PortfoliosLab logoPortfoliosLab logo
JAGTX vs. STK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGTX vs. STK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Global Technology and Innovation Fund (JAGTX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JAGTX vs. STK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%44.62%
STK
Columbia Seligman Premium Technology Growth Closed Fund
7.23%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%

Returns By Period

In the year-to-date period, JAGTX achieves a -7.05% return, which is significantly lower than STK's 7.23% return. Over the past 10 years, JAGTX has outperformed STK with an annualized return of 21.58%, while STK has yielded a comparatively lower 19.36% annualized 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%

STK

1D
2.79%
1M
-3.99%
YTD
7.23%
6M
13.94%
1Y
50.57%
3Y*
23.77%
5Y*
15.10%
10Y*
19.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JAGTX vs. STK - Expense Ratio Comparison

JAGTX has a 0.91% expense ratio, which is lower than STK's 1.26% expense ratio.


Return for Risk

JAGTX vs. STK — Risk / Return Rank

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

JAGTX
JAGTX Risk / Return Rank: 6565
Overall Rank
JAGTX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JAGTX Sortino Ratio Rank: 6666
Sortino Ratio Rank
JAGTX Omega Ratio Rank: 5959
Omega Ratio Rank
JAGTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JAGTX Martin Ratio Rank: 6262
Martin Ratio Rank

STK
STK Risk / Return Rank: 9292
Overall Rank
STK Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
STK Sortino Ratio Rank: 9191
Sortino Ratio Rank
STK Omega Ratio Rank: 8787
Omega Ratio Rank
STK Calmar Ratio Rank: 9696
Calmar Ratio Rank
STK Martin Ratio Rank: 9595
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. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Global Technology and Innovation Fund (JAGTX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.


JAGTXSTKDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.97

-0.82

Sortino ratio

Return per unit of downside risk

1.72

2.70

-0.98

Omega ratio

Gain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratio

Return relative to maximum drawdown

1.79

3.73

-1.95

Martin ratio

Return relative to average drawdown

6.06

13.76

-7.70

JAGTX vs. STK - Sharpe Ratio Comparison

The current JAGTX Sharpe Ratio is 1.15, which is lower than the STK Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of JAGTX and STK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JAGTXSTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.97

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.61

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.75

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.65

-0.19

Correlation

The correlation between JAGTX and STK is 0.68, 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. STK - Dividend Comparison

JAGTX's dividend yield for the trailing twelve months is around 14.73%, more than STK's 6.96% yield.


TTM20252024202320222021202020192018201720162015
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%
STK
Columbia Seligman Premium Technology Growth Closed Fund
6.96%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Drawdowns

JAGTX vs. STK - Drawdown Comparison

The maximum JAGTX drawdown since its inception was -84.57%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for JAGTX and STK.


Loading graphics...

Drawdown Indicators


JAGTXSTKDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-41.74%

-42.83%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-13.59%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-46.52%

-36.27%

-10.25%

Max Drawdown (10Y)

Largest decline over 10 years

-46.52%

-41.74%

-4.78%

Current Drawdown

Current decline from peak

-12.56%

-4.93%

-7.63%

Average Drawdown

Average peak-to-trough decline

-40.07%

-7.47%

-32.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

3.69%

+1.01%

Volatility

JAGTX vs. STK - Volatility Comparison

The current volatility for Janus Global Technology and Innovation Fund (JAGTX) is 8.31%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 10.03%. This indicates that JAGTX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JAGTXSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

10.03%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.28%

18.08%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

25.52%

25.75%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.67%

24.85%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

25.92%

-1.32%