JNGLX vs. SPY
Compare and contrast key facts about Janus Henderson Global Life Sciences Fund (JNGLX) and State Street SPDR S&P 500 ETF (SPY).
JNGLX is managed by Janus Henderson. It was launched on Dec 30, 1998. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
JNGLX vs. SPY - Performance Comparison
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JNGLX vs. SPY - 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% | 22.13% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
The year-to-date returns for both investments are quite close, with JNGLX having a -3.73% return and SPY slightly higher at -3.65%. Over the past 10 years, JNGLX has underperformed SPY with an annualized return of 11.02%, while SPY has yielded a comparatively higher 14.06% annualized 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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JNGLX vs. SPY - Expense Ratio Comparison
JNGLX has a 0.80% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
JNGLX vs. SPY — Risk / Return Rank
JNGLX
SPY
JNGLX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Life Sciences Fund (JNGLX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.96 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.49 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.53 | +0.27 |
Martin ratioReturn relative to average drawdown | 4.97 | 7.27 | -2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNGLX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.96 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.70 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.79 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.56 | +0.01 |
Correlation
The correlation between JNGLX and SPY is 0.72, 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. SPY - Dividend Comparison
JNGLX's dividend yield for the trailing twelve months is around 4.74%, more than SPY's 1.13% 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
JNGLX vs. SPY - Drawdown Comparison
The maximum JNGLX drawdown since its inception was -59.00%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JNGLX and SPY.
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Drawdown Indicators
| JNGLX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.00% | -55.19% | -3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -12.05% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -24.50% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -33.72% | +6.35% |
Current DrawdownCurrent decline from peak | -6.62% | -5.53% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -9.09% | -8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 2.54% | +1.07% |
Volatility
JNGLX vs. SPY - Volatility Comparison
Janus Henderson Global Life Sciences Fund (JNGLX) has a higher volatility of 5.98% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that JNGLX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNGLX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 5.35% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 9.50% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 19.06% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 17.06% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 17.92% | -0.50% |