Correlation
The correlation between JNOSX and SPY 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.
JNOSX vs. SPY
Compare and contrast key facts about Janus Henderson Overseas Fund (JNOSX) and SPDR S&P 500 ETF (SPY).
JNOSX is managed by Janus Henderson. It was launched on May 2, 1994. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNOSX or SPY.
Performance
JNOSX vs. SPY - Performance Comparison
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Key characteristics
JNOSX:
0.56
SPY:
0.67
JNOSX:
0.77
SPY:
1.03
JNOSX:
1.11
SPY:
1.15
JNOSX:
0.54
SPY:
0.69
JNOSX:
1.83
SPY:
2.61
JNOSX:
4.71%
SPY:
4.92%
JNOSX:
16.97%
SPY:
20.44%
JNOSX:
-48.83%
SPY:
-55.19%
JNOSX:
-0.41%
SPY:
-3.44%
Returns By Period
In the year-to-date period, JNOSX achieves a 13.09% return, which is significantly higher than SPY's 0.98% return. Over the past 10 years, JNOSX has underperformed SPY with an annualized return of 5.88%, while SPY has yielded a comparatively higher 12.73% annualized return.
JNOSX
13.09%
7.21%
12.40%
9.48%
9.07%
13.53%
5.88%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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JNOSX vs. SPY - Expense Ratio Comparison
JNOSX has a 0.95% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
JNOSX vs. SPY — Risk-Adjusted Performance Rank
JNOSX
SPY
JNOSX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
JNOSX vs. SPY - Dividend Comparison
JNOSX's dividend yield for the trailing twelve months is around 1.46%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNOSX Janus Henderson Overseas Fund | 1.46% | 1.66% | 1.39% | 1.59% | 1.04% | 0.88% | 2.77% | 1.15% | 1.86% | 1.32% | 4.63% | 1.11% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
JNOSX vs. SPY - Drawdown Comparison
The maximum JNOSX drawdown since its inception was -48.83%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JNOSX and SPY.
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Volatility
JNOSX vs. SPY - Volatility Comparison
The current volatility for Janus Henderson Overseas Fund (JNOSX) is 2.45%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that JNOSX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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