JANRX vs. JNGLX
Compare and contrast key facts about Janus Henderson Global Select Fund (JANRX) and Janus Henderson Global Life Sciences Fund (JNGLX).
JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000. JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANRX or JNGLX.
Key characteristics
JANRX | JNGLX | |
---|---|---|
YTD Return | 21.76% | 15.81% |
1Y Return | 34.77% | 27.03% |
3Y Return (Ann) | 7.95% | 1.72% |
5Y Return (Ann) | 12.77% | 6.93% |
10Y Return (Ann) | 9.93% | 4.24% |
Sharpe Ratio | 1.98 | 1.82 |
Sortino Ratio | 2.67 | 2.49 |
Omega Ratio | 1.44 | 1.33 |
Calmar Ratio | 3.32 | 1.30 |
Martin Ratio | 11.38 | 9.43 |
Ulcer Index | 3.01% | 2.58% |
Daily Std Dev | 17.33% | 13.34% |
Max Drawdown | -39.17% | -36.40% |
Current Drawdown | -0.05% | -3.08% |
Correlation
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.
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.