JNGLX vs. JANWX
Compare and contrast key facts about Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Global Research Fund (JANWX).
JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998. JANWX is managed by Janus. It was launched on Feb 24, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNGLX or JANWX.
Key characteristics
| JNGLX | JANWX | |
|---|---|---|
| YTD Return | 15.81% | 26.40% |
| 1Y Return | 27.03% | 39.01% |
| 3Y Return (Ann) | 1.72% | 8.05% |
| 5Y Return (Ann) | 6.93% | 14.05% |
| 10Y Return (Ann) | 4.24% | 10.80% |
| Sharpe Ratio | 1.82 | 2.73 |
| Sortino Ratio | 2.49 | 3.64 |
| Omega Ratio | 1.33 | 1.54 |
| Calmar Ratio | 1.30 | 4.14 |
| Martin Ratio | 9.43 | 19.27 |
| Ulcer Index | 2.58% | 2.00% |
| Daily Std Dev | 13.34% | 14.11% |
| Max Drawdown | -36.40% | -34.78% |
| Current Drawdown | -3.08% | -0.13% |
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.
Performance
JNGLX vs. JANWX - Performance Comparison
In the year-to-date period, JNGLX achieves a 15.81% return, which is significantly lower than JANWX's 26.40% return. Over the past 10 years, JNGLX has underperformed JANWX with an annualized return of 4.24%, while JANWX has yielded a comparatively higher 10.80% 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. JANWX - Expense Ratio Comparison
JNGLX has a 0.80% expense ratio, which is higher than JANWX's 0.75% expense ratio.
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.
Dividends
JNGLX vs. JANWX - Dividend Comparison
JNGLX's dividend yield for the trailing twelve months is around 0.12%, less than JANWX's 0.69% 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% |
JANWX Janus Henderson Global Research Fund | 0.69% | 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.
Volatility
JNGLX vs. JANWX - Volatility Comparison
The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 3.02%, while Janus Henderson Global Research Fund (JANWX) has a volatility of 3.69%. 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.