JNOSX vs. FMIJX
Compare and contrast key facts about Janus Henderson Overseas Fund (JNOSX) and FMI International Fund (FMIJX).
JNOSX is managed by Janus Henderson. It was launched on May 2, 1994. FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010.
Performance
JNOSX vs. FMIJX - Performance Comparison
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JNOSX vs. FMIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNOSX Janus Henderson Overseas Fund | 0.14% | 28.76% | 5.89% | 10.94% | -8.71% | 13.11% | 16.71% | 28.21% | -15.30% | 31.33% |
FMIJX FMI International Fund | -4.05% | 8.57% | 6.99% | 21.81% | -18.67% | 13.82% | 0.06% | 17.11% | -9.54% | 13.90% |
Returns By Period
In the year-to-date period, JNOSX achieves a 0.14% return, which is significantly higher than FMIJX's -4.05% return. Over the past 10 years, JNOSX has outperformed FMIJX with an annualized return of 10.47%, while FMIJX has yielded a comparatively lower 5.15% annualized return.
JNOSX
- 1D
- 2.83%
- 1M
- -6.50%
- YTD
- 0.14%
- 6M
- 4.03%
- 1Y
- 22.60%
- 3Y*
- 12.52%
- 5Y*
- 7.97%
- 10Y*
- 10.47%
FMIJX
- 1D
- 1.80%
- 1M
- -8.34%
- YTD
- -4.05%
- 6M
- -3.39%
- 1Y
- 5.42%
- 3Y*
- 7.18%
- 5Y*
- 3.01%
- 10Y*
- 5.15%
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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.
Return for Risk
JNOSX vs. FMIJX — Risk / Return Rank
JNOSX
FMIJX
JNOSX vs. FMIJX - Risk-Adjusted Trends 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.
| JNOSX | FMIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.32 | +1.20 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.58 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.08 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.33 | +1.42 |
Martin ratioReturn relative to average drawdown | 7.33 | 1.27 | +6.06 |
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
| JNOSX | FMIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.32 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.21 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.34 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.46 | -0.12 |
Correlation
The correlation between JNOSX and FMIJX is 0.75, 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
JNOSX vs. FMIJX - Dividend Comparison
JNOSX's dividend yield for the trailing twelve months is around 1.28%, less than FMIJX's 13.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNOSX Janus Henderson Overseas Fund | 1.28% | 1.29% | 1.65% | 1.39% | 1.59% | 1.04% | 0.88% | 2.77% | 1.15% | 1.86% | 1.32% | 4.63% |
FMIJX FMI International Fund | 13.64% | 13.09% | 0.00% | 0.00% | 4.43% | 3.46% | 0.00% | 3.55% | 7.43% | 0.28% | 3.76% | 1.84% |
Drawdowns
JNOSX vs. FMIJX - Drawdown Comparison
The maximum JNOSX drawdown since its inception was -72.45%, 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.
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Drawdown Indicators
| JNOSX | FMIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.45% | -37.45% | -35.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -13.46% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.89% | -21.77% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.68% | -37.45% | +0.77% |
Current DrawdownCurrent decline from peak | -8.36% | -10.02% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -4.65% | -22.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.51% | -0.61% |
Volatility
JNOSX vs. FMIJX - Volatility Comparison
Janus Henderson Overseas Fund (JNOSX) has a higher volatility of 6.63% compared to FMI International Fund (FMIJX) at 6.11%. This indicates that JNOSX's price experiences larger fluctuations and is considered to be riskier than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNOSX | FMIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.11% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 10.40% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 17.15% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 14.15% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 15.06% | +2.04% |