JANRX vs. SSGLX
Compare and contrast key facts about Janus Henderson Global Select Fund (JANRX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
JANRX vs. SSGLX - Performance Comparison
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JANRX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, JANRX achieves a -1.14% return, which is significantly lower than SSGLX's 1.29% return. Over the past 10 years, JANRX has outperformed SSGLX with an annualized return of 12.32%, while SSGLX has yielded a comparatively lower 8.79% 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%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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JANRX vs. SSGLX - Expense Ratio Comparison
JANRX has a 0.82% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
JANRX vs. SSGLX — Risk / Return Rank
JANRX
SSGLX
JANRX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Select Fund (JANRX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.76 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.37 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.35 | -0.75 |
Martin ratioReturn relative to average drawdown | 7.61 | 9.17 | -1.57 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.76 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.49 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.55 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.38 | -0.12 |
Correlation
The correlation between JANRX and SSGLX is 0.83, 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. SSGLX - Dividend Comparison
JANRX's dividend yield for the trailing twelve months is around 10.83%, more than SSGLX's 4.36% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
JANRX vs. SSGLX - Drawdown Comparison
The maximum JANRX drawdown since its inception was -63.94%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for JANRX and SSGLX.
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Drawdown Indicators
| JANRX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -35.88% | -28.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -11.22% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -30.08% | +6.60% |
Max Drawdown (10Y)Largest decline over 10 years | -39.17% | -35.88% | -3.29% |
Current DrawdownCurrent decline from peak | -7.05% | -9.15% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -8.32% | -9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.87% | -0.26% |
Volatility
JANRX vs. SSGLX - Volatility Comparison
The current volatility for Janus Henderson Global Select Fund (JANRX) is 5.57%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that JANRX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANRX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.71% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 10.18% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 15.57% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 14.51% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 16.15% | +1.80% |