JANRX vs. JANWX
Compare and contrast key facts about Janus Henderson Global Select Fund (JANRX) and Janus Henderson Global Research Fund (JANWX).
JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000. JANWX is managed by Janus. It was launched on Feb 24, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANRX or JANWX.
Key characteristics
| JANRX | JANWX | |
|---|---|---|
| YTD Return | 19.74% | 25.52% |
| 1Y Return | 28.74% | 33.82% |
| 3Y Return (Ann) | 7.40% | 7.89% |
| 5Y Return (Ann) | 12.39% | 13.73% |
| 10Y Return (Ann) | 9.76% | 10.72% |
| Sharpe Ratio | 1.79 | 2.57 |
| Sortino Ratio | 2.45 | 3.45 |
| Omega Ratio | 1.40 | 1.51 |
| Calmar Ratio | 3.01 | 3.94 |
| Martin Ratio | 10.29 | 18.11 |
| Ulcer Index | 3.02% | 2.00% |
| Daily Std Dev | 17.34% | 14.07% |
| Max Drawdown | -39.17% | -34.78% |
| Current Drawdown | -1.71% | -0.83% |
Correlation
The correlation between JANRX and JANWX is 0.94, 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.
Performance
JANRX vs. JANWX - Performance Comparison
In the year-to-date period, JANRX achieves a 19.74% return, which is significantly lower than JANWX's 25.52% return. Over the past 10 years, JANRX has underperformed JANWX with an annualized return of 9.76%, while JANWX has yielded a comparatively higher 10.72% annualized 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. JANWX - Expense Ratio Comparison
JANRX has a 0.82% expense ratio, which is higher than JANWX's 0.75% expense ratio.
Risk-Adjusted Performance
JANRX vs. JANWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and Janus Henderson Global Research Fund (JANWX). 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. JANWX - Dividend Comparison
JANRX's dividend yield for the trailing twelve months is around 0.91%, more than JANWX's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANRX Janus Henderson Global Select Fund | 0.91% | 1.09% | 0.97% | 0.80% | 0.81% | 1.08% | 0.66% | 0.86% | 1.14% | 1.08% | 0.72% | 0.45% |
JANWX Janus Henderson Global Research Fund | 0.69% | 0.87% | 1.03% | 0.53% | 0.40% | 0.99% | 0.92% | 0.68% | 0.83% | 0.81% | 1.02% | 0.53% |
Drawdowns
JANRX vs. JANWX - Drawdown Comparison
The maximum JANRX drawdown since its inception was -39.17%, which is greater than JANWX's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for JANRX and JANWX. For additional features, visit the drawdowns tool.
Volatility
JANRX vs. JANWX - Volatility Comparison
Janus Henderson Global Select Fund (JANRX) has a higher volatility of 3.60% compared to Janus Henderson Global Research Fund (JANWX) at 3.39%. This indicates that JANRX's price experiences larger fluctuations and is considered to be riskier than JANWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.