JAGTX vs. JATIX
JAGTX (Janus Global Technology and Innovation Fund) and JATIX (Janus Henderson Global Technology and Innovation Fund Class I) are both Technology Equities funds from Janus Henderson. Over the past 10 years, JAGTX returned 23.21%/yr vs 22.08%/yr for JATIX. Their 1.00 correlation means they have historically moved very closely together. JAGTX charges 0.93%/yr vs 0.76%/yr for JATIX.
Performance
JAGTX vs. JATIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JAGTX having a 18.23% return and JATIX slightly higher at 18.32%. Both investments have delivered pretty close results over the past 10 years, with JAGTX having a 23.21% annualized return and JATIX not far behind at 22.08%.
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%
JATIX
- 1D
- 6.74%
- 1M
- -6.32%
- 6M
- 15.74%
- YTD
- 18.32%
- 1Y
- 27.46%
- 3Y*
- 28.45%
- 5Y*
- 13.97%
- 10Y*
- 22.08%
- ALL TIME*
- 19.90%
Liquidity Comparison
| Position | Avg. 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. JATIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JATIX Janus Henderson Global Technology and Innovation Fund Class I | 18.32% | 25.04% | 32.38% | 55.38% | -37.60% | 17.57% | 51.25% | 45.27% | 0.97% | 44.79% |
Correlation
The correlation between JAGTX and JATIX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2009 | 1.00 |
The correlation between JAGTX and JATIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
JAGTX vs. JATIX — Risk / Return Rank
JAGTX
JATIX
JAGTX vs. JATIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Global Technology and Innovation Fund (JAGTX) 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.
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.
| JAGTX | JATIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.33 | -0.01 |
| Martin ratioReturn relative to average drawdown | 4.34 | 4.38 | -0.04 |
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Drawdowns
JAGTX vs. JATIX - Drawdown Comparison
The maximum JAGTX drawdown since its inception was -84.57%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JAGTX and JATIX.
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Drawdown Indicators
| JAGTX | JATIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -46.43% | -38.14% |
Max Drawdown (1Y)Largest decline over 1 year | -18.54% | -18.53% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -23.92% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -46.52% | -46.43% | -0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -46.52% | -46.43% | -0.09% |
Current DrawdownCurrent decline from peak | -13.05% | -13.04% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -39.63% | -6.73% | -32.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 5.60% | +0.01% |
Volatility
JAGTX vs. JATIX - Volatility Comparison
Janus Global Technology and Innovation Fund (JAGTX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX) have volatilities of 12.44% and 12.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAGTX | JATIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 12.44% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 23.70% | 23.71% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.96% | 26.97% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.88% | 27.50% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 25.09% | +0.21% |
JAGTX vs. JATIX - Expense Ratio Comparison
JAGTX has a 0.93% expense ratio, which is higher than JATIX's 0.76% expense ratio.
Dividends
JAGTX vs. JATIX - Dividend Comparison
JAGTX's dividend yield for the trailing twelve months is around 11.58%, more than JATIX's 11.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JATIX Janus Henderson Global Technology and Innovation Fund Class I | 11.14% | 13.19% | 11.48% | 0.76% | 0.00% | 15.67% | 8.94% | 8.47% | 6.65% | 7.41% | 4.80% | 7.71% |
Frequently Asked Questions
With a correlation of 1.00, JAGTX and JATIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JATIX has higher volatility (12.44%) compared to JAGTX (12.44%). In terms of maximum drawdown, JAGTX dropped -84.57% vs JATIX's -46.43%.
JATIX currently has the higher Sharpe Ratio (0.91 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.
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