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

Correlation

The correlation between JNGLX and JNGTX is 0.68, 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.


-0.50.00.51.00.7

Performance

JNGLX vs. JNGTX - 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 Technology and Innovation Fund Class D (JNGTX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
227.34%
367.61%
JNGLX
JNGTX

Key characteristics

Sharpe Ratio

JNGLX:

0.19

JNGTX:

0.96

Sortino Ratio

JNGLX:

0.34

JNGTX:

1.32

Omega Ratio

JNGLX:

1.05

JNGTX:

1.20

Calmar Ratio

JNGLX:

0.15

JNGTX:

0.88

Martin Ratio

JNGLX:

0.58

JNGTX:

4.45

Ulcer Index

JNGLX:

4.55%

JNGTX:

5.06%

Daily Std Dev

JNGLX:

13.74%

JNGTX:

23.45%

Max Drawdown

JNGLX:

-36.40%

JNGTX:

-53.97%

Current Drawdown

JNGLX:

-17.65%

JNGTX:

-13.29%

Returns By Period

In the year-to-date period, JNGLX achieves a -1.61% return, which is significantly lower than JNGTX's 20.37% return. Over the past 10 years, JNGLX has underperformed JNGTX with an annualized return of 3.18%, while JNGTX has yielded a comparatively higher 11.16% annualized return.


JNGLX

YTD

-1.61%

1M

-9.39%

6M

-10.66%

1Y

1.16%

5Y*

2.65%

10Y*

3.18%

JNGTX

YTD

20.37%

1M

-9.26%

6M

-5.62%

1Y

20.92%

5Y*

10.18%

10Y*

11.16%

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. JNGTX - Expense Ratio Comparison

JNGLX has a 0.80% expense ratio, which is higher than JNGTX's 0.79% 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 JNGTX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

JNGLX vs. JNGTX - 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 Technology and Innovation Fund Class D (JNGTX). 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-1.000.001.002.003.004.000.190.96
The chart of Sortino ratio for JNGLX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.000.341.32
The chart of Omega ratio for JNGLX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.20
The chart of Calmar ratio for JNGLX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.0014.000.150.88
The chart of Martin ratio for JNGLX, currently valued at 0.58, compared to the broader market0.0020.0040.0060.000.584.45
JNGLX
JNGTX

The current JNGLX Sharpe Ratio is 0.19, which is lower than the JNGTX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JNGLX and JNGTX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.19
0.96
JNGLX
JNGTX

Dividends

JNGLX vs. JNGTX - Dividend Comparison

Neither JNGLX nor JNGTX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
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%
JNGTX
Janus Henderson Global Technology and Innovation Fund Class D
0.00%0.00%0.00%0.00%0.10%0.35%0.14%0.01%0.00%0.36%0.12%

Drawdowns

JNGLX vs. JNGTX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -36.40%, smaller than the maximum JNGTX drawdown of -53.97%. Use the drawdown chart below to compare losses from any high point for JNGLX and JNGTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.65%
-13.29%
JNGLX
JNGTX

Volatility

JNGLX vs. JNGTX - Volatility Comparison

The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 6.18%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 11.53%. This indicates that JNGLX experiences smaller price fluctuations and is considered to be less risky than JNGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.18%
11.53%
JNGLX
JNGTX
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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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