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

Performance

JANRX vs. JACNX - Performance Comparison

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

Loading graphics...

JANRX vs. JACNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JANRX
Janus Henderson Global Select Fund
-1.14%19.49%17.21%17.41%-9.94%15.96%16.14%27.43%-9.80%31.08%
JACNX
Janus Henderson Contrarian Fund
-4.88%7.34%18.44%21.58%-21.54%20.79%27.88%43.19%-4.08%5.00%

Returns By Period

In the year-to-date period, JANRX achieves a -1.14% return, which is significantly higher than JACNX's -4.88% return. Over the past 10 years, JANRX has outperformed JACNX with an annualized return of 12.32%, while JACNX has yielded a comparatively lower 11.16% annualized return.


JANRX

1D
2.90%
1M
-6.23%
YTD
-1.14%
6M
-0.41%
1Y
20.55%
3Y*
15.41%
5Y*
9.67%
10Y*
12.32%

JACNX

1D
4.46%
1M
-5.80%
YTD
-4.88%
6M
-8.56%
1Y
10.22%
3Y*
10.38%
5Y*
5.25%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. JACNX - Expense Ratio Comparison

JANRX has a 0.82% expense ratio, which is lower than JACNX's 0.90% expense ratio.


Return for Risk

JANRX vs. JACNX — Risk / Return Rank

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

JANRX
JANRX Risk / Return Rank: 7373
Overall Rank
JANRX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JANRX Sortino Ratio Rank: 7474
Sortino Ratio Rank
JANRX Omega Ratio Rank: 7575
Omega Ratio Rank
JANRX Calmar Ratio Rank: 6565
Calmar Ratio Rank
JANRX Martin Ratio Rank: 7676
Martin Ratio Rank

JACNX
JACNX Risk / Return Rank: 1616
Overall Rank
JACNX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JACNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JACNX Omega Ratio Rank: 1414
Omega Ratio Rank
JACNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JACNX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JANRX vs. JACNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and Janus Henderson Contrarian Fund (JACNX). 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.


JANRXJACNXDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.41

+0.91

Sortino ratio

Return per unit of downside risk

1.90

0.76

+1.14

Omega ratio

Gain probability vs. loss probability

1.30

1.10

+0.20

Calmar ratio

Return relative to maximum drawdown

1.60

0.67

+0.93

Martin ratio

Return relative to average drawdown

7.61

1.94

+5.67

JANRX vs. JACNX - Sharpe Ratio Comparison

The current JANRX Sharpe Ratio is 1.33, which is higher than the JACNX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of JANRX and JACNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JANRXJACNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.41

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.24

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.52

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.33

-0.07

Correlation

The correlation between JANRX and JACNX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JANRX vs. JACNX - Dividend Comparison

JANRX's dividend yield for the trailing twelve months is around 10.83%, less than JACNX's 11.67% yield.


TTM20252024202320222021202020192018201720162015
JANRX
Janus Henderson Global Select Fund
10.83%10.71%10.44%8.62%2.81%13.04%5.11%4.37%17.07%0.86%1.14%1.08%
JACNX
Janus Henderson Contrarian Fund
11.67%11.10%11.53%7.13%0.53%9.63%1.69%11.74%8.86%7.77%3.52%2.71%

Drawdowns

JANRX vs. JACNX - Drawdown Comparison

The maximum JANRX drawdown since its inception was -63.94%, roughly equal to the maximum JACNX drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for JANRX and JACNX.


Loading graphics...

Drawdown Indicators


JANRXJACNXDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-66.81%

+2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-14.27%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.48%

-30.32%

+6.84%

Max Drawdown (10Y)

Largest decline over 10 years

-39.17%

-40.25%

+1.08%

Current Drawdown

Current decline from peak

-7.05%

-10.45%

+3.40%

Average Drawdown

Average peak-to-trough decline

-17.90%

-14.76%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

4.92%

-2.31%

Volatility

JANRX vs. JACNX - Volatility Comparison

The current volatility for Janus Henderson Global Select Fund (JANRX) is 5.57%, while Janus Henderson Contrarian Fund (JACNX) has a volatility of 9.08%. This indicates that JANRX experiences smaller price fluctuations and is considered to be less risky than JACNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JANRXJACNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

9.08%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

15.52%

-6.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

24.75%

-8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

21.89%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

21.69%

-3.74%