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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.


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.

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Key characteristics

Sharpe Ratio

JNGLX:

-0.43

JANWX:

0.36

Sortino Ratio

JNGLX:

-0.47

JANWX:

0.54

Omega Ratio

JNGLX:

0.94

JANWX:

1.08

Calmar Ratio

JNGLX:

-0.35

JANWX:

0.29

Martin Ratio

JNGLX:

-0.77

JANWX:

0.92

Ulcer Index

JNGLX:

9.46%

JANWX:

6.64%

Daily Std Dev

JNGLX:

17.18%

JANWX:

20.45%

Max Drawdown

JNGLX:

-30.82%

JANWX:

-36.32%

Current Drawdown

JNGLX:

-17.89%

JANWX:

-4.19%

Returns By Period

In the year-to-date period, JNGLX achieves a -5.30% return, which is significantly lower than JANWX's 6.64% return. Both investments have delivered pretty close results over the past 10 years, with JNGLX having a 6.22% annualized return and JANWX not far behind at 6.17%.


JNGLX

YTD

-5.30%

1M

-5.27%

6M

-12.39%

1Y

-8.48%

3Y*

5.42%

5Y*

6.14%

10Y*

6.22%

JANWX

YTD

6.64%

1M

4.33%

6M

-2.79%

1Y

6.83%

3Y*

10.69%

5Y*

8.65%

10Y*

6.17%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 22
Overall Rank
The Sharpe Ratio Rank of JNGLX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of JNGLX is 22
Sortino Ratio Rank
The Omega Ratio Rank of JNGLX is 22
Omega Ratio Rank
The Calmar Ratio Rank of JNGLX is 22
Calmar Ratio Rank
The Martin Ratio Rank of JNGLX is 33
Martin Ratio Rank

JANWX
The Risk-Adjusted Performance Rank of JANWX is 2727
Overall Rank
The Sharpe Ratio Rank of JANWX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of JANWX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of JANWX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of JANWX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of JANWX is 2626
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.


The current JNGLX Sharpe Ratio is -0.43, which is lower than the JANWX Sharpe Ratio of 0.36. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JNGLX vs. JANWX - Dividend Comparison

JNGLX's dividend yield for the trailing twelve months is around 6.16%, less than JANWX's 7.81% yield.


TTM20242023202220212020201920182017201620152014
JNGLX
Janus Henderson Global Life Sciences Fund
6.16%5.84%4.26%0.25%9.85%7.80%6.23%13.33%1.26%1.25%9.13%10.25%
JANWX
Janus Henderson Global Research Fund
7.81%8.33%4.90%4.56%11.67%3.75%4.84%6.93%0.68%0.83%0.81%1.02%

Drawdowns

JNGLX vs. JANWX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -30.82%, smaller than the maximum JANWX drawdown of -36.32%. Use the drawdown chart below to compare losses from any high point for JNGLX and JANWX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JNGLX vs. JANWX - Volatility Comparison

Janus Henderson Global Life Sciences Fund (JNGLX) has a higher volatility of 7.03% compared to Janus Henderson Global Research Fund (JANWX) at 3.99%. This indicates that JNGLX's price experiences larger fluctuations and is considered to be riskier than JANWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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