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JNGLX vs. PRHSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNGLX vs. PRHSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Life Sciences Fund (JNGLX) and T. Rowe Price Health Sciences Fund (PRHSX). The values are adjusted to include any dividend payments, if applicable.

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JNGLX vs. PRHSX - 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%
PRHSX
T. Rowe Price Health Sciences Fund
-9.65%33.71%1.82%3.03%-12.22%13.50%30.19%37.88%1.08%28.04%

Returns By Period

In the year-to-date period, JNGLX achieves a -6.61% return, which is significantly higher than PRHSX's -9.65% return. Over the past 10 years, JNGLX has underperformed PRHSX with an annualized return of 10.68%, while PRHSX has yielded a comparatively higher 11.42% 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%

PRHSX

1D
0.37%
1M
-9.33%
YTD
-9.65%
6M
18.49%
1Y
20.86%
3Y*
9.06%
5Y*
4.83%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNGLX vs. PRHSX - Expense Ratio Comparison

Both JNGLX and PRHSX have an expense ratio of 0.80%.


Return for Risk

JNGLX vs. PRHSX — 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

PRHSX
PRHSX Risk / Return Rank: 5555
Overall Rank
PRHSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PRHSX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRHSX Omega Ratio Rank: 5252
Omega Ratio Rank
PRHSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRHSX Martin Ratio Rank: 4545
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. PRHSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and T. Rowe Price Health Sciences Fund (PRHSX). 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.


JNGLXPRHSXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.92

-0.09

Sortino ratio

Return per unit of downside risk

1.21

1.60

-0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

1.29

1.52

-0.24

Martin ratio

Return relative to average drawdown

3.48

4.47

-0.99

JNGLX vs. PRHSX - Sharpe Ratio Comparison

The current JNGLX Sharpe Ratio is 0.82, which is comparable to the PRHSX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JNGLX and PRHSX, 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


JNGLXPRHSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.92

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.27

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.58

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.63

-0.06

Correlation

The correlation between JNGLX and PRHSX is 0.94, 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.


Dividends

JNGLX vs. PRHSX - Dividend Comparison

JNGLX's dividend yield for the trailing twelve months is around 4.89%, less than PRHSX's 26.63% 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%
PRHSX
T. Rowe Price Health Sciences Fund
26.63%24.06%12.89%5.21%1.77%7.46%7.16%12.29%6.57%7.43%4.55%11.34%

Drawdowns

JNGLX vs. PRHSX - Drawdown Comparison

The maximum JNGLX drawdown since its inception was -59.00%, which is greater than PRHSX's maximum drawdown of -42.96%. Use the drawdown chart below to compare losses from any high point for JNGLX and PRHSX.


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Drawdown Indicators


JNGLXPRHSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.00%

-42.96%

-16.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-12.81%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.21%

-27.61%

+5.40%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-28.97%

+1.60%

Current Drawdown

Current decline from peak

-9.41%

-12.49%

+3.08%

Average Drawdown

Average peak-to-trough decline

-17.73%

-8.75%

-8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

4.36%

-0.38%

Volatility

JNGLX vs. PRHSX - Volatility Comparison

The current volatility for Janus Henderson Global Life Sciences Fund (JNGLX) is 4.89%, while T. Rowe Price Health Sciences Fund (PRHSX) has a volatility of 5.30%. This indicates that JNGLX experiences smaller price fluctuations and is considered to be less risky than PRHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNGLXPRHSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

5.30%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

15.97%

-5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

22.33%

-4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

18.01%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

19.65%

-2.25%