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

Correlation

The correlation between JNGLX and JANWX 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. 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.

250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
227.34%
321.67%
JNGLX
JANWX

Key characteristics

Sharpe Ratio

JNGLX:

0.19

JANWX:

1.13

Sortino Ratio

JNGLX:

0.34

JANWX:

1.45

Omega Ratio

JNGLX:

1.05

JANWX:

1.24

Calmar Ratio

JNGLX:

0.15

JANWX:

1.50

Martin Ratio

JNGLX:

0.58

JANWX:

6.21

Ulcer Index

JNGLX:

4.55%

JANWX:

2.71%

Daily Std Dev

JNGLX:

13.74%

JANWX:

14.89%

Max Drawdown

JNGLX:

-36.40%

JANWX:

-34.78%

Current Drawdown

JNGLX:

-17.65%

JANWX:

-10.39%

Returns By Period

In the year-to-date period, JNGLX achieves a -1.61% return, which is significantly lower than JANWX's 14.87% return. Over the past 10 years, JNGLX has underperformed JANWX with an annualized return of 3.18%, while JANWX has yielded a comparatively higher 9.63% annualized return.


JNGLX

YTD

-1.61%

1M

-9.39%

6M

-10.66%

1Y

1.16%

5Y*

2.65%

10Y*

3.18%

JANWX

YTD

14.87%

1M

-7.60%

6M

-1.93%

1Y

15.59%

5Y*

10.75%

10Y*

9.63%

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 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 0.19, compared to the broader market-1.000.001.002.003.004.000.191.13
The chart of Sortino ratio for JNGLX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.000.341.45
The chart of Omega ratio for JNGLX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.24
The chart of Calmar ratio for JNGLX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.0014.000.151.50
The chart of Martin ratio for JNGLX, currently valued at 0.58, compared to the broader market0.0020.0040.0060.000.586.21
JNGLX
JANWX

The current JNGLX Sharpe Ratio is 0.19, which is lower than the JANWX Sharpe Ratio of 1.13. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.19
1.13
JNGLX
JANWX

Dividends

JNGLX vs. JANWX - Dividend Comparison

Neither JNGLX nor JANWX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JNGLX
Janus Henderson Global Life Sciences Fund
0.00%0.13%0.25%1.26%1.06%0.82%0.00%0.37%0.30%0.32%0.00%0.00%
JANWX
Janus Henderson Global Research Fund
0.00%0.87%1.03%0.53%0.40%0.99%0.92%0.68%0.83%0.81%1.02%0.53%

Drawdowns

JNGLX vs. JANWX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -36.40%, roughly equal to the maximum JANWX drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for JNGLX and JANWX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.65%
-10.39%
JNGLX
JANWX

Volatility

JNGLX vs. JANWX - Volatility Comparison

The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 6.18%, while Janus Henderson Global Research Fund (JANWX) has a volatility of 8.45%. This indicates that JNGLX experiences smaller price fluctuations and is considered to be less risky than JANWX 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%JulyAugustSeptemberOctoberNovemberDecember
6.18%
8.45%
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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