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

Correlation

The correlation between JANRX and PRF is 0.87, 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.


-0.50.00.51.00.9

Performance

JANRX vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Select Fund (JANRX) and Invesco FTSE RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-8.10%
7.65%
JANRX
PRF

Key characteristics

Sharpe Ratio

JANRX:

0.58

PRF:

1.63

Sortino Ratio

JANRX:

0.78

PRF:

2.28

Omega Ratio

JANRX:

1.13

PRF:

1.30

Calmar Ratio

JANRX:

0.66

PRF:

2.82

Martin Ratio

JANRX:

2.60

PRF:

9.62

Ulcer Index

JANRX:

3.57%

PRF:

1.88%

Daily Std Dev

JANRX:

16.06%

PRF:

11.11%

Max Drawdown

JANRX:

-39.17%

PRF:

-60.35%

Current Drawdown

JANRX:

-12.90%

PRF:

-5.16%

Returns By Period

In the year-to-date period, JANRX achieves a 7.97% return, which is significantly lower than PRF's 17.16% return. Over the past 10 years, JANRX has underperformed PRF with an annualized return of 8.52%, while PRF has yielded a comparatively higher 10.39% annualized return.


JANRX

YTD

7.97%

1M

-9.92%

6M

-7.63%

1Y

8.94%

5Y*

9.08%

10Y*

8.52%

PRF

YTD

17.16%

1M

-4.13%

6M

7.09%

1Y

17.70%

5Y*

12.12%

10Y*

10.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JANRX vs. PRF - Expense Ratio Comparison

JANRX has a 0.82% expense ratio, which is higher than PRF's 0.39% 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 PRF: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

JANRX vs. PRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and Invesco FTSE RAFI US 1000 ETF (PRF). 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.


Sharpe ratio
The chart of Sharpe ratio for JANRX, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.000.581.63
The chart of Sortino ratio for JANRX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.000.782.28
The chart of Omega ratio for JANRX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.30
The chart of Calmar ratio for JANRX, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.0014.000.662.82
The chart of Martin ratio for JANRX, currently valued at 2.60, compared to the broader market0.0020.0040.0060.002.609.62
JANRX
PRF

The current JANRX Sharpe Ratio is 0.58, which is lower than the PRF Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of JANRX and PRF, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.58
1.63
JANRX
PRF

Dividends

JANRX vs. PRF - Dividend Comparison

JANRX has not paid dividends to shareholders, while PRF's dividend yield for the trailing twelve months is around 1.77%.


TTM20232022202120202019201820172016201520142013
JANRX
Janus Henderson Global Select Fund
0.00%1.09%0.97%0.80%0.81%1.08%0.66%0.86%1.14%1.08%0.72%0.45%
PRF
Invesco FTSE RAFI US 1000 ETF
1.77%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%1.56%

Drawdowns

JANRX vs. PRF - Drawdown Comparison

The maximum JANRX drawdown since its inception was -39.17%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for JANRX and PRF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.90%
-5.16%
JANRX
PRF

Volatility

JANRX vs. PRF - Volatility Comparison

Janus Henderson Global Select Fund (JANRX) has a higher volatility of 10.10% compared to Invesco FTSE RAFI US 1000 ETF (PRF) at 3.53%. This indicates that JANRX's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.10%
3.53%
JANRX
PRF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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