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JAGRX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGRX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Research Portfolio (JAGRX) 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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JAGRX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAGRX
Janus Henderson VIT Research Portfolio
-10.66%18.43%35.33%43.17%-29.45%20.41%32.28%35.60%-2.58%27.90%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
-7.02%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, JAGRX achieves a -10.66% return, which is significantly lower than JATIX's -7.02% return. Over the past 10 years, JAGRX has underperformed JATIX with an annualized return of 14.71%, while JATIX has yielded a comparatively higher 20.47% annualized return.


JAGRX

1D
3.87%
1M
-6.00%
YTD
-10.66%
6M
-10.22%
1Y
16.02%
3Y*
21.59%
5Y*
11.17%
10Y*
14.71%

JATIX

1D
4.04%
1M
-7.48%
YTD
-7.02%
6M
-6.54%
1Y
27.80%
3Y*
25.03%
5Y*
10.82%
10Y*
20.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAGRX vs. JATIX - Expense Ratio Comparison

JAGRX has a 0.60% expense ratio, which is lower than JATIX's 0.76% expense ratio.


Return for Risk

JAGRX vs. JATIX — Risk / Return Rank

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

JAGRX
JAGRX Risk / Return Rank: 3030
Overall Rank
JAGRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JAGRX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JAGRX Omega Ratio Rank: 3131
Omega Ratio Rank
JAGRX Calmar Ratio Rank: 3030
Calmar Ratio Rank
JAGRX Martin Ratio Rank: 2828
Martin Ratio Rank

JATIX
JATIX Risk / Return Rank: 6464
Overall Rank
JATIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
JATIX Omega Ratio Rank: 5959
Omega Ratio Rank
JATIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
JATIX Martin Ratio Rank: 6161
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.

JAGRX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Research Portfolio (JAGRX) 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.


JAGRXJATIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.16

-0.40

Sortino ratio

Return per unit of downside risk

1.25

1.73

-0.48

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

0.99

1.80

-0.81

Martin ratio

Return relative to average drawdown

3.52

6.11

-2.59

JAGRX vs. JATIX - Sharpe Ratio Comparison

The current JAGRX Sharpe Ratio is 0.76, which is lower than the JATIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of JAGRX 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


JAGRXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.16

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.41

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.84

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.85

-0.37

Correlation

The correlation between JAGRX and JATIX is 0.94, 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

JAGRX vs. JATIX - Dividend Comparison

JAGRX's dividend yield for the trailing twelve months is around 8.29%, less than JATIX's 14.18% yield.


TTM20252024202320222021202020192018201720162015
JAGRX
Janus Henderson VIT Research Portfolio
8.29%7.41%2.63%0.12%24.98%4.91%7.66%10.73%6.12%1.23%6.99%22.73%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
14.18%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%

Drawdowns

JAGRX vs. JATIX - Drawdown Comparison

The maximum JAGRX drawdown since its inception was -63.35%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JAGRX and JATIX.


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Drawdown Indicators


JAGRXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-46.43%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-15.94%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

-46.43%

+10.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

-46.43%

+10.44%

Current Drawdown

Current decline from peak

-13.86%

-12.54%

-1.32%

Average Drawdown

Average peak-to-trough decline

-18.47%

-6.78%

-11.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

4.69%

+0.10%

Volatility

JAGRX vs. JATIX - Volatility Comparison

The current volatility for Janus Henderson VIT Research Portfolio (JAGRX) is 7.07%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 8.32%. This indicates that JAGRX 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


JAGRXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

8.32%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

16.28%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

25.51%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.05%

26.26%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

24.38%

-3.12%