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JNOSX vs. LMGNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNOSX vs. LMGNX - Performance Comparison

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

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JNOSX vs. LMGNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LMGNX
ClearBridge International Growth Fund Class I
-4.06%23.05%7.48%14.30%-21.16%3.99%24.92%31.43%-9.37%36.41%

Returns By Period

In the year-to-date period, JNOSX achieves a 0.14% return, which is significantly higher than LMGNX's -4.06% return. Over the past 10 years, JNOSX has outperformed LMGNX with an annualized return of 10.47%, while LMGNX has yielded a comparatively lower 9.33% 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%

LMGNX

1D
3.51%
1M
-8.09%
YTD
-4.06%
6M
-3.93%
1Y
12.42%
3Y*
9.53%
5Y*
3.78%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNOSX vs. LMGNX - Expense Ratio Comparison

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


Return for Risk

JNOSX vs. LMGNX — Risk / Return Rank

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

JNOSX
JNOSX Risk / Return Rank: 7575
Overall Rank
JNOSX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
JNOSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
JNOSX Omega Ratio Rank: 7979
Omega Ratio Rank
JNOSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
JNOSX Martin Ratio Rank: 7272
Martin Ratio Rank

LMGNX
LMGNX Risk / Return Rank: 2626
Overall Rank
LMGNX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LMGNX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LMGNX Omega Ratio Rank: 2222
Omega Ratio Rank
LMGNX Calmar Ratio Rank: 2828
Calmar Ratio Rank
LMGNX Martin Ratio Rank: 3030
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. LMGNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and ClearBridge International Growth Fund Class I (LMGNX). 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.


JNOSXLMGNXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.68

+0.84

Sortino ratio

Return per unit of downside risk

1.95

1.04

+0.91

Omega ratio

Gain probability vs. loss probability

1.32

1.14

+0.18

Calmar ratio

Return relative to maximum drawdown

1.75

0.88

+0.87

Martin ratio

Return relative to average drawdown

7.33

3.48

+3.85

JNOSX vs. LMGNX - Sharpe Ratio Comparison

The current JNOSX Sharpe Ratio is 1.51, which is higher than the LMGNX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of JNOSX and LMGNX, 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


JNOSXLMGNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.68

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.22

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.54

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.30

+0.03

Correlation

The correlation between JNOSX and LMGNX is 0.76, 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. LMGNX - Dividend Comparison

JNOSX's dividend yield for the trailing twelve months is around 1.28%, less than LMGNX's 7.64% yield.


TTM20252024202320222021202020192018201720162015
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%
LMGNX
ClearBridge International Growth Fund Class I
7.64%7.33%1.38%1.28%0.81%2.28%0.16%0.31%0.24%0.21%0.56%0.00%

Drawdowns

JNOSX vs. LMGNX - Drawdown Comparison

The maximum JNOSX drawdown since its inception was -72.45%, roughly equal to the maximum LMGNX drawdown of -71.13%. Use the drawdown chart below to compare losses from any high point for JNOSX and LMGNX.


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Drawdown Indicators


JNOSXLMGNXDifference

Max Drawdown

Largest peak-to-trough decline

-72.45%

-71.13%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-13.62%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-25.89%

-34.96%

+9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-34.96%

-1.72%

Current Drawdown

Current decline from peak

-8.36%

-10.45%

+2.09%

Average Drawdown

Average peak-to-trough decline

-27.09%

-15.55%

-11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.45%

-0.55%

Volatility

JNOSX vs. LMGNX - Volatility Comparison

The current volatility for Janus Henderson Overseas Fund (JNOSX) is 6.63%, while ClearBridge International Growth Fund Class I (LMGNX) has a volatility of 9.24%. This indicates that JNOSX experiences smaller price fluctuations and is considered to be less risky than LMGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNOSXLMGNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

9.24%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

13.24%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

18.87%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

17.46%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

17.21%

-0.11%