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JAGTX vs. FDCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGTX vs. FDCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Global Technology and Innovation Fund (JAGTX) and Fidelity Select Tech Hardware Portfolio (FDCPX). The values are adjusted to include any dividend payments, if applicable.

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JAGTX vs. FDCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAGTX
Janus Global Technology and Innovation Fund
-10.65%24.86%47.04%55.16%-37.69%17.39%51.00%45.08%0.78%44.62%
FDCPX
Fidelity Select Tech Hardware Portfolio
9.40%54.44%22.40%33.52%-28.63%23.68%46.07%40.15%-6.30%32.64%

Returns By Period

In the year-to-date period, JAGTX achieves a -10.65% return, which is significantly lower than FDCPX's 9.40% return. Both investments have delivered pretty close results over the past 10 years, with JAGTX having a 21.10% annualized return and FDCPX not far ahead at 21.61%.


JAGTX

1D
-1.42%
1M
-10.86%
YTD
-10.65%
6M
-9.89%
1Y
24.23%
3Y*
27.66%
5Y*
12.81%
10Y*
21.10%

FDCPX

1D
-2.61%
1M
-8.67%
YTD
9.40%
6M
14.21%
1Y
74.26%
3Y*
34.03%
5Y*
18.00%
10Y*
21.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAGTX vs. FDCPX - Expense Ratio Comparison

JAGTX has a 0.91% expense ratio, which is higher than FDCPX's 0.72% expense ratio.


Return for Risk

JAGTX vs. FDCPX — Risk / Return Rank

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

JAGTX
JAGTX Risk / Return Rank: 5050
Overall Rank
JAGTX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JAGTX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JAGTX Omega Ratio Rank: 4949
Omega Ratio Rank
JAGTX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JAGTX Martin Ratio Rank: 4343
Martin Ratio Rank

FDCPX
FDCPX Risk / Return Rank: 9797
Overall Rank
FDCPX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDCPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FDCPX Omega Ratio Rank: 9494
Omega Ratio Rank
FDCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDCPX Martin Ratio Rank: 9898
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.

JAGTX vs. FDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Global Technology and Innovation Fund (JAGTX) and Fidelity Select Tech Hardware Portfolio (FDCPX). 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.


JAGTXFDCPXDifference

Sharpe ratio

Return per unit of total volatility

0.94

2.58

-1.65

Sortino ratio

Return per unit of downside risk

1.44

3.38

-1.94

Omega ratio

Gain probability vs. loss probability

1.20

1.49

-0.29

Calmar ratio

Return relative to maximum drawdown

1.26

4.85

-3.59

Martin ratio

Return relative to average drawdown

4.35

23.39

-19.05

JAGTX vs. FDCPX - Sharpe Ratio Comparison

The current JAGTX Sharpe Ratio is 0.94, which is lower than the FDCPX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of JAGTX and FDCPX, 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


JAGTXFDCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.58

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.82

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

1.00

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.51

-0.06

Correlation

The correlation between JAGTX and FDCPX is 0.88, 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

JAGTX vs. FDCPX - Dividend Comparison

JAGTX's dividend yield for the trailing twelve months is around 15.32%, more than FDCPX's 13.15% yield.


TTM20252024202320222021202020192018201720162015
JAGTX
Janus Global Technology and Innovation Fund
15.32%13.69%23.66%0.78%0.00%16.05%9.00%8.62%6.56%7.50%4.85%8.12%
FDCPX
Fidelity Select Tech Hardware Portfolio
13.15%14.38%7.58%0.51%17.72%16.95%8.81%12.15%23.69%10.50%6.57%4.53%

Drawdowns

JAGTX vs. FDCPX - Drawdown Comparison

The maximum JAGTX drawdown since its inception was -84.57%, roughly equal to the maximum FDCPX drawdown of -81.96%. Use the drawdown chart below to compare losses from any high point for JAGTX and FDCPX.


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Drawdown Indicators


JAGTXFDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-81.96%

-2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-14.36%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-46.52%

-35.29%

-11.23%

Max Drawdown (10Y)

Largest decline over 10 years

-46.52%

-35.29%

-11.23%

Current Drawdown

Current decline from peak

-15.95%

-9.09%

-6.86%

Average Drawdown

Average peak-to-trough decline

-40.07%

-26.23%

-13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

2.98%

+1.65%

Volatility

JAGTX vs. FDCPX - Volatility Comparison

The current volatility for Janus Global Technology and Innovation Fund (JAGTX) is 7.01%, while Fidelity Select Tech Hardware Portfolio (FDCPX) has a volatility of 11.19%. This indicates that JAGTX experiences smaller price fluctuations and is considered to be less risky than FDCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGTXFDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

11.19%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

18.17%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

28.72%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.62%

22.00%

+4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.57%

21.59%

+2.98%