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

Correlation

The correlation between JNGLX and JFNAX is 1.00, 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.


-0.50.00.51.01.0

Performance

JNGLX vs. JFNAX - 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 Life Sciences Fund Class A (JFNAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-11.46%
-11.46%
JNGLX
JFNAX

Key characteristics

Sharpe Ratio

JNGLX:

0.19

JFNAX:

0.18

Sortino Ratio

JNGLX:

0.34

JFNAX:

0.33

Omega Ratio

JNGLX:

1.05

JFNAX:

1.04

Calmar Ratio

JNGLX:

0.15

JFNAX:

0.14

Martin Ratio

JNGLX:

0.58

JFNAX:

0.56

Ulcer Index

JNGLX:

4.55%

JFNAX:

4.56%

Daily Std Dev

JNGLX:

13.74%

JFNAX:

13.70%

Max Drawdown

JNGLX:

-36.40%

JFNAX:

-36.53%

Current Drawdown

JNGLX:

-17.65%

JFNAX:

-17.63%

Returns By Period

The year-to-date returns for both stocks are quite close, with JNGLX having a -1.61% return and JFNAX slightly lower at -1.69%. Over the past 10 years, JNGLX has outperformed JFNAX with an annualized return of 3.18%, while JFNAX has yielded a comparatively lower 2.92% annualized return.


JNGLX

YTD

-1.61%

1M

-9.39%

6M

-10.66%

1Y

1.16%

5Y*

2.65%

10Y*

3.18%

JFNAX

YTD

-1.69%

1M

-9.33%

6M

-10.67%

1Y

1.07%

5Y*

2.41%

10Y*

2.92%

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. JFNAX - Expense Ratio Comparison

JNGLX has a 0.80% expense ratio, which is lower than JFNAX's 0.98% expense ratio.


JFNAX
Janus Henderson Global Life Sciences Fund Class A
Expense ratio chart for JFNAX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
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%

Risk-Adjusted Performance

JNGLX vs. JFNAX - 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 Life Sciences Fund Class A (JFNAX). 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-1.000.001.002.003.004.000.190.18
The chart of Sortino ratio for JNGLX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.000.340.33
The chart of Omega ratio for JNGLX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.04
The chart of Calmar ratio for JNGLX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.0014.000.150.14
The chart of Martin ratio for JNGLX, currently valued at 0.58, compared to the broader market0.0020.0040.0060.000.580.56
JNGLX
JFNAX

The current JNGLX Sharpe Ratio is 0.19, which is comparable to the JFNAX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of JNGLX and JFNAX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.19
0.18
JNGLX
JFNAX

Dividends

JNGLX vs. JFNAX - Dividend Comparison

Neither JNGLX nor JFNAX has paid dividends to shareholders.


TTM202320222021202020192018201720162015
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%
JFNAX
Janus Henderson Global Life Sciences Fund Class A
0.00%0.05%0.07%1.12%0.94%0.67%0.00%0.13%0.06%0.27%

Drawdowns

JNGLX vs. JFNAX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -36.40%, roughly equal to the maximum JFNAX drawdown of -36.53%. Use the drawdown chart below to compare losses from any high point for JNGLX and JFNAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.65%
-17.63%
JNGLX
JFNAX

Volatility

JNGLX vs. JFNAX - Volatility Comparison

Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Global Life Sciences Fund Class A (JFNAX) have volatilities of 6.18% and 6.10%, 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%JulyAugustSeptemberOctoberNovemberDecember
6.18%
6.10%
JNGLX
JFNAX
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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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