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

Correlation

The correlation between JNGLX and JANWX is 0.75, 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. JANWX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-12.21%
5.06%
JNGLX
JANWX

Key characteristics

Sharpe Ratio

JNGLX:

-0.09

JANWX:

1.29

Sortino Ratio

JNGLX:

-0.03

JANWX:

1.66

Omega Ratio

JNGLX:

1.00

JANWX:

1.26

Calmar Ratio

JNGLX:

-0.07

JANWX:

1.20

Martin Ratio

JNGLX:

-0.20

JANWX:

5.35

Ulcer Index

JNGLX:

6.43%

JANWX:

3.57%

Daily Std Dev

JNGLX:

13.68%

JANWX:

14.80%

Max Drawdown

JNGLX:

-36.40%

JANWX:

-36.32%

Current Drawdown

JNGLX:

-15.90%

JANWX:

-5.83%

Returns By Period

In the year-to-date period, JNGLX achieves a 1.99% return, which is significantly lower than JANWX's 4.82% return. Over the past 10 years, JNGLX has underperformed JANWX with an annualized return of 2.76%, while JANWX has yielded a comparatively higher 6.78% annualized return.


JNGLX

YTD

1.99%

1M

0.74%

6M

-12.21%

1Y

-1.91%

5Y*

3.28%

10Y*

2.76%

JANWX

YTD

4.82%

1M

3.41%

6M

5.06%

1Y

18.78%

5Y*

6.58%

10Y*

6.78%

*Annualized

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. JANWX - Expense Ratio Comparison

JNGLX has a 0.80% expense ratio, which is higher than JANWX's 0.75% 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 JANWX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

JNGLX vs. JANWX — 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

JANWX
The Risk-Adjusted Performance Rank of JANWX is 6262
Overall Rank
The Sharpe Ratio Rank of JANWX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of JANWX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of JANWX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of JANWX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JANWX is 5959
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. JANWX - 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 Global Research Fund (JANWX). 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-1.000.001.002.003.004.00-0.091.29
The chart of Sortino ratio for JNGLX, currently valued at -0.03, compared to the broader market0.005.0010.00-0.031.66
The chart of Omega ratio for JNGLX, currently valued at 1.00, compared to the broader market1.002.003.004.001.001.26
The chart of Calmar ratio for JNGLX, currently valued at -0.07, compared to the broader market0.005.0010.0015.0020.00-0.071.20
The chart of Martin ratio for JNGLX, currently valued at -0.20, compared to the broader market0.0020.0040.0060.0080.00-0.205.35
JNGLX
JANWX

The current JNGLX Sharpe Ratio is -0.09, which is lower than the JANWX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of JNGLX and JANWX, 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
1.29
JNGLX
JANWX

Dividends

JNGLX vs. JANWX - Dividend Comparison

JNGLX's dividend yield for the trailing twelve months is around 0.36%, less than JANWX's 0.76% 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%
JANWX
Janus Henderson Global Research Fund
0.76%0.80%0.87%1.03%0.53%0.40%0.99%0.92%0.68%0.83%0.81%1.02%

Drawdowns

JNGLX vs. JANWX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -36.40%, roughly equal to the maximum JANWX drawdown of -36.32%. Use the drawdown chart below to compare losses from any high point for JNGLX and JANWX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.90%
-5.83%
JNGLX
JANWX

Volatility

JNGLX vs. JANWX - Volatility Comparison

Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Global Research Fund (JANWX) have volatilities of 3.94% and 3.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%AugustSeptemberOctoberNovemberDecember2025
3.94%
3.83%
JNGLX
JANWX
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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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