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

Correlation

The correlation between JNGLX and FNCMX 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.


-0.50.00.51.00.7

Performance

JNGLX vs. FNCMX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-12.21%
15.72%
JNGLX
FNCMX

Key characteristics

Sharpe Ratio

JNGLX:

-0.09

FNCMX:

1.72

Sortino Ratio

JNGLX:

-0.03

FNCMX:

2.28

Omega Ratio

JNGLX:

1.00

FNCMX:

1.31

Calmar Ratio

JNGLX:

-0.07

FNCMX:

2.40

Martin Ratio

JNGLX:

-0.20

FNCMX:

8.72

Ulcer Index

JNGLX:

6.43%

FNCMX:

3.62%

Daily Std Dev

JNGLX:

13.68%

FNCMX:

18.32%

Max Drawdown

JNGLX:

-36.40%

FNCMX:

-55.71%

Current Drawdown

JNGLX:

-15.90%

FNCMX:

-0.80%

Returns By Period

In the year-to-date period, JNGLX achieves a 1.99% return, which is significantly lower than FNCMX's 3.64% return. Over the past 10 years, JNGLX has underperformed FNCMX with an annualized return of 2.76%, while FNCMX has yielded a comparatively higher 15.93% annualized return.


JNGLX

YTD

1.99%

1M

0.74%

6M

-12.21%

1Y

-1.91%

5Y*

3.28%

10Y*

2.76%

FNCMX

YTD

3.64%

1M

1.26%

6M

15.72%

1Y

30.55%

5Y*

17.59%

10Y*

15.93%

*Annualized

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


JNGLX vs. FNCMX - Expense Ratio Comparison

JNGLX has a 0.80% expense ratio, which is higher than FNCMX's 0.29% expense ratio.


JNGLX
Janus Henderson Global Life Sciences Fund
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%
Expense ratio chart for FNCMX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

JNGLX vs. FNCMX — Risk-Adjusted Performance Rank

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

JNGLX
The Risk-Adjusted Performance Rank of JNGLX is 44
Overall Rank
The Sharpe Ratio Rank of JNGLX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of JNGLX is 44
Sortino Ratio Rank
The Omega Ratio Rank of JNGLX is 33
Omega Ratio Rank
The Calmar Ratio Rank of JNGLX is 33
Calmar Ratio Rank
The Martin Ratio Rank of JNGLX is 44
Martin Ratio Rank

FNCMX
The Risk-Adjusted Performance Rank of FNCMX is 7979
Overall Rank
The Sharpe Ratio Rank of FNCMX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCMX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FNCMX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FNCMX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FNCMX is 8080
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.

JNGLX vs. FNCMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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 JNGLX, currently valued at -0.09, compared to the broader market-1.000.001.002.003.004.00-0.091.72
The chart of Sortino ratio for JNGLX, currently valued at -0.03, compared to the broader market0.005.0010.00-0.032.28
The chart of Omega ratio for JNGLX, currently valued at 1.00, compared to the broader market1.002.003.004.001.001.31
The chart of Calmar ratio for JNGLX, currently valued at -0.07, compared to the broader market0.005.0010.0015.0020.00-0.072.40
The chart of Martin ratio for JNGLX, currently valued at -0.20, compared to the broader market0.0020.0040.0060.0080.00-0.208.72
JNGLX
FNCMX

The current JNGLX Sharpe Ratio is -0.09, which is lower than the FNCMX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of JNGLX and FNCMX, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.09
1.72
JNGLX
FNCMX

Dividends

JNGLX vs. FNCMX - Dividend Comparison

JNGLX's dividend yield for the trailing twelve months is around 0.36%, less than FNCMX's 0.58% yield.


TTM20242023202220212020201920182017201620152014
JNGLX
Janus Henderson Global Life Sciences Fund
0.36%0.37%0.13%0.25%1.26%1.06%0.82%0.00%0.37%0.30%0.32%0.00%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.58%0.61%0.67%0.88%0.47%0.67%0.97%0.94%0.70%0.91%0.89%0.84%

Drawdowns

JNGLX vs. FNCMX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -36.40%, smaller than the maximum FNCMX drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for JNGLX and FNCMX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.90%
-0.80%
JNGLX
FNCMX

Volatility

JNGLX vs. FNCMX - Volatility Comparison

The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 3.94%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 5.61%. This indicates that JNGLX experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.94%
5.61%
JNGLX
FNCMX
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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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