PortfoliosLab logoPortfoliosLab logo
JNGLX vs. FBTTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNGLX vs. FBTTX - 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 M (FBTTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JNGLX vs. FBTTX - 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%
FBTTX
Fidelity Advisor Biotechnology Fund Class M
2.18%39.21%5.08%10.43%-8.22%-3.35%31.82%25.39%-4.19%25.37%

Returns By Period

In the year-to-date period, JNGLX achieves a -3.73% return, which is significantly lower than FBTTX's 2.18% return. Both investments have delivered pretty close results over the past 10 years, with JNGLX having a 11.02% annualized return and FBTTX not far ahead at 11.54%.


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%

FBTTX

1D
5.09%
1M
-0.77%
YTD
2.18%
6M
15.39%
1Y
55.03%
3Y*
20.14%
5Y*
8.63%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


JNGLX vs. FBTTX - Expense Ratio Comparison

JNGLX has a 0.80% expense ratio, which is lower than FBTTX's 1.28% expense ratio.


Return for Risk

JNGLX vs. FBTTX — 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

FBTTX
FBTTX Risk / Return Rank: 8989
Overall Rank
FBTTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FBTTX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FBTTX Omega Ratio Rank: 7979
Omega Ratio Rank
FBTTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FBTTX Martin Ratio Rank: 9393
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. FBTTX - 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 M (FBTTX). 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.


JNGLXFBTTXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.92

-0.85

Sortino ratio

Return per unit of downside risk

1.54

2.52

-0.98

Omega ratio

Gain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratio

Return relative to maximum drawdown

1.80

3.13

-1.33

Martin ratio

Return relative to average drawdown

4.97

12.48

-7.50

JNGLX vs. FBTTX - Sharpe Ratio Comparison

The current JNGLX Sharpe Ratio is 1.07, which is lower than the FBTTX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of JNGLX and FBTTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JNGLXFBTTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.92

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.37

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.47

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.30

+0.27

Correlation

The correlation between JNGLX and FBTTX is 0.88, 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. FBTTX - Dividend Comparison

JNGLX's dividend yield for the trailing twelve months is around 4.74%, more than FBTTX's 1.50% 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%
FBTTX
Fidelity Advisor Biotechnology Fund Class M
1.50%1.53%6.41%0.93%0.00%21.60%8.79%7.10%2.64%0.00%0.00%5.42%

Drawdowns

JNGLX vs. FBTTX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -59.00%, smaller than the maximum FBTTX drawdown of -63.75%. Use the drawdown chart below to compare losses from any high point for JNGLX and FBTTX.


Loading graphics...

Drawdown Indicators


JNGLXFBTTXDifference

Max Drawdown

Largest peak-to-trough decline

-59.00%

-63.75%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-13.58%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.21%

-36.64%

+14.43%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-39.04%

+11.67%

Current Drawdown

Current decline from peak

-6.62%

-2.61%

-4.01%

Average Drawdown

Average peak-to-trough decline

-17.73%

-21.95%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.72%

-0.11%

Volatility

JNGLX vs. FBTTX - Volatility Comparison

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


Loading graphics...

Volatility by Period


JNGLXFBTTXDifference

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%

23.31%

-7.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

24.58%

-7.16%