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 Henderson. It was launched on Feb 24, 2005. JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998.
Performance
JANWX vs. JNGLX - Performance Comparison
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JANWX vs. JNGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | -5.16% | 20.79% | 23.54% | 26.78% | -19.56% | 17.84% | 20.20% | 28.89% | -6.88% | 26.87% |
JNGLX Janus Henderson Global Life Sciences Fund | -3.73% | 24.84% | 3.60% | 7.51% | -2.69% | 6.78% | 25.66% | 29.20% | 4.17% | 22.13% |
Returns By Period
In the year-to-date period, JANWX achieves a -5.16% return, which is significantly lower than JNGLX's -3.73% return. Over the past 10 years, JANWX has outperformed JNGLX with an annualized return of 12.56%, while JNGLX has yielded a comparatively lower 11.02% annualized return.
JANWX
- 1D
- 3.06%
- 1M
- -6.01%
- YTD
- -5.16%
- 6M
- -3.48%
- 1Y
- 15.74%
- 3Y*
- 18.19%
- 5Y*
- 10.19%
- 10Y*
- 12.56%
JNGLX
- 1D
- 3.08%
- 1M
- -5.55%
- YTD
- -3.73%
- 6M
- 11.88%
- 1Y
- 21.71%
- 3Y*
- 10.69%
- 5Y*
- 7.33%
- 10Y*
- 11.02%
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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.
Return for Risk
JANWX vs. JNGLX — Risk / Return Rank
JANWX
JNGLX
JANWX vs. JNGLX - Risk-Adjusted Trends 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.
| JANWX | JNGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.07 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.54 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.80 | -0.38 |
Martin ratioReturn relative to average drawdown | 6.06 | 4.97 | +1.08 |
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
| JANWX | JNGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.07 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.47 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.63 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.57 | +0.06 |
Correlation
The correlation between JANWX and JNGLX is 0.74, 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
JANWX vs. JNGLX - Dividend Comparison
JANWX's dividend yield for the trailing twelve months is around 8.53%, more than JNGLX's 4.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | 8.53% | 8.09% | 8.33% | 4.90% | 4.56% | 11.67% | 3.75% | 4.84% | 6.93% | 0.68% | 0.83% | 0.81% |
JNGLX Janus Henderson Global Life Sciences Fund | 4.74% | 4.56% | 5.84% | 4.26% | 0.25% | 9.85% | 7.80% | 6.23% | 13.32% | 0.89% | 0.30% | 8.81% |
Drawdowns
JANWX vs. JNGLX - Drawdown Comparison
The maximum JANWX drawdown since its inception was -34.78%, smaller than the maximum JNGLX drawdown of -59.00%. Use the drawdown chart below to compare losses from any high point for JANWX and JNGLX.
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Drawdown Indicators
| JANWX | JNGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.78% | -59.00% | +24.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -9.68% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | -22.21% | -6.78% |
Max Drawdown (10Y)Largest decline over 10 years | -34.78% | -27.37% | -7.41% |
Current DrawdownCurrent decline from peak | -8.03% | -6.62% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -17.73% | +12.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.61% | -0.94% |
Volatility
JANWX vs. JNGLX - Volatility Comparison
Janus Henderson Global Research Fund (JANWX) and Janus Henderson Global Life Sciences Fund (JNGLX) have volatilities of 6.02% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANWX | JNGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 5.98% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 10.63% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 17.86% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 15.69% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 17.42% | +0.55% |