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

Correlation

The correlation between JANRX and JNGLX is 0.73, 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

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

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Key characteristics

Sharpe Ratio

JANRX:

-0.28

JNGLX:

-0.75

Sortino Ratio

JANRX:

-0.19

JNGLX:

-0.93

Omega Ratio

JANRX:

0.97

JNGLX:

0.88

Calmar Ratio

JANRX:

-0.19

JNGLX:

-0.52

Martin Ratio

JANRX:

-0.56

JNGLX:

-1.18

Ulcer Index

JANRX:

8.69%

JNGLX:

11.01%

Daily Std Dev

JANRX:

20.09%

JNGLX:

17.23%

Max Drawdown

JANRX:

-44.36%

JNGLX:

-36.40%

Current Drawdown

JANRX:

-12.32%

JNGLX:

-22.50%

Returns By Period

In the year-to-date period, JANRX achieves a 0.84% return, which is significantly higher than JNGLX's -6.01% return. Over the past 10 years, JANRX has outperformed JNGLX with an annualized return of 3.34%, while JNGLX has yielded a comparatively lower 0.92% annualized return.


JANRX

YTD

0.84%

1M

8.45%

6M

-10.74%

1Y

-5.53%

5Y*

7.82%

10Y*

3.34%

JNGLX

YTD

-6.01%

1M

-1.10%

6M

-20.04%

1Y

-12.89%

5Y*

1.79%

10Y*

0.92%

*Annualized

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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 Rank

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

JANRX
The Risk-Adjusted Performance Rank of JANRX is 99
Overall Rank
The Sharpe Ratio Rank of JANRX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of JANRX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of JANRX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of JANRX is 88
Calmar Ratio Rank
The Martin Ratio Rank of JANRX is 1010
Martin Ratio Rank

JNGLX
The Risk-Adjusted Performance Rank of JNGLX is 11
Overall Rank
The Sharpe Ratio Rank of JNGLX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of JNGLX is 11
Sortino Ratio Rank
The Omega Ratio Rank of JNGLX is 22
Omega Ratio Rank
The Calmar Ratio Rank of JNGLX is 11
Calmar Ratio Rank
The Martin Ratio Rank of JNGLX is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current JANRX Sharpe Ratio is -0.28, which is higher than the JNGLX Sharpe Ratio of -0.75. 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.


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Dividends

JANRX vs. JNGLX - Dividend Comparison

JANRX's dividend yield for the trailing twelve months is around 10.35%, more than JNGLX's 0.39% yield.


TTM20242023202220212020201920182017201620152014
JANRX
Janus Henderson Global Select Fund
10.35%10.44%8.62%2.81%13.04%5.11%4.37%17.07%0.86%1.14%1.08%0.72%
JNGLX
Janus Henderson Global Life Sciences Fund
0.39%0.37%0.13%0.25%1.26%1.06%0.82%0.00%0.37%0.30%0.32%0.00%

Drawdowns

JANRX vs. JNGLX - Drawdown Comparison

The maximum JANRX drawdown since its inception was -44.36%, 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.


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Volatility

JANRX vs. JNGLX - Volatility Comparison


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