LOGSX vs. JNGLX
LOGSX (Live Oak Health Sciences Fund) and JNGLX (Janus Henderson Global Life Sciences Fund) are both Health & Biotech Equities funds. Over the past 10 years, LOGSX returned 6.86%/yr vs 11.69%/yr for JNGLX. Their correlation of 0.84 suggests significant overlap in exposure. LOGSX charges 1.02%/yr vs 0.80%/yr for JNGLX.
Performance
LOGSX vs. JNGLX - Performance Comparison
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Returns By Period
Over the past 10 years, LOGSX has underperformed JNGLX with an annualized return of 6.86%, while JNGLX has yielded a comparatively higher 11.69% annualized return.
LOGSX
- 1D
- -0.97%
- 1M
- -1.42%
- YTD
- -0.00%
- 6M
- -1.03%
- 1Y
- 17.06%
- 3Y*
- 8.32%
- 5Y*
- 5.94%
- 10Y*
- 6.86%
JNGLX
- 1D
- 1.87%
- 1M
- 2.60%
- YTD
- 2.46%
- 6M
- 1.98%
- 1Y
- 33.35%
- 3Y*
- 11.29%
- 5Y*
- 7.47%
- 10Y*
- 11.69%
LOGSX vs. JNGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOGSX Live Oak Health Sciences Fund | -0.00% | 19.63% | 0.16% | 1.21% | 3.71% | 17.59% | 6.01% | 18.98% | -3.84% | 13.42% |
JNGLX Janus Henderson Global Life Sciences Fund | 2.46% | 24.84% | 3.60% | 7.51% | -2.69% | 6.78% | 25.66% | 29.20% | 4.17% | 22.13% |
Correlation
The correlation between LOGSX and JNGLX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2001 | 0.84 |
The correlation between LOGSX and JNGLX has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
LOGSX vs. JNGLX — Risk / Return Rank
LOGSX
JNGLX
LOGSX vs. JNGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Live Oak Health Sciences Fund (LOGSX) and Janus Henderson Global Life Sciences Fund (JNGLX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LOGSX | JNGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 3.49 | -1.44 |
| Martin ratioReturn relative to average drawdown | 5.07 | 11.13 | -6.06 |
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Drawdowns
LOGSX vs. JNGLX - Drawdown Comparison
The maximum LOGSX drawdown since its inception was -45.85%, smaller than the maximum JNGLX drawdown of -59.00%. Use the drawdown chart below to compare losses from any high point for LOGSX and JNGLX.
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Drawdown Indicators
| LOGSX | JNGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.85% | -59.00% | +13.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.13% | -9.68% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.33% | -21.17% | +6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -15.03% | -22.21% | +7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -27.28% | -27.37% | +0.09% |
Current DrawdownCurrent decline from peak | -5.23% | -0.62% | -4.61% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -17.62% | +10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.03% | +0.27% |
Volatility
LOGSX vs. JNGLX - Volatility Comparison
The current volatility for Live Oak Health Sciences Fund (LOGSX) is 5.16%, while Janus Henderson Global Life Sciences Fund (JNGLX) has a volatility of 5.62%. This indicates that LOGSX experiences smaller price fluctuations and is considered to be less risky than JNGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOGSX | JNGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 5.62% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 11.38% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 15.26% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 15.93% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 17.41% | -1.24% |
LOGSX vs. JNGLX - Expense Ratio Comparison
LOGSX has a 1.02% expense ratio, which is higher than JNGLX's 0.80% expense ratio.
Dividends
LOGSX vs. JNGLX - Dividend Comparison
LOGSX's dividend yield for the trailing twelve months is around 2.07%, less than JNGLX's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNGLX Janus Henderson Global Life Sciences Fund | 4.45% | 4.56% | 5.84% | 4.26% | 0.25% | 9.85% | 7.80% | 6.23% | 13.32% | 0.89% | 0.30% | 8.81% |
LOGSX Live Oak Health Sciences Fund | 2.07% | 2.07% | 2.64% | 6.28% | 0.55% | 7.02% | 7.04% | 0.85% | 15.20% | 6.45% | 2.10% | 15.52% |
Frequently Asked Questions
LOGSX and JNGLX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNGLX has higher volatility (5.62%) compared to LOGSX (5.16%). In terms of maximum drawdown, LOGSX dropped -45.85% vs JNGLX's -59.00%.
JNGLX currently has the higher Sharpe Ratio (2.22 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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