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JNGLX vs. FBTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNGLX vs. FBTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Life Sciences Fund (JNGLX) and Fidelity Advisor Biotechnology Fund Class C (FBTCX). The values are adjusted to include any dividend payments, if applicable.

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JNGLX vs. FBTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNGLX
Janus Henderson Global Life Sciences Fund
-3.73%24.84%3.60%7.51%-2.69%6.78%25.66%29.20%4.17%22.13%
FBTCX
Fidelity Advisor Biotechnology Fund Class C
2.09%38.48%-2.00%9.86%-8.64%-3.72%31.17%24.82%-4.55%24.81%

Returns By Period

In the year-to-date period, JNGLX achieves a -3.73% return, which is significantly lower than FBTCX's 2.09% return. Over the past 10 years, JNGLX has outperformed FBTCX with an annualized return of 11.02%, while FBTCX has yielded a comparatively lower 10.32% annualized return.


JNGLX

1D
3.08%
1M
-5.55%
YTD
-3.73%
6M
11.88%
1Y
21.71%
3Y*
10.69%
5Y*
7.33%
10Y*
11.02%

FBTCX

1D
5.09%
1M
-0.81%
YTD
2.09%
6M
15.10%
1Y
54.26%
3Y*
17.00%
5Y*
6.73%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNGLX vs. FBTCX - Expense Ratio Comparison

JNGLX has a 0.80% expense ratio, which is lower than FBTCX's 1.75% expense ratio.


Return for Risk

JNGLX vs. FBTCX — Risk / Return Rank

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

JNGLX
JNGLX Risk / Return Rank: 5555
Overall Rank
JNGLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JNGLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JNGLX Omega Ratio Rank: 4444
Omega Ratio Rank
JNGLX Calmar Ratio Rank: 7373
Calmar Ratio Rank
JNGLX Martin Ratio Rank: 4747
Martin Ratio Rank

FBTCX
FBTCX Risk / Return Rank: 8989
Overall Rank
FBTCX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FBTCX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FBTCX Omega Ratio Rank: 7979
Omega Ratio Rank
FBTCX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FBTCX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNGLX vs. FBTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and Fidelity Advisor Biotechnology Fund Class C (FBTCX). 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.


JNGLXFBTCXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.90

-0.83

Sortino ratio

Return per unit of downside risk

1.54

2.49

-0.95

Omega ratio

Gain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratio

Return relative to maximum drawdown

1.80

3.08

-1.28

Martin ratio

Return relative to average drawdown

4.97

12.19

-7.22

JNGLX vs. FBTCX - Sharpe Ratio Comparison

The current JNGLX Sharpe Ratio is 1.07, which is lower than the FBTCX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of JNGLX and FBTCX, 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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Sharpe Ratios by Period


JNGLXFBTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.90

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.29

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.42

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.27

+0.30

Correlation

The correlation between JNGLX and FBTCX is 0.87, 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

JNGLX vs. FBTCX - Dividend Comparison

JNGLX's dividend yield for the trailing twelve months is around 4.74%, more than FBTCX's 1.65% yield.


TTM20252024202320222021202020192018201720162015
JNGLX
Janus Henderson Global Life Sciences Fund
4.74%4.56%5.84%4.26%0.25%9.85%7.80%6.23%13.32%0.89%0.30%8.81%
FBTCX
Fidelity Advisor Biotechnology Fund Class C
1.65%1.68%0.00%0.00%0.00%24.50%9.78%7.92%2.92%0.00%0.00%5.73%

Drawdowns

JNGLX vs. FBTCX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -59.00%, smaller than the maximum FBTCX drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for JNGLX and FBTCX.


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Drawdown Indicators


JNGLXFBTCXDifference

Max Drawdown

Largest peak-to-trough decline

-59.00%

-64.04%

+5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-13.63%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.21%

-37.26%

+15.05%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-39.37%

+12.00%

Current Drawdown

Current decline from peak

-6.62%

-2.75%

-3.87%

Average Drawdown

Average peak-to-trough decline

-17.73%

-23.21%

+5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.75%

-0.14%

Volatility

JNGLX vs. FBTCX - Volatility Comparison

The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 5.98%, while Fidelity Advisor Biotechnology Fund Class C (FBTCX) has a volatility of 9.37%. This indicates that JNGLX experiences smaller price fluctuations and is considered to be less risky than FBTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNGLXFBTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

9.37%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

17.02%

-6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

25.99%

-8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

23.48%

-7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

24.66%

-7.24%