JAWWX vs. SSGLX
Compare and contrast key facts about Janus Henderson Global Research Fund Class T (JAWWX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
JAWWX is an actively managed fund by Janus Henderson. It was launched on Feb 25, 2005. 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
JAWWX vs. SSGLX - Performance Comparison
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JAWWX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAWWX Janus Henderson Global Research Fund Class T | -5.19% | 20.67% | 23.40% | 26.66% | -19.64% | 17.72% | 20.09% | 28.78% | -6.97% | 26.75% |
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, JAWWX achieves a -5.19% return, which is significantly lower than SSGLX's 1.29% return. Over the past 10 years, JAWWX has outperformed SSGLX with an annualized return of 12.46%, while SSGLX has yielded a comparatively lower 8.79% annualized return.
JAWWX
- 1D
- 3.06%
- 1M
- -6.02%
- YTD
- -5.19%
- 6M
- -3.55%
- 1Y
- 15.60%
- 3Y*
- 18.07%
- 5Y*
- 10.08%
- 10Y*
- 12.46%
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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JAWWX vs. SSGLX - Expense Ratio Comparison
JAWWX has a 0.87% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
JAWWX vs. SSGLX — Risk / Return Rank
JAWWX
SSGLX
JAWWX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Research Fund Class T (JAWWX) 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.
| JAWWX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.76 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.37 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.35 | -0.95 |
Martin ratioReturn relative to average drawdown | 6.00 | 9.17 | -3.17 |
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
| JAWWX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.76 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.49 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.55 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.38 | +0.01 |
Correlation
The correlation between JAWWX and SSGLX is 0.80, 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
JAWWX vs. SSGLX - Dividend Comparison
JAWWX's dividend yield for the trailing twelve months is around 8.47%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAWWX Janus Henderson Global Research Fund Class T | 8.47% | 8.03% | 8.21% | 4.82% | 4.44% | 11.58% | 3.68% | 4.77% | 6.85% | 0.60% | 0.75% | 0.75% |
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
JAWWX vs. SSGLX - Drawdown Comparison
The maximum JAWWX drawdown since its inception was -76.60%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for JAWWX and SSGLX.
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Drawdown Indicators
| JAWWX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.60% | -35.88% | -40.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -11.22% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -30.08% | +1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -35.88% | +1.09% |
Current DrawdownCurrent decline from peak | -8.05% | -9.15% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -26.03% | -8.32% | -17.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.87% | -0.20% |
Volatility
JAWWX vs. SSGLX - Volatility Comparison
The current volatility for Janus Henderson Global Research Fund Class T (JAWWX) is 6.01%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that JAWWX 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
| JAWWX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 6.71% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 10.18% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.61% | 15.57% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 14.51% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 16.15% | +1.82% |