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JFNAX vs. FSPHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JFNAX and FSPHX 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.


Performance

JFNAX vs. FSPHX - 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 Portfolio (FSPHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JFNAX:

-0.70

FSPHX:

-0.34

Sortino Ratio

JFNAX:

-0.85

FSPHX:

-0.43

Omega Ratio

JFNAX:

0.89

FSPHX:

0.95

Calmar Ratio

JFNAX:

-0.48

FSPHX:

-0.36

Martin Ratio

JFNAX:

-1.08

FSPHX:

-1.00

Ulcer Index

JFNAX:

11.12%

FSPHX:

6.69%

Daily Std Dev

JFNAX:

17.22%

FSPHX:

17.22%

Max Drawdown

JFNAX:

-36.53%

FSPHX:

-91.65%

Current Drawdown

JFNAX:

-21.62%

FSPHX:

-16.14%

Returns By Period

In the year-to-date period, JFNAX achieves a -4.76% return, which is significantly higher than FSPHX's -7.41% return. Over the past 10 years, JFNAX has underperformed FSPHX with an annualized return of 0.80%, while FSPHX has yielded a comparatively higher 6.14% annualized return.


JFNAX

YTD

-4.76%

1M

2.95%

6M

-19.10%

1Y

-11.58%

5Y*

1.36%

10Y*

0.80%

FSPHX

YTD

-7.41%

1M

-1.87%

6M

-15.62%

1Y

-5.28%

5Y*

2.95%

10Y*

6.14%

*Annualized

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JFNAX vs. FSPHX - Expense Ratio Comparison

JFNAX has a 0.98% expense ratio, which is higher than FSPHX's 0.69% expense ratio.


Risk-Adjusted Performance

JFNAX vs. FSPHX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JFNAX
The Risk-Adjusted Performance Rank of JFNAX is 22
Overall Rank
The Sharpe Ratio Rank of JFNAX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of JFNAX is 11
Sortino Ratio Rank
The Omega Ratio Rank of JFNAX is 22
Omega Ratio Rank
The Calmar Ratio Rank of JFNAX is 22
Calmar Ratio Rank
The Martin Ratio Rank of JFNAX is 33
Martin Ratio Rank

FSPHX
The Risk-Adjusted Performance Rank of FSPHX is 55
Overall Rank
The Sharpe Ratio Rank of FSPHX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPHX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FSPHX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FSPHX is 33
Calmar Ratio Rank
The Martin Ratio Rank of FSPHX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JFNAX vs. FSPHX - 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 Portfolio (FSPHX). 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.


The current JFNAX Sharpe Ratio is -0.70, which is lower than the FSPHX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of JFNAX and FSPHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JFNAX vs. FSPHX - Dividend Comparison

JFNAX's dividend yield for the trailing twelve months is around 6.03%, more than FSPHX's 0.02% yield.


TTM20242023202220212020201920182017201620152014
JFNAX
Janus Henderson Global Life Sciences Fund Class A
6.03%5.74%4.28%0.08%9.90%7.82%6.18%13.55%1.03%1.03%9.20%10.37%
FSPHX
Fidelity® Select Health Care Portfolio
0.02%0.02%0.00%0.00%0.13%0.58%0.11%0.15%0.17%0.13%4.61%4.79%

Drawdowns

JFNAX vs. FSPHX - Drawdown Comparison

The maximum JFNAX drawdown since its inception was -36.53%, smaller than the maximum FSPHX drawdown of -91.65%. Use the drawdown chart below to compare losses from any high point for JFNAX and FSPHX. For additional features, visit the drawdowns tool.


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Volatility

JFNAX vs. FSPHX - Volatility Comparison

Janus Henderson Global Life Sciences Fund Class A (JFNAX) has a higher volatility of 7.21% compared to Fidelity® Select Health Care Portfolio (FSPHX) at 6.51%. This indicates that JFNAX's price experiences larger fluctuations and is considered to be riskier than FSPHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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