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

Correlation

The correlation between JFNAX and SOXX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

JFNAX vs. SOXX - 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 iShares PHLX Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-11.74%
5.44%
JFNAX
SOXX

Key characteristics

Sharpe Ratio

JFNAX:

-0.11

SOXX:

0.54

Sortino Ratio

JFNAX:

-0.06

SOXX:

0.93

Omega Ratio

JFNAX:

0.99

SOXX:

1.12

Calmar Ratio

JFNAX:

-0.09

SOXX:

0.74

Martin Ratio

JFNAX:

-0.24

SOXX:

1.52

Ulcer Index

JFNAX:

6.49%

SOXX:

12.11%

Daily Std Dev

JFNAX:

13.72%

SOXX:

34.42%

Max Drawdown

JFNAX:

-36.53%

SOXX:

-70.21%

Current Drawdown

JFNAX:

-16.07%

SOXX:

-10.82%

Returns By Period

In the year-to-date period, JFNAX achieves a 1.99% return, which is significantly lower than SOXX's 9.43% return. Over the past 10 years, JFNAX has underperformed SOXX with an annualized return of 2.49%, while SOXX has yielded a comparatively higher 24.03% annualized return.


JFNAX

YTD

1.99%

1M

0.75%

6M

-12.41%

1Y

-2.21%

5Y*

3.00%

10Y*

2.49%

SOXX

YTD

9.43%

1M

6.55%

6M

3.09%

1Y

17.24%

5Y*

23.31%

10Y*

24.03%

*Annualized

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. SOXX - Expense Ratio Comparison

JFNAX has a 0.98% expense ratio, which is higher than SOXX's 0.46% 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 SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

JFNAX vs. SOXX — 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 33
Overall Rank
The Sharpe Ratio Rank of JFNAX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of JFNAX is 33
Sortino Ratio Rank
The Omega Ratio Rank of JFNAX is 33
Omega Ratio Rank
The Calmar Ratio Rank of JFNAX is 33
Calmar Ratio Rank
The Martin Ratio Rank of JFNAX is 44
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 2323
Overall Rank
The Sharpe Ratio Rank of SOXX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1818
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. SOXX - 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 iShares PHLX Semiconductor ETF (SOXX). 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 -0.11, compared to the broader market-1.000.001.002.003.004.00-0.110.54
The chart of Sortino ratio for JFNAX, currently valued at -0.06, compared to the broader market0.005.0010.00-0.060.93
The chart of Omega ratio for JFNAX, currently valued at 0.99, compared to the broader market1.002.003.004.000.991.12
The chart of Calmar ratio for JFNAX, currently valued at -0.09, compared to the broader market0.005.0010.0015.0020.00-0.090.74
The chart of Martin ratio for JFNAX, currently valued at -0.24, compared to the broader market0.0020.0040.0060.0080.00-0.241.52
JFNAX
SOXX

The current JFNAX Sharpe Ratio is -0.11, which is lower than the SOXX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of JFNAX and SOXX, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.11
0.54
JFNAX
SOXX

Dividends

JFNAX vs. SOXX - Dividend Comparison

JFNAX's dividend yield for the trailing twelve months is around 0.13%, less than SOXX's 0.61% yield.


TTM20242023202220212020201920182017201620152014
JFNAX
Janus Henderson Global Life Sciences Fund Class A
0.13%0.13%0.05%0.07%1.12%0.94%0.67%0.00%0.13%0.06%0.27%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.61%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

JFNAX vs. SOXX - Drawdown Comparison

The maximum JFNAX drawdown since its inception was -36.53%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for JFNAX and SOXX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.07%
-10.82%
JFNAX
SOXX

Volatility

JFNAX vs. SOXX - Volatility Comparison

The current volatility for Janus Henderson Global Life Sciences Fund Class A (JFNAX) is 3.94%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 7.61%. This indicates that JFNAX experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
3.94%
7.61%
JFNAX
SOXX
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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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