JAGTX vs. MDIZX
Compare and contrast key facts about Janus Global Technology and Innovation Fund (JAGTX) and MFS International Diversification Fund R6 (MDIZX).
JAGTX is a passively managed fund by Janus Henderson that tracks the performance of the MSCI All Country World Information Technology Index. It was launched on Dec 31, 1998. MDIZX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World (ex-US) Index (net div). It was launched on Oct 2, 2017. Both JAGTX and MDIZX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JAGTX vs. MDIZX - Performance Comparison
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JAGTX vs. MDIZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAGTX Janus Global Technology and Innovation Fund | -7.05% | 24.86% | 47.04% | 55.16% | -37.69% | 17.39% | 51.00% | 45.08% | 0.78% | 4.38% |
MDIZX MFS International Diversification Fund R6 | -0.18% | 27.99% | 6.52% | 14.48% | -17.04% | 7.79% | 15.45% | 26.09% | -10.93% | 3.71% |
Returns By Period
In the year-to-date period, JAGTX achieves a -7.05% return, which is significantly lower than MDIZX's -0.18% return.
JAGTX
- 1D
- 4.03%
- 1M
- -7.48%
- YTD
- -7.05%
- 6M
- -6.61%
- 1Y
- 27.62%
- 3Y*
- 29.35%
- 5Y*
- 13.04%
- 10Y*
- 21.58%
MDIZX
- 1D
- 2.59%
- 1M
- -7.35%
- YTD
- -0.18%
- 6M
- 3.01%
- 1Y
- 20.14%
- 3Y*
- 13.13%
- 5Y*
- 6.22%
- 10Y*
- —
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JAGTX vs. MDIZX - Expense Ratio Comparison
JAGTX has a 0.91% expense ratio, which is higher than MDIZX's 0.73% expense ratio.
Return for Risk
JAGTX vs. MDIZX — Risk / Return Rank
JAGTX
MDIZX
JAGTX vs. MDIZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Global Technology and Innovation Fund (JAGTX) and MFS International Diversification Fund R6 (MDIZX). 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.
| JAGTX | MDIZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.49 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.97 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.72 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.06 | 6.75 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JAGTX | MDIZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.49 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.05 |
Correlation
The correlation between JAGTX and MDIZX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JAGTX vs. MDIZX - Dividend Comparison
JAGTX's dividend yield for the trailing twelve months is around 14.73%, more than MDIZX's 5.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAGTX Janus Global Technology and Innovation Fund | 14.73% | 13.69% | 23.66% | 0.78% | 0.00% | 16.05% | 9.00% | 8.62% | 6.56% | 7.50% | 4.85% | 8.12% |
MDIZX MFS International Diversification Fund R6 | 5.27% | 5.26% | 3.61% | 4.24% | 2.76% | 2.79% | 1.72% | 2.57% | 3.23% | 1.66% | 0.00% | 0.00% |
Drawdowns
JAGTX vs. MDIZX - Drawdown Comparison
The maximum JAGTX drawdown since its inception was -84.57%, which is greater than MDIZX's maximum drawdown of -30.09%. Use the drawdown chart below to compare losses from any high point for JAGTX and MDIZX.
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Drawdown Indicators
| JAGTX | MDIZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -30.09% | -54.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.95% | -11.36% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -46.52% | -30.09% | -16.43% |
Max Drawdown (10Y)Largest decline over 10 years | -46.52% | — | — |
Current DrawdownCurrent decline from peak | -12.56% | -8.99% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -40.07% | -6.78% | -33.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 2.90% | +1.80% |
Volatility
JAGTX vs. MDIZX - Volatility Comparison
Janus Global Technology and Innovation Fund (JAGTX) has a higher volatility of 8.31% compared to MFS International Diversification Fund R6 (MDIZX) at 6.28%. This indicates that JAGTX's price experiences larger fluctuations and is considered to be riskier than MDIZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAGTX | MDIZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 6.28% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 9.37% | +6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.52% | 13.97% | +11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.67% | 14.09% | +12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 15.20% | +9.40% |