JAMRX vs. JAGTX
Compare and contrast key facts about Janus Henderson Research Fund Class I (JAMRX) and Janus Global Technology and Innovation Fund (JAGTX).
JAMRX is an actively managed fund by Janus Henderson. It was launched on May 3, 1993. 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.
Performance
JAMRX vs. JAGTX - Performance Comparison
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JAMRX vs. JAGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAMRX Janus Henderson Research Fund Class I | -10.69% | 18.32% | 41.65% | 43.02% | -30.03% | 20.08% | 32.67% | 35.28% | -2.84% | 25.89% |
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% |
Returns By Period
In the year-to-date period, JAMRX achieves a -10.69% return, which is significantly lower than JAGTX's -7.05% return. Over the past 10 years, JAMRX has underperformed JAGTX with an annualized return of 15.05%, while JAGTX has yielded a comparatively higher 21.58% annualized return.
JAMRX
- 1D
- 3.86%
- 1M
- -6.02%
- YTD
- -10.69%
- 6M
- -10.26%
- 1Y
- 15.84%
- 3Y*
- 23.36%
- 5Y*
- 11.89%
- 10Y*
- 15.05%
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%
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JAMRX vs. JAGTX - Expense Ratio Comparison
JAMRX has a 0.64% expense ratio, which is lower than JAGTX's 0.91% expense ratio.
Return for Risk
JAMRX vs. JAGTX — Risk / Return Rank
JAMRX
JAGTX
JAMRX vs. JAGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund Class I (JAMRX) and Janus Global Technology and Innovation Fund (JAGTX). 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.
| JAMRX | JAGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.15 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.72 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.79 | -0.81 |
Martin ratioReturn relative to average drawdown | 3.48 | 6.06 | -2.58 |
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
| JAMRX | JAGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.15 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.49 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.88 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.46 | +0.11 |
Correlation
The correlation between JAMRX and JAGTX is 0.93, 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
JAMRX vs. JAGTX - Dividend Comparison
JAMRX's dividend yield for the trailing twelve months is around 13.41%, less than JAGTX's 14.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAMRX Janus Henderson Research Fund Class I | 13.41% | 11.98% | 10.22% | 2.88% | 0.28% | 13.02% | 2.91% | 10.27% | 10.92% | 8.17% | 5.60% | 9.61% |
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% |
Drawdowns
JAMRX vs. JAGTX - Drawdown Comparison
The maximum JAMRX drawdown since its inception was -71.20%, smaller than the maximum JAGTX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for JAMRX and JAGTX.
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Drawdown Indicators
| JAMRX | JAGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.20% | -84.57% | +13.37% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -15.95% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -36.53% | -46.52% | +9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.53% | -46.52% | +9.99% |
Current DrawdownCurrent decline from peak | -13.89% | -12.56% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -21.74% | -40.07% | +18.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 4.70% | +0.09% |
Volatility
JAMRX vs. JAGTX - Volatility Comparison
The current volatility for Janus Henderson Research Fund Class I (JAMRX) is 7.07%, while Janus Global Technology and Innovation Fund (JAGTX) has a volatility of 8.31%. This indicates that JAMRX experiences smaller price fluctuations and is considered to be less risky than JAGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAMRX | JAGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 8.31% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 16.28% | -3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.52% | 25.52% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 26.67% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.32% | 24.60% | -3.28% |