JNGLX vs. JANBX
Compare and contrast key facts about Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Balanced Fund (JANBX).
JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998. JANBX is managed by Janus Henderson. It was launched on Aug 31, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNGLX or JANBX.
Key characteristics
| JNGLX | JANBX | |
|---|---|---|
| YTD Return | 15.81% | 17.33% |
| 1Y Return | 27.03% | 26.45% |
| 3Y Return (Ann) | 1.72% | 4.48% |
| 5Y Return (Ann) | 6.93% | 9.39% |
| 10Y Return (Ann) | 4.24% | 8.94% |
| Sharpe Ratio | 1.82 | 2.98 |
| Sortino Ratio | 2.49 | 4.23 |
| Omega Ratio | 1.33 | 1.56 |
| Calmar Ratio | 1.30 | 2.30 |
| Martin Ratio | 9.43 | 19.47 |
| Ulcer Index | 2.58% | 1.31% |
| Daily Std Dev | 13.34% | 8.55% |
| Max Drawdown | -36.40% | -22.49% |
| Current Drawdown | -3.08% | 0.00% |
Correlation
The correlation between JNGLX and JANBX 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.
Performance
JNGLX vs. JANBX - Performance Comparison
In the year-to-date period, JNGLX achieves a 15.81% return, which is significantly lower than JANBX's 17.33% return. Over the past 10 years, JNGLX has underperformed JANBX with an annualized return of 4.24%, while JANBX has yielded a comparatively higher 8.94% 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. JANBX - Expense Ratio Comparison
JNGLX has a 0.80% expense ratio, which is higher than JANBX's 0.70% expense ratio.
Risk-Adjusted Performance
JNGLX vs. JANBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Balanced Fund (JANBX). 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. JANBX - Dividend Comparison
JNGLX's dividend yield for the trailing twelve months is around 0.12%, less than JANBX's 1.86% 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% |
JANBX Janus Henderson Balanced Fund | 1.86% | 2.25% | 1.10% | 0.84% | 1.36% | 1.80% | 1.91% | 1.91% | 2.17% | 1.68% | 1.91% | 1.69% |
Drawdowns
JNGLX vs. JANBX - Drawdown Comparison
The maximum JNGLX drawdown since its inception was -36.40%, which is greater than JANBX's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for JNGLX and JANBX. For additional features, visit the drawdowns tool.
Volatility
JNGLX vs. JANBX - Volatility Comparison
Janus Henderson Global Life Sciences Fund (JNGLX) has a higher volatility of 3.02% compared to Janus Henderson Balanced Fund (JANBX) at 2.59%. This indicates that JNGLX's price experiences larger fluctuations and is considered to be riskier than JANBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.