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JAGTX vs. FGCKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JAGTX vs. FGCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Global Technology and Innovation Fund (JAGTX) and Fidelity Growth Company Fund Class K (FGCKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JAGTX achieves a 18.23% return, which is significantly higher than FGCKX's 15.04% return. Over the past 10 years, JAGTX has outperformed FGCKX with an annualized return of 23.21%, while FGCKX has yielded a comparatively lower 21.60% annualized return.


JAGTX

1D
6.75%
1M
-6.32%
6M
15.67%
YTD
18.23%
1Y
27.30%
3Y*
32.90%
5Y*
16.25%
10Y*
23.21%
ALL TIME*
12.67%

FGCKX

1D
2.88%
1M
-4.50%
6M
12.27%
YTD
15.04%
1Y
27.89%
3Y*
25.42%
5Y*
14.05%
10Y*
21.60%
ALL TIME*
16.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

JAGTX vs. FGCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAGTX
Janus Global Technology and Innovation Fund
18.23%24.86%47.04%55.16%-37.69%17.39%51.00%45.08%0.78%44.62%
FGCKX
Fidelity Growth Company Fund Class K
15.04%18.67%37.30%47.35%-33.82%22.62%67.61%38.50%-4.07%36.89%

Correlation

The correlation between JAGTX and FGCKX is 0.88, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.93

The correlation between JAGTX and FGCKX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

JAGTX vs. FGCKX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JAGTX
JAGTX Risk / Return Rank: 2929
Overall Rank
JAGTX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JAGTX Sortino Ratio Rank: 2828
Sortino Ratio Rank
JAGTX Omega Ratio Rank: 2929
Omega Ratio Rank
JAGTX Calmar Ratio Rank: 3131
Calmar Ratio Rank
JAGTX Martin Ratio Rank: 3131
Martin Ratio Rank

FGCKX
FGCKX Risk / Return Rank: 4949
Overall Rank
FGCKX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FGCKX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FGCKX Omega Ratio Rank: 4242
Omega Ratio Rank
FGCKX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FGCKX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JAGTX vs. FGCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Global Technology and Innovation Fund (JAGTX) and Fidelity Growth Company Fund Class K (FGCKX). 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.


JAGTXFGCKXDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

1.32

2.05

-0.74

Martin ratioReturn relative to average drawdown

4.34

6.90

-2.56

JAGTX vs. FGCKX - Sharpe Ratio Comparison

The current JAGTX Sharpe Ratio is 0.91, which is comparable to the FGCKX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of JAGTX and FGCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JAGTX vs. FGCKX - Drawdown Comparison

The maximum JAGTX drawdown since its inception was -84.57%, which is greater than FGCKX's maximum drawdown of -51.01%. Use the drawdown chart below to compare losses from any high point for JAGTX and FGCKX.


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Drawdown Indicators


JAGTXFGCKXDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-51.01%

-33.56%

Max Drawdown (1Y)

Largest decline over 1 year

-18.54%

-12.55%

-5.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.94%

-26.20%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-46.52%

-40.21%

-6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-46.52%

-40.21%

-6.31%

Current Drawdown

Current decline from peak

-13.05%

-7.06%

-5.99%

Average Drawdown

Average peak-to-trough decline

-39.63%

-8.91%

-30.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

3.72%

+1.89%

Volatility

JAGTX vs. FGCKX - Volatility Comparison

Janus Global Technology and Innovation Fund (JAGTX) has a higher volatility of 12.44% compared to Fidelity Growth Company Fund Class K (FGCKX) at 6.23%. This indicates that JAGTX's price experiences larger fluctuations and is considered to be riskier than FGCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGTXFGCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.44%

6.23%

+6.21%

Volatility (6M)

Calculated over the trailing 6-month period

23.70%

15.89%

+7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.96%

20.61%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

24.35%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.30%

23.54%

+1.76%

JAGTX vs. FGCKX - Expense Ratio Comparison

JAGTX has a 0.93% expense ratio, which is higher than FGCKX's 0.62% expense ratio.


Dividends

JAGTX vs. FGCKX - Dividend Comparison

JAGTX's dividend yield for the trailing twelve months is around 11.58%, while FGCKX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FGCKX
Fidelity Growth Company Fund Class K
0.00%0.00%8.80%3.81%7.16%10.63%8.83%3.84%6.38%4.73%6.20%3.96%
JAGTX
Janus Global Technology and Innovation Fund
11.58%13.69%23.66%0.78%0.00%16.05%9.00%8.62%6.56%7.50%4.85%8.12%

Frequently Asked Questions


JAGTX and FGCKX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JAGTX has higher volatility (12.44%) compared to FGCKX (6.23%). In terms of maximum drawdown, JAGTX dropped -84.57% vs FGCKX's -51.01%.

FGCKX currently has the higher Sharpe Ratio (1.25 vs 0.91), 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.

Portfolio Optimizer

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