXHAINXDifference
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

JANRX vs. HAINX - Sharpe Ratio Comparison

The current JANRX Sharpe Ratio is 1.05, which is comparable to the HAINX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of JANRX and HAINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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


JANRXHAINXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.22%

0.00%

-3.22%

Average Drawdown

Average peak-to-trough decline

-17.69%

-9.84%

-7.85%

Ulcer Index

Depth 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


JANRXHAINXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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