Correlation
The correlation between JNOSX and VXUS 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.
JNOSX vs. VXUS
Compare and contrast key facts about Janus Henderson Overseas Fund (JNOSX) and Vanguard Total International Stock ETF (VXUS).
JNOSX is managed by Janus Henderson. It was launched on May 2, 1994. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNOSX or VXUS.
Performance
JNOSX vs. VXUS - Performance Comparison
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Key characteristics
JNOSX:
0.55
VXUS:
0.80
JNOSX:
0.73
VXUS:
1.12
JNOSX:
1.10
VXUS:
1.15
JNOSX:
0.50
VXUS:
0.90
JNOSX:
1.70
VXUS:
2.86
JNOSX:
4.71%
VXUS:
4.27%
JNOSX:
16.91%
VXUS:
16.86%
JNOSX:
-48.83%
VXUS:
-35.97%
JNOSX:
-0.41%
VXUS:
-0.68%
Returns By Period
In the year-to-date period, JNOSX achieves a 13.09% return, which is significantly lower than VXUS's 13.93% return. Both investments have delivered pretty close results over the past 10 years, with JNOSX having a 5.81% annualized return and VXUS not far behind at 5.58%.
JNOSX
13.09%
5.46%
11.46%
8.22%
9.04%
13.53%
5.81%
VXUS
13.93%
2.94%
10.66%
12.83%
9.22%
10.46%
5.58%
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JNOSX vs. VXUS - Expense Ratio Comparison
JNOSX has a 0.95% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
JNOSX vs. VXUS — Risk-Adjusted Performance Rank
JNOSX
VXUS
JNOSX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
JNOSX's dividend yield for the trailing twelve months is around 1.46%, less than VXUS's 2.92% 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% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
JNOSX vs. VXUS - Drawdown Comparison
The maximum JNOSX drawdown since its inception was -48.83%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for JNOSX and VXUS.
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Volatility
JNOSX vs. VXUS - Volatility Comparison
The current volatility for Janus Henderson Overseas Fund (JNOSX) is 2.47%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.01%. This indicates that JNOSX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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