JNGLX vs. FPHAX
Compare and contrast key facts about Janus Henderson Global Life Sciences Fund (JNGLX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX).
JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998. FPHAX is managed by Fidelity. It was launched on Jun 17, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNGLX or FPHAX.
Key characteristics
| JNGLX | FPHAX | |
|---|---|---|
| YTD Return | 15.28% | 19.50% |
| 1Y Return | 26.04% | 27.22% |
| 3Y Return (Ann) | 1.89% | 4.20% |
| 5Y Return (Ann) | 6.70% | 6.00% |
| 10Y Return (Ann) | 4.30% | 4.07% |
| Sharpe Ratio | 2.01 | 1.79 |
| Sortino Ratio | 2.75 | 2.56 |
| Omega Ratio | 1.37 | 1.31 |
| Calmar Ratio | 1.43 | 1.94 |
| Martin Ratio | 10.22 | 7.22 |
| Ulcer Index | 2.59% | 3.80% |
| Daily Std Dev | 13.19% | 15.33% |
| Max Drawdown | -36.40% | -37.34% |
| Current Drawdown | -3.52% | -10.83% |
Correlation
The correlation between JNGLX and FPHAX is 0.86, 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.
Performance
JNGLX vs. FPHAX - Performance Comparison
In the year-to-date period, JNGLX achieves a 15.28% return, which is significantly lower than FPHAX's 19.50% return. Over the past 10 years, JNGLX has outperformed FPHAX with an annualized return of 4.30%, while FPHAX has yielded a comparatively lower 4.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JNGLX vs. FPHAX - Expense Ratio Comparison
JNGLX has a 0.80% expense ratio, which is higher than FPHAX's 0.75% expense ratio.
Risk-Adjusted Performance
JNGLX vs. FPHAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). 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.
Dividends
JNGLX vs. FPHAX - Dividend Comparison
JNGLX's dividend yield for the trailing twelve months is around 0.12%, less than FPHAX's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNGLX Janus Henderson Global Life Sciences Fund | 0.12% | 0.13% | 0.25% | 1.26% | 1.06% | 0.82% | 0.00% | 0.37% | 0.30% | 0.32% | 0.00% | 0.00% |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.71% | 0.63% | 1.33% | 1.17% | 1.31% | 1.31% | 1.44% | 1.33% | 1.07% | 5.59% | 5.81% | 11.12% |
Drawdowns
JNGLX vs. FPHAX - Drawdown Comparison
The maximum JNGLX drawdown since its inception was -36.40%, roughly equal to the maximum FPHAX drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for JNGLX and FPHAX. For additional features, visit the drawdowns tool.
Volatility
JNGLX vs. FPHAX - Volatility Comparison
The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 2.72%, while Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a volatility of 4.18%. This indicates that JNGLX experiences smaller price fluctuations and is considered to be less risky than FPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.