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JNOSX vs. AIIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JNOSX and AIIEX is 0.73, 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.


Performance

JNOSX vs. AIIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Overseas Fund (JNOSX) and Invesco EQV International Equity Fund (AIIEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JNOSX:

0.35

AIIEX:

0.23

Sortino Ratio

JNOSX:

0.55

AIIEX:

0.39

Omega Ratio

JNOSX:

1.08

AIIEX:

1.05

Calmar Ratio

JNOSX:

0.35

AIIEX:

0.19

Martin Ratio

JNOSX:

1.18

AIIEX:

0.60

Ulcer Index

JNOSX:

4.72%

AIIEX:

5.32%

Daily Std Dev

JNOSX:

16.98%

AIIEX:

16.65%

Max Drawdown

JNOSX:

-48.84%

AIIEX:

-58.30%

Current Drawdown

JNOSX:

0.00%

AIIEX:

-0.40%

Returns By Period

In the year-to-date period, JNOSX achieves a 11.63% return, which is significantly higher than AIIEX's 9.33% return. Over the past 10 years, JNOSX has outperformed AIIEX with an annualized return of 5.35%, while AIIEX has yielded a comparatively lower 4.02% annualized return.


JNOSX

YTD

11.63%

1M

9.94%

6M

12.36%

1Y

5.95%

3Y*

9.89%

5Y*

13.53%

10Y*

5.35%

AIIEX

YTD

9.33%

1M

9.39%

6M

8.36%

1Y

3.73%

3Y*

8.36%

5Y*

7.83%

10Y*

4.02%

*Annualized

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Janus Henderson Overseas Fund

JNOSX vs. AIIEX - Expense Ratio Comparison

JNOSX has a 0.95% expense ratio, which is lower than AIIEX's 1.35% expense ratio.


Risk-Adjusted Performance

JNOSX vs. AIIEX — Risk-Adjusted Performance Rank

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

JNOSX
The Risk-Adjusted Performance Rank of JNOSX is 4040
Overall Rank
The Sharpe Ratio Rank of JNOSX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of JNOSX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of JNOSX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of JNOSX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of JNOSX is 4040
Martin Ratio Rank

AIIEX
The Risk-Adjusted Performance Rank of AIIEX is 3030
Overall Rank
The Sharpe Ratio Rank of AIIEX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of AIIEX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of AIIEX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of AIIEX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of AIIEX is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JNOSX vs. AIIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and Invesco EQV International Equity Fund (AIIEX). 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.


The current JNOSX Sharpe Ratio is 0.35, which is higher than the AIIEX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of JNOSX and AIIEX, 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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Dividends

JNOSX vs. AIIEX - Dividend Comparison

JNOSX's dividend yield for the trailing twelve months is around 1.48%, less than AIIEX's 6.93% yield.


TTM20242023202220212020201920182017201620152014
JNOSX
Janus Henderson Overseas Fund
1.48%1.65%1.39%1.59%1.04%0.88%2.77%1.15%1.86%1.32%4.63%1.11%
AIIEX
Invesco EQV International Equity Fund
6.93%7.57%1.56%11.90%25.61%12.69%10.81%9.83%2.56%1.22%1.24%4.86%

Drawdowns

JNOSX vs. AIIEX - Drawdown Comparison

The maximum JNOSX drawdown since its inception was -48.84%, smaller than the maximum AIIEX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for JNOSX and AIIEX. For additional features, visit the drawdowns tool.


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Volatility

JNOSX vs. AIIEX - Volatility Comparison

The current volatility for Janus Henderson Overseas Fund (JNOSX) is 2.74%, while Invesco EQV International Equity Fund (AIIEX) has a volatility of 3.01%. This indicates that JNOSX experiences smaller price fluctuations and is considered to be less risky than AIIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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