JANWX vs. JNGLX
Compare and contrast key facts about Janus Henderson Global Research Fund (JANWX) and Janus Henderson Global Life Sciences Fund (JNGLX).
JANWX is managed by Janus. It was launched on Feb 24, 2005. 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: JANWX or JNGLX.
Key characteristics
| JANWX | JNGLX | |
|---|---|---|
| YTD Return | 26.40% | 15.81% |
| 1Y Return | 39.01% | 27.03% |
| 3Y Return (Ann) | 8.05% | 1.72% |
| 5Y Return (Ann) | 14.05% | 6.93% |
| 10Y Return (Ann) | 10.80% | 4.24% |
| Sharpe Ratio | 2.73 | 1.82 |
| Sortino Ratio | 3.64 | 2.49 |
| Omega Ratio | 1.54 | 1.33 |
| Calmar Ratio | 4.14 | 1.30 |
| Martin Ratio | 19.27 | 9.43 |
| Ulcer Index | 2.00% | 2.58% |
| Daily Std Dev | 14.11% | 13.34% |
| Max Drawdown | -34.78% | -36.40% |
| Current Drawdown | -0.13% | -3.08% |
Correlation
The correlation between JANWX and JNGLX is 0.75, 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
JANWX vs. JNGLX - Performance Comparison
In the year-to-date period, JANWX achieves a 26.40% return, which is significantly higher than JNGLX's 15.81% return. Over the past 10 years, JANWX has outperformed JNGLX with an annualized return of 10.80%, 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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JANWX vs. JNGLX - Expense Ratio Comparison
JANWX has a 0.75% expense ratio, which is lower than JNGLX's 0.80% expense ratio.
Risk-Adjusted Performance
JANWX vs. JNGLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Research Fund (JANWX) 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
JANWX vs. JNGLX - Dividend Comparison
JANWX's dividend yield for the trailing twelve months is around 0.69%, more than JNGLX's 0.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | 0.69% | 0.87% | 1.03% | 0.53% | 0.40% | 0.99% | 0.92% | 0.68% | 0.83% | 0.81% | 1.02% | 0.53% |
JNGLX 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
JANWX vs. JNGLX - Drawdown Comparison
The maximum JANWX drawdown since its inception was -34.78%, roughly equal to the maximum JNGLX drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for JANWX and JNGLX. For additional features, visit the drawdowns tool.
Volatility
JANWX vs. JNGLX - Volatility Comparison
Janus Henderson Global Research Fund (JANWX) has a higher volatility of 3.69% compared to Janus Henderson Global Life Sciences Fund (JNGLX) at 3.02%. This indicates that JANWX'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.