JNGLX vs. JFRDX
Compare and contrast key facts about Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Forty Fund Class D (JFRDX).
JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998. JFRDX is an actively managed fund by Janus Henderson. It was launched on Dec 31, 2009.
Performance
JNGLX vs. JFRDX - Performance Comparison
Loading graphics...
JNGLX vs. JFRDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNGLX Janus Henderson Global Life Sciences Fund | -3.73% | 24.84% | 3.60% | 7.51% | -2.69% | 6.78% | 25.66% | 29.20% | 4.17% | 16.25% |
JFRDX Janus Henderson Forty Fund Class D | -12.26% | 18.31% | 28.26% | 40.01% | -33.58% | 22.73% | 39.22% | 36.75% | 1.49% | 16.74% |
Returns By Period
In the year-to-date period, JNGLX achieves a -3.73% return, which is significantly higher than JFRDX's -12.26% return.
JNGLX
- 1D
- 3.08%
- 1M
- -5.55%
- YTD
- -3.73%
- 6M
- 11.88%
- 1Y
- 21.71%
- 3Y*
- 10.69%
- 5Y*
- 7.33%
- 10Y*
- 11.02%
JFRDX
- 1D
- 4.43%
- 1M
- -5.12%
- YTD
- -12.26%
- 6M
- -12.49%
- 1Y
- 12.99%
- 3Y*
- 17.78%
- 5Y*
- 7.92%
- 10Y*
- —
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. JFRDX - Expense Ratio Comparison
JNGLX has a 0.80% expense ratio, which is higher than JFRDX's 0.63% expense ratio.
Return for Risk
JNGLX vs. JFRDX — Risk / Return Rank
JNGLX
JFRDX
JNGLX vs. JFRDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Forty Fund Class D (JFRDX). 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.
| JNGLX | JFRDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.60 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.02 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 0.68 | +1.12 |
Martin ratioReturn relative to average drawdown | 4.97 | 2.33 | +2.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JNGLX | JFRDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.60 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.36 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.65 | -0.08 |
Correlation
The correlation between JNGLX and JFRDX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JNGLX vs. JFRDX - Dividend Comparison
JNGLX's dividend yield for the trailing twelve months is around 4.74%, less than JFRDX's 14.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNGLX Janus Henderson Global Life Sciences Fund | 4.74% | 4.56% | 5.84% | 4.26% | 0.25% | 9.85% | 7.80% | 6.23% | 13.32% | 0.89% | 0.30% | 8.81% |
JFRDX Janus Henderson Forty Fund Class D | 14.93% | 13.10% | 11.27% | 9.12% | 0.06% | 10.12% | 8.26% | 7.21% | 8.88% | 9.68% | 0.00% | 0.00% |
Drawdowns
JNGLX vs. JFRDX - Drawdown Comparison
The maximum JNGLX drawdown since its inception was -59.00%, which is greater than JFRDX's maximum drawdown of -40.91%. Use the drawdown chart below to compare losses from any high point for JNGLX and JFRDX.
Loading graphics...
Drawdown Indicators
| JNGLX | JFRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.00% | -40.91% | -18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -19.05% | +9.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -40.91% | +18.70% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | — | — |
Current DrawdownCurrent decline from peak | -6.62% | -15.46% | +8.84% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -8.25% | -9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 5.57% | -1.96% |
Volatility
JNGLX vs. JFRDX - Volatility Comparison
The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 5.98%, while Janus Henderson Forty Fund Class D (JFRDX) has a volatility of 7.76%. This indicates that JNGLX experiences smaller price fluctuations and is considered to be less risky than JFRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JNGLX | JFRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 7.76% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 13.72% | -3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 22.93% | -5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 22.00% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 22.13% | -4.71% |