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JAENX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAENX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Enterprise Fund Class T (JAENX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX). The values are adjusted to include any dividend payments, if applicable.

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JAENX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAENX
Janus Henderson Enterprise Fund Class T
-8.48%7.52%15.12%17.86%-16.12%16.89%20.26%35.07%-1.04%26.30%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
-10.63%25.04%32.38%55.38%-37.60%17.57%51.25%45.27%0.97%44.79%

Returns By Period

In the year-to-date period, JAENX achieves a -8.48% return, which is significantly higher than JATIX's -10.63% return. Over the past 10 years, JAENX has underperformed JATIX with an annualized return of 11.15%, while JATIX has yielded a comparatively higher 19.99% annualized return.


JAENX

1D
-0.36%
1M
-8.31%
YTD
-8.48%
6M
-6.89%
1Y
2.56%
3Y*
7.18%
5Y*
4.54%
10Y*
11.15%

JATIX

1D
-1.42%
1M
-10.86%
YTD
-10.63%
6M
-9.83%
1Y
24.41%
3Y*
23.38%
5Y*
10.59%
10Y*
19.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAENX vs. JATIX - Expense Ratio Comparison

JAENX has a 0.91% expense ratio, which is higher than JATIX's 0.76% expense ratio.


Return for Risk

JAENX vs. JATIX — Risk / Return Rank

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

JAENX
JAENX Risk / Return Rank: 88
Overall Rank
JAENX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JAENX Sortino Ratio Rank: 88
Sortino Ratio Rank
JAENX Omega Ratio Rank: 88
Omega Ratio Rank
JAENX Calmar Ratio Rank: 88
Calmar Ratio Rank
JAENX Martin Ratio Rank: 88
Martin Ratio Rank

JATIX
JATIX Risk / Return Rank: 5050
Overall Rank
JATIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JATIX Omega Ratio Rank: 4949
Omega Ratio Rank
JATIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JATIX Martin Ratio Rank: 4343
Martin Ratio Rank
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.

JAENX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class T (JAENX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX). 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.


JAENXJATIXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.94

-0.80

Sortino ratio

Return per unit of downside risk

0.34

1.45

-1.11

Omega ratio

Gain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratio

Return relative to maximum drawdown

0.10

1.27

-1.17

Martin ratio

Return relative to average drawdown

0.35

4.39

-4.03

JAENX vs. JATIX - Sharpe Ratio Comparison

The current JAENX Sharpe Ratio is 0.15, which is lower than the JATIX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JAENX and JATIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JAENXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.94

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.41

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.82

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.83

-0.35

Correlation

The correlation between JAENX and JATIX is 0.84, 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.


Dividends

JAENX vs. JATIX - Dividend Comparison

JAENX's dividend yield for the trailing twelve months is around 8.23%, less than JATIX's 14.75% yield.


TTM20252024202320222021202020192018201720162015
JAENX
Janus Henderson Enterprise Fund Class T
8.23%7.53%6.98%7.62%10.62%15.94%8.43%4.41%6.32%1.79%1.72%3.93%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
14.75%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%

Drawdowns

JAENX vs. JATIX - Drawdown Comparison

The maximum JAENX drawdown since its inception was -79.85%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JAENX and JATIX.


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Drawdown Indicators


JAENXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.85%

-46.43%

-33.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-15.94%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-46.43%

+22.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.25%

-46.43%

+8.18%

Current Drawdown

Current decline from peak

-11.42%

-15.94%

+4.52%

Average Drawdown

Average peak-to-trough decline

-25.05%

-6.77%

-18.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

4.62%

-1.06%

Volatility

JAENX vs. JATIX - Volatility Comparison

The current volatility for Janus Henderson Enterprise Fund Class T (JAENX) is 4.45%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 7.01%. This indicates that JAENX experiences smaller price fluctuations and is considered to be less risky than JATIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAENXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

7.01%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

15.77%

-5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

25.26%

-6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

26.21%

-8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

24.35%

-5.70%