JANRX vs. MFWIX
Compare and contrast key facts about Janus Henderson Global Select Fund (JANRX) and MFS Global Total Return Fund Class I (MFWIX).
JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
JANRX vs. MFWIX - Performance Comparison
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JANRX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, JANRX achieves a -1.14% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, JANRX has outperformed MFWIX with an annualized return of 12.32%, while MFWIX has yielded a comparatively lower 6.34% 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%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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JANRX vs. MFWIX - Expense Ratio Comparison
JANRX has a 0.82% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
JANRX vs. MFWIX — Risk / Return Rank
JANRX
MFWIX
JANRX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and MFS Global Total Return Fund Class I (MFWIX). 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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.44 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.99 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.89 | -0.29 |
Martin ratioReturn relative to average drawdown | 7.61 | 7.31 | +0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JANRX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.44 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.54 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.66 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.71 | -0.45 |
Correlation
The correlation between JANRX and MFWIX is 0.77, 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. MFWIX - Dividend Comparison
JANRX's dividend yield for the trailing twelve months is around 10.83%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
JANRX vs. MFWIX - Drawdown Comparison
The maximum JANRX drawdown since its inception was -63.94%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for JANRX and MFWIX.
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Drawdown Indicators
| JANRX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -33.01% | -30.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -6.85% | -5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -20.22% | -3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -39.17% | -23.36% | -15.81% |
Current DrawdownCurrent decline from peak | -7.05% | -5.18% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -3.83% | -14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.77% | +0.84% |
Volatility
JANRX vs. MFWIX - Volatility Comparison
Janus Henderson Global Select Fund (JANRX) has a higher volatility of 5.57% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that JANRX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANRX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.44% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 5.43% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 8.94% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 9.11% | +6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 9.61% | +8.34% |