PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JFNAX vs. FSHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JFNAX and FSHCX is 0.70, 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.


-0.50.00.51.00.7

Performance

JFNAX vs. FSHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Life Sciences Fund Class A (JFNAX) and Fidelity Select Health Care Services Portfolio (FSHCX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.55%
-9.28%
JFNAX
FSHCX

Key characteristics

Sharpe Ratio

JFNAX:

0.15

FSHCX:

-0.91

Sortino Ratio

JFNAX:

0.29

FSHCX:

-1.18

Omega Ratio

JFNAX:

1.04

FSHCX:

0.85

Calmar Ratio

JFNAX:

0.12

FSHCX:

-0.65

Martin Ratio

JFNAX:

0.45

FSHCX:

-1.92

Ulcer Index

JFNAX:

4.68%

FSHCX:

7.97%

Daily Std Dev

JFNAX:

13.66%

FSHCX:

16.80%

Max Drawdown

JFNAX:

-36.53%

FSHCX:

-57.77%

Current Drawdown

JFNAX:

-16.79%

FSHCX:

-22.31%

Returns By Period

In the year-to-date period, JFNAX achieves a -0.68% return, which is significantly higher than FSHCX's -16.08% return. Over the past 10 years, JFNAX has underperformed FSHCX with an annualized return of 2.81%, while FSHCX has yielded a comparatively higher 3.43% annualized return.


JFNAX

YTD

-0.68%

1M

-9.54%

6M

-10.55%

1Y

1.18%

5Y*

2.40%

10Y*

2.81%

FSHCX

YTD

-16.08%

1M

-9.95%

6M

-9.28%

1Y

-15.53%

5Y*

1.65%

10Y*

3.43%

Compare stocks, funds, or ETFs

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


JFNAX vs. FSHCX - Expense Ratio Comparison

JFNAX has a 0.98% expense ratio, which is higher than FSHCX's 0.71% expense ratio.


JFNAX
Janus Henderson Global Life Sciences Fund Class A
Expense ratio chart for JFNAX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for FSHCX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

JFNAX vs. FSHCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund Class A (JFNAX) and Fidelity Select Health Care Services Portfolio (FSHCX). 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 JFNAX, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.000.15-0.91
The chart of Sortino ratio for JFNAX, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.29-1.18
The chart of Omega ratio for JFNAX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.040.85
The chart of Calmar ratio for JFNAX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.000.12-0.65
The chart of Martin ratio for JFNAX, currently valued at 0.45, compared to the broader market0.0020.0040.0060.000.45-1.92
JFNAX
FSHCX

The current JFNAX Sharpe Ratio is 0.15, which is higher than the FSHCX Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of JFNAX and FSHCX, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.15
-0.91
JFNAX
FSHCX

Dividends

JFNAX vs. FSHCX - Dividend Comparison

JFNAX has not paid dividends to shareholders, while FSHCX's dividend yield for the trailing twelve months is around 0.01%.


TTM20232022202120202019201820172016201520142013
JFNAX
Janus Henderson Global Life Sciences Fund Class A
0.00%0.05%0.07%1.12%0.94%0.67%0.00%0.13%0.06%0.27%0.00%0.00%
FSHCX
Fidelity Select Health Care Services Portfolio
0.01%0.35%0.23%0.21%0.76%0.27%0.12%0.11%0.16%1.91%3.52%5.98%

Drawdowns

JFNAX vs. FSHCX - Drawdown Comparison

The maximum JFNAX drawdown since its inception was -36.53%, smaller than the maximum FSHCX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for JFNAX and FSHCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.79%
-22.31%
JFNAX
FSHCX

Volatility

JFNAX vs. FSHCX - Volatility Comparison

Janus Henderson Global Life Sciences Fund Class A (JFNAX) and Fidelity Select Health Care Services Portfolio (FSHCX) have volatilities of 6.23% and 6.26%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.23%
6.26%
JFNAX
FSHCX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab