PRHSX vs. JAGLX
PRHSX (T. Rowe Price Health Sciences Fund) and JAGLX (Janus Henderson Global Life Sciences Fund Class T) are both Health & Biotech Equities funds. Both are actively managed. Over the past 10 years, PRHSX returned 11.23%/yr vs 11.69%/yr for JAGLX. Their correlation of 0.94 means they have usually moved in the same direction. PRHSX charges 0.83%/yr vs 0.92%/yr for JAGLX.
Performance
PRHSX vs. JAGLX - Performance Comparison
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Returns By Period
In the year-to-date period, PRHSX achieves a 8.63% return, which is significantly lower than JAGLX's 9.46% return. Both investments have delivered pretty close results over the past 10 years, with PRHSX having a 11.23% annualized return and JAGLX not far ahead at 11.69%.
PRHSX
- 1D
- -0.35%
- 1M
- -1.27%
- 6M
- 9.71%
- YTD
- 8.63%
- 1Y
- 33.31%
- 3Y*
- 9.96%
- 5Y*
- 3.65%
- 10Y*
- 11.23%
- ALL TIME*
- 13.18%
JAGLX
- 1D
- -0.67%
- 1M
- -1.72%
- 6M
- 8.62%
- YTD
- 9.46%
- 1Y
- 41.01%
- 3Y*
- 15.10%
- 5Y*
- 9.59%
- 10Y*
- 11.69%
- ALL TIME*
- 11.72%
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 |
PRHSX vs. JAGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRHSX T. Rowe Price Health Sciences Fund | 8.63% | 17.75% | 1.82% | 3.03% | -12.22% | 13.50% | 30.19% | 37.88% | 1.08% | 28.04% |
JAGLX Janus Henderson Global Life Sciences Fund Class T | 9.46% | 24.72% | 8.50% | 7.41% | -2.79% | 6.66% | 25.52% | 29.12% | 4.05% | 22.13% |
Correlation
The correlation between PRHSX and JAGLX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1998 | 0.94 |
The correlation between PRHSX and JAGLX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
PRHSX vs. JAGLX — Risk / Return Rank
PRHSX
JAGLX
PRHSX vs. JAGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Janus Henderson Global Life Sciences Fund Class T (JAGLX). 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.
| PRHSX | JAGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 4.08 | -1.58 |
| Martin ratioReturn relative to average drawdown | 6.96 | 12.74 | -5.78 |
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Drawdowns
PRHSX vs. JAGLX - Drawdown Comparison
The maximum PRHSX drawdown since its inception was -42.96%, smaller than the maximum JAGLX drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for PRHSX and JAGLX.
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Drawdown Indicators
| PRHSX | JAGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.96% | -58.96% | +16.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -9.71% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.00% | -17.41% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -27.61% | -22.25% | -5.36% |
Max Drawdown (10Y)Largest decline over 10 years | -28.97% | -27.38% | -1.59% |
Current DrawdownCurrent decline from peak | -2.23% | -2.51% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -8.71% | -17.34% | +8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 3.10% | +1.49% |
Volatility
PRHSX vs. JAGLX - Volatility Comparison
T. Rowe Price Health Sciences Fund (PRHSX) and Janus Henderson Global Life Sciences Fund Class T (JAGLX) have volatilities of 5.14% and 5.23%, 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
| PRHSX | JAGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.23% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 12.28% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 15.75% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 16.17% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.27% | 17.40% | +1.87% |
PRHSX vs. JAGLX - Expense Ratio Comparison
PRHSX has a 0.83% expense ratio, which is lower than JAGLX's 0.92% expense ratio.
Dividends
PRHSX vs. JAGLX - Dividend Comparison
PRHSX's dividend yield for the trailing twelve months is around 11.13%, more than JAGLX's 4.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAGLX Janus Henderson Global Life Sciences Fund Class T | 4.14% | 4.53% | 10.98% | 4.22% | 0.14% | 9.78% | 7.75% | 6.17% | 13.38% | 0.89% | 1.13% | 9.09% |
PRHSX T. Rowe Price Health Sciences Fund | 11.13% | 12.09% | 12.89% | 5.21% | 1.77% | 7.46% | 7.16% | 12.29% | 6.57% | 7.43% | 4.55% | 11.34% |
Frequently Asked Questions
With a correlation of 0.97, PRHSX and JAGLX 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.
JAGLX has higher volatility (5.23%) compared to PRHSX (5.14%). In terms of maximum drawdown, PRHSX dropped -42.96% vs JAGLX's -58.96%.
JAGLX currently has the higher Sharpe Ratio (2.51 vs 1.96), 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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