PHSZX vs. JFNAX
PHSZX (PGIM Jennison Health Sciences Fund) and JFNAX (Janus Henderson Global Life Sciences Fund Class A) are both Health & Biotech Equities funds. Over the past 10 years, PHSZX returned 13.17%/yr vs 10.99%/yr for JFNAX. Their correlation of 0.93 means they have usually moved in the same direction. PHSZX charges 0.86%/yr vs 0.98%/yr for JFNAX.
Performance
PHSZX vs. JFNAX - Performance Comparison
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Returns By Period
In the year-to-date period, PHSZX achieves a 7.27% return, which is significantly lower than JFNAX's 8.02% return. Over the past 10 years, PHSZX has outperformed JFNAX with an annualized return of 13.17%, while JFNAX has yielded a comparatively lower 10.99% annualized return.
PHSZX
- 1D
- -1.14%
- 1M
- -2.95%
- 6M
- 7.80%
- YTD
- 7.27%
- 1Y
- 35.99%
- 3Y*
- 19.43%
- 5Y*
- 9.10%
- 10Y*
- 13.17%
- ALL TIME*
- 14.74%
JFNAX
- 1D
- -1.26%
- 1M
- -2.96%
- 6M
- 6.27%
- YTD
- 8.02%
- 1Y
- 39.12%
- 3Y*
- 12.89%
- 5Y*
- 8.20%
- 10Y*
- 10.99%
- ALL TIME*
- 15.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PHSZX vs. JFNAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHSZX PGIM Jennison Health Sciences Fund | 7.27% | 19.73% | 23.04% | 12.50% | -10.06% | 6.09% | 41.72% | 18.62% | -3.77% | 31.41% |
JFNAX Janus Henderson Global Life Sciences Fund Class A | 8.02% | 24.61% | 3.41% | 7.35% | -2.86% | 6.59% | 25.42% | 28.98% | 4.00% | 22.35% |
Correlation
The correlation between PHSZX and JFNAX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2009 | 0.93 |
The correlation between PHSZX and JFNAX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
PHSZX vs. JFNAX — Risk / Return Rank
PHSZX
JFNAX
PHSZX vs. JFNAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Health Sciences Fund (PHSZX) and Janus Henderson Global Life Sciences Fund Class A (JFNAX). 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.
| PHSZX | JFNAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 4.12 | -1.11 |
| Martin ratioReturn relative to average drawdown | 8.81 | 12.81 | -4.00 |
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Drawdowns
PHSZX vs. JFNAX - Drawdown Comparison
The maximum PHSZX drawdown since its inception was -42.77%, which is greater than JFNAX's maximum drawdown of -31.07%. Use the drawdown chart below to compare losses from any high point for PHSZX and JFNAX.
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Drawdown Indicators
| PHSZX | JFNAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.77% | -31.07% | -11.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -9.71% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.06% | -21.28% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -22.29% | -7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -30.92% | -27.39% | -3.53% |
Current DrawdownCurrent decline from peak | -4.01% | -3.75% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -9.89% | -6.25% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.12% | +1.05% |
Volatility
PHSZX vs. JFNAX - Volatility Comparison
PGIM Jennison Health Sciences Fund (PHSZX) and Janus Henderson Global Life Sciences Fund Class A (JFNAX) have volatilities of 5.54% and 5.39%, 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
| PHSZX | JFNAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 5.39% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.75% | 12.35% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 15.81% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 16.11% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 17.37% | +5.75% |
PHSZX vs. JFNAX - Expense Ratio Comparison
PHSZX has a 0.86% expense ratio, which is lower than JFNAX's 0.98% expense ratio.
Dividends
PHSZX vs. JFNAX - Dividend Comparison
PHSZX's dividend yield for the trailing twelve months is around 10.19%, more than JFNAX's 4.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFNAX Janus Henderson Global Life Sciences Fund Class A | 4.22% | 4.56% | 5.74% | 4.28% | 0.08% | 9.90% | 7.82% | 6.18% | 13.55% | 1.03% | 0.97% | 8.93% |
PHSZX PGIM Jennison Health Sciences Fund | 10.19% | 10.93% | 23.93% | 4.26% | 1.48% | 29.82% | 20.26% | 2.92% | 11.21% | 4.43% | 3.44% | 13.45% |
Frequently Asked Questions
With a correlation of 0.91, PHSZX and JFNAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PHSZX has higher volatility (5.54%) compared to JFNAX (5.39%). In terms of maximum drawdown, PHSZX dropped -42.77% vs JFNAX's -31.07%.
JFNAX currently has the higher Sharpe Ratio (2.55 vs 1.98), 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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