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

Correlation

The correlation between JNOSX and FMIJX 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.


Performance

JNOSX vs. FMIJX - Performance Comparison

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

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
25.00%
152.52%
JNOSX
FMIJX

Key characteristics

Sharpe Ratio

JNOSX:

0.37

FMIJX:

0.12

Sortino Ratio

JNOSX:

0.60

FMIJX:

0.29

Omega Ratio

JNOSX:

1.08

FMIJX:

1.04

Calmar Ratio

JNOSX:

0.39

FMIJX:

0.12

Martin Ratio

JNOSX:

1.34

FMIJX:

0.49

Ulcer Index

JNOSX:

4.71%

FMIJX:

3.90%

Daily Std Dev

JNOSX:

17.01%

FMIJX:

15.73%

Max Drawdown

JNOSX:

-52.89%

FMIJX:

-37.45%

Current Drawdown

JNOSX:

-2.91%

FMIJX:

-4.78%

Returns By Period

In the year-to-date period, JNOSX achieves a 7.23% return, which is significantly higher than FMIJX's -0.50% return. Over the past 10 years, JNOSX has outperformed FMIJX with an annualized return of 5.24%, while FMIJX has yielded a comparatively lower 4.32% annualized return.


JNOSX

YTD

7.23%

1M

12.00%

6M

3.44%

1Y

3.74%

5Y*

13.74%

10Y*

5.24%

FMIJX

YTD

-0.50%

1M

9.73%

6M

-1.18%

1Y

-0.08%

5Y*

9.89%

10Y*

4.32%

*Annualized

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JNOSX vs. FMIJX - Expense Ratio Comparison

JNOSX has a 0.95% expense ratio, which is higher than FMIJX's 0.94% expense ratio.


Risk-Adjusted Performance

JNOSX vs. FMIJX — 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 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JNOSX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of JNOSX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JNOSX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of JNOSX is 4141
Martin Ratio Rank

FMIJX
The Risk-Adjusted Performance Rank of FMIJX is 2424
Overall Rank
The Sharpe Ratio Rank of FMIJX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 2525
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. FMIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and FMI International Fund (FMIJX). 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 0.37, which is higher than the FMIJX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of JNOSX and FMIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.37
0.12
JNOSX
FMIJX

Dividends

JNOSX vs. FMIJX - Dividend Comparison

JNOSX's dividend yield for the trailing twelve months is around 1.54%, while FMIJX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JNOSX
Janus Henderson Overseas Fund
1.54%1.66%1.39%1.59%1.04%0.88%2.77%1.15%1.86%1.32%4.63%1.11%
FMIJX
FMI International Fund
0.00%0.00%0.00%15.23%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%

Drawdowns

JNOSX vs. FMIJX - Drawdown Comparison

The maximum JNOSX drawdown since its inception was -52.89%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for JNOSX and FMIJX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.91%
-4.78%
JNOSX
FMIJX

Volatility

JNOSX vs. FMIJX - Volatility Comparison

The current volatility for Janus Henderson Overseas Fund (JNOSX) is 9.62%, while FMI International Fund (FMIJX) has a volatility of 11.08%. This indicates that JNOSX experiences smaller price fluctuations and is considered to be less risky than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.62%
11.08%
JNOSX
FMIJX