JNGLX vs. JNGTX
Compare and contrast key facts about Janus Henderson Global Life Sciences Fund (JNGLX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX).
JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998. JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNGLX or JNGTX.
Key characteristics
| JNGLX | JNGTX | |
|---|---|---|
| YTD Return | 12.40% | 34.73% |
| 1Y Return | 20.03% | 42.36% |
| 3Y Return (Ann) | 1.03% | 1.74% |
| 5Y Return (Ann) | 5.79% | 12.05% |
| 10Y Return (Ann) | 4.04% | 10.80% |
| Sharpe Ratio | 1.66 | 2.19 |
| Sortino Ratio | 2.29 | 2.85 |
| Omega Ratio | 1.30 | 1.39 |
| Calmar Ratio | 1.32 | 1.71 |
| Martin Ratio | 8.37 | 10.43 |
| Ulcer Index | 2.64% | 4.37% |
| Daily Std Dev | 13.33% | 20.79% |
| Max Drawdown | -36.40% | -53.97% |
| Current Drawdown | -5.93% | -0.25% |
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.
Performance
JNGLX vs. JNGTX - Performance Comparison
In the year-to-date period, JNGLX achieves a 12.40% return, which is significantly lower than JNGTX's 34.73% return. Over the past 10 years, JNGLX has underperformed JNGTX with an annualized return of 4.04%, while JNGTX 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. JNGTX - Expense Ratio Comparison
JNGLX has a 0.80% expense ratio, which is higher than JNGTX's 0.79% expense ratio.
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.
Dividends
JNGLX vs. JNGTX - Dividend Comparison
JNGLX's dividend yield for the trailing twelve months is around 0.12%, while JNGTX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
Volatility
JNGLX vs. JNGTX - Volatility Comparison
The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 3.26%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 4.83%. 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.