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

Key characteristics


JANRXJNGLX
YTD Return21.76%15.81%
1Y Return34.77%27.03%
3Y Return (Ann)7.95%1.72%
5Y Return (Ann)12.77%6.93%
10Y Return (Ann)9.93%4.24%
Sharpe Ratio1.981.82
Sortino Ratio2.672.49
Omega Ratio1.441.33
Calmar Ratio3.321.30
Martin Ratio11.389.43
Ulcer Index3.01%2.58%
Daily Std Dev17.33%13.34%
Max Drawdown-39.17%-36.40%
Current Drawdown-0.05%-3.08%

Correlation

-0.50.00.51.00.7

The correlation between JANRX and JNGLX is 0.71, 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. JNGLX - Performance Comparison

In the year-to-date period, JANRX achieves a 21.76% return, which is significantly higher than JNGLX's 15.81% return. Over the past 10 years, JANRX has outperformed JNGLX with an annualized return of 9.93%, while JNGLX has yielded a comparatively lower 4.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.78%
9.39%
JANRX
JNGLX

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JANRX vs. JNGLX - Expense Ratio Comparison

JANRX has a 0.82% expense ratio, which is higher than JNGLX's 0.80% expense ratio.


JANRX
Janus Henderson Global Select Fund
Expense ratio chart for JANRX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for JNGLX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

JANRX vs. JNGLX - 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 Life Sciences Fund (JNGLX). 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.


JANRX
Sharpe ratio
The chart of Sharpe ratio for JANRX, currently valued at 1.98, compared to the broader market0.002.004.001.98
Sortino ratio
The chart of Sortino ratio for JANRX, currently valued at 2.67, compared to the broader market0.005.0010.002.67
Omega ratio
The chart of Omega ratio for JANRX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for JANRX, currently valued at 3.32, compared to the broader market0.005.0010.0015.0020.0025.003.32
Martin ratio
The chart of Martin ratio for JANRX, currently valued at 11.38, compared to the broader market0.0020.0040.0060.0080.00100.0011.38
JNGLX
Sharpe ratio
The chart of Sharpe ratio for JNGLX, currently valued at 1.82, compared to the broader market0.002.004.001.82
Sortino ratio
The chart of Sortino ratio for JNGLX, currently valued at 2.49, compared to the broader market0.005.0010.002.49
Omega ratio
The chart of Omega ratio for JNGLX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for JNGLX, currently valued at 1.30, compared to the broader market0.005.0010.0015.0020.0025.001.30
Martin ratio
The chart of Martin ratio for JNGLX, currently valued at 9.43, compared to the broader market0.0020.0040.0060.0080.00100.009.43

JANRX vs. JNGLX - Sharpe Ratio Comparison

The current JANRX Sharpe Ratio is 1.98, which is comparable to the JNGLX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of JANRX and JNGLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.98
1.82
JANRX
JNGLX

Dividends

JANRX vs. JNGLX - Dividend Comparison

JANRX's dividend yield for the trailing twelve months is around 0.90%, more than JNGLX's 0.12% yield.


TTM20232022202120202019201820172016201520142013
JANRX
Janus Henderson Global Select Fund
0.90%1.09%0.97%0.80%0.81%1.08%0.66%0.86%1.14%1.08%0.72%0.45%
JNGLX
Janus Henderson Global Life Sciences Fund
0.12%0.13%0.25%1.26%1.06%0.82%0.00%0.37%0.30%0.32%0.00%0.00%

Drawdowns

JANRX vs. JNGLX - Drawdown Comparison

The maximum JANRX drawdown since its inception was -39.17%, which is greater than JNGLX's maximum drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for JANRX and JNGLX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.05%
-3.08%
JANRX
JNGLX

Volatility

JANRX vs. JNGLX - Volatility Comparison

Janus Henderson Global Select Fund (JANRX) has a higher volatility of 3.91% compared to Janus Henderson Global Life Sciences Fund (JNGLX) at 3.02%. This indicates that JANRX's price experiences larger fluctuations and is considered to be riskier than JNGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.91%
3.02%
JANRX
JNGLX