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JNOSX vs. JANIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNOSX vs. JANIX - Performance Comparison

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

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JNOSX vs. JANIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNOSX
Janus Henderson Overseas Fund
-2.62%28.76%5.89%10.94%-8.71%13.11%16.71%28.21%-15.30%31.33%
JANIX
Janus Henderson Triton Fund
-5.08%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%

Returns By Period

In the year-to-date period, JNOSX achieves a -2.62% return, which is significantly higher than JANIX's -5.08% return. Over the past 10 years, JNOSX has outperformed JANIX with an annualized return of 10.16%, while JANIX has yielded a comparatively lower 8.94% annualized return.


JNOSX

1D
-0.18%
1M
-10.88%
YTD
-2.62%
6M
1.89%
1Y
19.19%
3Y*
11.48%
5Y*
7.69%
10Y*
10.16%

JANIX

1D
-1.03%
1M
-9.04%
YTD
-5.08%
6M
-0.60%
1Y
11.78%
3Y*
7.38%
5Y*
1.33%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNOSX vs. JANIX - Expense Ratio Comparison

JNOSX has a 0.95% expense ratio, which is higher than JANIX's 0.78% expense ratio.


Return for Risk

JNOSX vs. JANIX — Risk / Return Rank

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

JNOSX
JNOSX Risk / Return Rank: 6262
Overall Rank
JNOSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JNOSX Sortino Ratio Rank: 6363
Sortino Ratio Rank
JNOSX Omega Ratio Rank: 6868
Omega Ratio Rank
JNOSX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JNOSX Martin Ratio Rank: 5858
Martin Ratio Rank

JANIX
JANIX Risk / Return Rank: 2323
Overall Rank
JANIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
JANIX Omega Ratio Rank: 2020
Omega Ratio Rank
JANIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JANIX Martin Ratio Rank: 2626
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.

JNOSX vs. JANIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and Janus Henderson Triton Fund (JANIX). 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.


JNOSXJANIXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.54

+0.68

Sortino ratio

Return per unit of downside risk

1.58

0.91

+0.68

Omega ratio

Gain probability vs. loss probability

1.25

1.12

+0.14

Calmar ratio

Return relative to maximum drawdown

1.28

0.67

+0.61

Martin ratio

Return relative to average drawdown

5.56

2.82

+2.74

JNOSX vs. JANIX - Sharpe Ratio Comparison

The current JNOSX Sharpe Ratio is 1.22, which is higher than the JANIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of JNOSX and JANIX, 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


JNOSXJANIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.54

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.07

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.44

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.45

-0.12

Correlation

The correlation between JNOSX and JANIX is 0.71, 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. JANIX - Dividend Comparison

JNOSX's dividend yield for the trailing twelve months is around 1.32%, less than JANIX's 11.83% yield.


TTM20252024202320222021202020192018201720162015
JNOSX
Janus Henderson Overseas Fund
1.32%1.29%1.65%1.39%1.59%1.04%0.88%2.77%1.15%1.86%1.32%4.63%
JANIX
Janus Henderson Triton Fund
11.83%11.23%7.57%7.15%6.24%20.40%4.12%4.26%7.50%5.08%2.74%7.76%

Drawdowns

JNOSX vs. JANIX - Drawdown Comparison

The maximum JNOSX drawdown since its inception was -72.45%, which is greater than JANIX's maximum drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for JNOSX and JANIX.


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Drawdown Indicators


JNOSXJANIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.45%

-62.76%

-9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-13.22%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.89%

-31.80%

+5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-39.70%

+3.02%

Current Drawdown

Current decline from peak

-10.88%

-11.05%

+0.17%

Average Drawdown

Average peak-to-trough decline

-27.10%

-10.10%

-17.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.14%

-0.20%

Volatility

JNOSX vs. JANIX - Volatility Comparison

Janus Henderson Overseas Fund (JNOSX) and Janus Henderson Triton Fund (JANIX) have volatilities of 5.97% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNOSXJANIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.07%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

11.33%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

20.13%

-5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

19.45%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

20.50%

-3.42%