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

Correlation

The correlation between JFNAX and JNGLX is 1.00, 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.


-0.50.00.51.01.0

Performance

JFNAX vs. JNGLX - 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 Janus Henderson Global Life Sciences Fund (JNGLX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-10.55%
-10.53%
JFNAX
JNGLX

Key characteristics

Sharpe Ratio

JFNAX:

0.15

JNGLX:

0.16

Sortino Ratio

JFNAX:

0.29

JNGLX:

0.30

Omega Ratio

JFNAX:

1.04

JNGLX:

1.04

Calmar Ratio

JFNAX:

0.12

JNGLX:

0.12

Martin Ratio

JFNAX:

0.45

JNGLX:

0.47

Ulcer Index

JFNAX:

4.68%

JNGLX:

4.67%

Daily Std Dev

JFNAX:

13.66%

JNGLX:

13.70%

Max Drawdown

JFNAX:

-36.53%

JNGLX:

-36.40%

Current Drawdown

JFNAX:

-16.79%

JNGLX:

-16.79%

Returns By Period

In the year-to-date period, JFNAX achieves a -0.68% return, which is significantly lower than JNGLX's -0.58% return. Over the past 10 years, JFNAX has underperformed JNGLX with an annualized return of 2.81%, while JNGLX has yielded a comparatively higher 3.07% annualized return.


JFNAX

YTD

-0.68%

1M

-9.54%

6M

-10.55%

1Y

1.18%

5Y*

2.40%

10Y*

2.81%

JNGLX

YTD

-0.58%

1M

-9.59%

6M

-10.53%

1Y

1.30%

5Y*

2.65%

10Y*

3.07%

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. JNGLX - Expense Ratio Comparison

JFNAX has a 0.98% expense ratio, which is higher than JNGLX's 0.80% 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 JNGLX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

JFNAX vs. JNGLX - 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 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.


Sharpe ratio
The chart of Sharpe ratio for JFNAX, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.000.150.16
The chart of Sortino ratio for JFNAX, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.290.30
The chart of Omega ratio for JFNAX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.04
The chart of Calmar ratio for JFNAX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.000.120.12
The chart of Martin ratio for JFNAX, currently valued at 0.45, compared to the broader market0.0020.0040.0060.000.450.47
JFNAX
JNGLX

The current JFNAX Sharpe Ratio is 0.15, which is comparable to the JNGLX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of JFNAX and JNGLX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.15
0.16
JFNAX
JNGLX

Dividends

JFNAX vs. JNGLX - Dividend Comparison

Neither JFNAX nor JNGLX has paid dividends to shareholders.


TTM202320222021202020192018201720162015
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%
JNGLX
Janus Henderson Global Life Sciences Fund
0.00%0.13%0.25%1.26%1.06%0.82%0.00%0.37%0.30%0.32%

Drawdowns

JFNAX vs. JNGLX - Drawdown Comparison

The maximum JFNAX drawdown since its inception was -36.53%, roughly equal to the maximum JNGLX drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for JFNAX and JNGLX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.79%
-16.79%
JFNAX
JNGLX

Volatility

JFNAX vs. JNGLX - Volatility Comparison

Janus Henderson Global Life Sciences Fund Class A (JFNAX) and Janus Henderson Global Life Sciences Fund (JNGLX) have volatilities of 6.23% and 6.31%, 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%
6.31%
JFNAX
JNGLX
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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.

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