FELIX vs. JGLTX

Last updated Jul 14, 2026

FELIX (Fidelity Advisor Semiconductors Fund Class I) and JGLTX (Janus Henderson VIT Global Technology and Innovation Portfolio) are both Technology Equities funds. Over the past 10 years, FELIX returned 36.13%/yr vs 23.87%/yr for JGLTX. Their correlation of 0.87 suggests significant overlap in exposure. FELIX charges 0.69%/yr vs 0.72%/yr for JGLTX.

Performance

FELIX vs. JGLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Semiconductors Fund Class I (FELIX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FELIX achieves a 69.76% return, which is significantly higher than JGLTX's 28.43% return. Over the past 10 years, FELIX has outperformed JGLTX with an annualized return of 36.13%, while JGLTX has yielded a comparatively lower 23.87% annualized return.

FELIX

• 1D: 0.21%
• 1M: -3.04%
• 6M: 58.10%
• YTD: 69.76%
• 1Y: 115.00%
• 3Y*: 56.10%
• 5Y*: 39.71%
• 10Y*: 36.13%

JGLTX

• 1D: 0.32%
• 1M: 0.58%
• 6M: 23.09%
• YTD: 28.43%
• 1Y: 40.46%
• 3Y*: 33.93%
• 5Y*: 16.50%
• 10Y*: 23.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FELIX vs. JGLTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FELIX Fidelity Advisor Semiconductors Fund Class I	69.76%	45.25%	44.10%	75.49%	-34.88%	57.89%	44.02%	64.21%	-12.52%	34.54%
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio	28.43%	25.19%	32.10%	54.55%	-36.42%	18.28%	50.42%	45.29%	1.17%	45.17%

Correlation

The correlation between FELIX and JGLTX is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 27, 2000	0.87

The correlation between FELIX and JGLTX has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

Return for Risk

FELIX vs. JGLTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FELIX

FELIX Risk / Return Rank: 92
FELIX Sharpe Ratio Rank: 97
FELIX Sortino Ratio Rank: 84
FELIX Omega Ratio Rank: 84
FELIX Calmar Ratio Rank: 98
FELIX Martin Ratio Rank: 98

JGLTX

JGLTX Risk / Return Rank: 52
JGLTX Sharpe Ratio Rank: 53
JGLTX Sortino Ratio Rank: 43
JGLTX Omega Ratio Rank: 48
JGLTX Calmar Ratio Rank: 68
JGLTX Martin Ratio Rank: 49

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FELIX vs. JGLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX). 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.

	FELIX	JGLTX	Difference
Sharpe ratio: Return per unit of total volatility	3.02	1.63	+1.39
Sortino ratio: Return per unit of downside risk	3.24	2.12	+1.12
Omega ratio: Gain probability vs. loss probability	1.44	1.29	+0.16
Calmar ratio: Return relative to maximum drawdown	7.51	2.54	+4.98
Martin ratio: Return relative to average drawdown	24.86	8.12	+16.75

FELIX vs. JGLTX - Sharpe Ratio Comparison

The current FELIX Sharpe Ratio is 3.02, which is higher than the JGLTX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FELIX and JGLTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FELIX vs. JGLTX - Drawdown Comparison

The maximum FELIX drawdown since its inception was -71.17%, smaller than the maximum JGLTX drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for FELIX and JGLTX.

Drawdown Indicators

	FELIX	JGLTX	Difference
Max Drawdown Largest peak-to-trough decline	-71.17%	-81.78%	+10.61%
Max Drawdown (1Y) Largest decline over 1 year	-15.37%	-15.81%	+0.44%
Max Drawdown (3Y) Largest decline over 3 years	-36.40%	-23.72%	-12.68%
Max Drawdown (5Y) Largest decline over 5 years	-46.02%	-45.18%	-0.84%
Max Drawdown (10Y) Largest decline over 10 years	-46.02%	-45.18%	-0.84%
Current Drawdown Current decline from peak	-10.04%	-5.44%	-4.60%
Average Drawdown Average peak-to-trough decline	-21.08%	-36.47%	+15.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.64%	4.93%	-0.29%

Volatility

FELIX vs. JGLTX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class I (FELIX) has a higher volatility of 18.99% compared to Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) at 12.46%. This indicates that FELIX's price experiences larger fluctuations and is considered to be riskier than JGLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FELIX	JGLTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.99%	12.46%	+6.53%
Volatility (6M) Calculated over the trailing 6-month period	31.92%	21.41%	+10.51%
Volatility (1Y) Calculated over the trailing 1-year period	38.26%	24.58%	+13.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.43%	26.79%	+12.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.21%	24.78%	+10.43%

FELIX vs. JGLTX - Expense Ratio Comparison

FELIX has a 0.69% expense ratio, which is lower than JGLTX's 0.72% expense ratio.

Dividends

FELIX vs. JGLTX - Dividend Comparison

FELIX's dividend yield for the trailing twelve months is around 3.83%, less than JGLTX's 10.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FELIX Fidelity Advisor Semiconductors Fund Class I	3.83%	6.51%	6.44%	3.15%	3.09%	4.14%	4.43%	1.04%	19.34%	9.50%	0.55%	10.37%
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio	10.93%	8.98%	0.00%	0.00%	26.96%	14.48%	7.71%	6.81%	4.95%	5.68%	3.71%	16.11%

Frequently Asked Questions

Can I hold both FELIX and JGLTX in my portfolio?

FELIX and JGLTX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FELIX or JGLTX?

FELIX has higher volatility (18.99%) compared to JGLTX (12.46%). In terms of maximum drawdown, FELIX dropped -71.17% vs JGLTX's -81.78%.

Which has better risk-adjusted returns?

FELIX currently has the higher Sharpe Ratio (3.02 vs 1.63), 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.