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JNGLX vs. PEYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNGLX vs. PEYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Life Sciences Fund (JNGLX) and Putnam Large Cap Value Fund (PEYAX). The values are adjusted to include any dividend payments, if applicable.

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JNGLX vs. PEYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNGLX
Janus Henderson Global Life Sciences Fund
-6.61%24.84%3.60%7.51%-2.69%6.78%25.66%29.20%4.17%22.13%
PEYAX
Putnam Large Cap Value Fund
-1.32%20.09%18.99%15.09%-8.37%26.84%5.87%29.94%-8.63%18.79%

Returns By Period

In the year-to-date period, JNGLX achieves a -6.61% return, which is significantly lower than PEYAX's -1.32% return. Over the past 10 years, JNGLX has underperformed PEYAX with an annualized return of 10.68%, while PEYAX has yielded a comparatively higher 12.25% annualized return.


JNGLX

1D
0.29%
1M
-9.20%
YTD
-6.61%
6M
10.83%
1Y
15.45%
3Y*
9.57%
5Y*
6.75%
10Y*
10.68%

PEYAX

1D
-0.15%
1M
-6.34%
YTD
-1.32%
6M
4.60%
1Y
15.85%
3Y*
16.83%
5Y*
11.15%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNGLX vs. PEYAX - Expense Ratio Comparison

JNGLX has a 0.80% expense ratio, which is lower than PEYAX's 0.88% expense ratio.


Return for Risk

JNGLX vs. PEYAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNGLX
JNGLX Risk / Return Rank: 3939
Overall Rank
JNGLX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JNGLX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JNGLX Omega Ratio Rank: 3232
Omega Ratio Rank
JNGLX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JNGLX Martin Ratio Rank: 3232
Martin Ratio Rank

PEYAX
PEYAX Risk / Return Rank: 6262
Overall Rank
PEYAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEYAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PEYAX Omega Ratio Rank: 6565
Omega Ratio Rank
PEYAX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PEYAX Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNGLX vs. PEYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and Putnam Large Cap Value Fund (PEYAX). 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.


JNGLXPEYAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.11

-0.29

Sortino ratio

Return per unit of downside risk

1.21

1.57

-0.36

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

1.29

1.31

-0.02

Martin ratio

Return relative to average drawdown

3.48

5.88

-2.39

JNGLX vs. PEYAX - Sharpe Ratio Comparison

The current JNGLX Sharpe Ratio is 0.82, which is comparable to the PEYAX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JNGLX and PEYAX, 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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Sharpe Ratios by Period


JNGLXPEYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.11

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.76

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.72

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.36

+0.20

Correlation

The correlation between JNGLX and PEYAX 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.


Dividends

JNGLX vs. PEYAX - Dividend Comparison

JNGLX's dividend yield for the trailing twelve months is around 4.89%, less than PEYAX's 5.15% yield.


TTM20252024202320222021202020192018201720162015
JNGLX
Janus Henderson Global Life Sciences Fund
4.89%4.56%5.84%4.26%0.25%9.85%7.80%6.23%13.32%0.89%0.30%8.81%
PEYAX
Putnam Large Cap Value Fund
5.15%5.36%6.80%4.93%1.21%7.09%5.97%3.79%5.67%3.31%2.27%5.86%

Drawdowns

JNGLX vs. PEYAX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -59.00%, roughly equal to the maximum PEYAX drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for JNGLX and PEYAX.


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Drawdown Indicators


JNGLXPEYAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.00%

-56.92%

-2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-11.77%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-22.21%

-15.31%

-6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-36.06%

+8.69%

Current Drawdown

Current decline from peak

-9.41%

-7.23%

-2.18%

Average Drawdown

Average peak-to-trough decline

-17.73%

-14.10%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.63%

+1.35%

Volatility

JNGLX vs. PEYAX - Volatility Comparison

Janus Henderson Global Life Sciences Fund (JNGLX) has a higher volatility of 4.89% compared to Putnam Large Cap Value Fund (PEYAX) at 3.58%. This indicates that JNGLX's price experiences larger fluctuations and is considered to be riskier than PEYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNGLXPEYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

3.58%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

7.95%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

15.36%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

14.68%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

17.05%

+0.35%