JANEX vs. JNGTX
Compare and contrast key facts about Janus Henderson Enterprise Fund (JANEX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX).
JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992. JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
JANEX vs. JNGTX - Performance Comparison
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JANEX vs. JNGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANEX Janus Henderson Enterprise Fund | -5.96% | 7.64% | 15.25% | 17.99% | -16.03% | 17.02% | 20.38% | 35.22% | -0.95% | 26.36% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | -7.02% | 25.00% | 32.34% | 55.33% | -37.63% | 17.53% | 51.18% | 45.15% | 0.92% | 44.69% |
Returns By Period
In the year-to-date period, JANEX achieves a -5.96% return, which is significantly higher than JNGTX's -7.02% return. Over the past 10 years, JANEX has underperformed JNGTX with an annualized return of 11.55%, while JNGTX has yielded a comparatively higher 20.41% annualized return.
JANEX
- 1D
- 2.72%
- 1M
- -5.69%
- YTD
- -5.96%
- 6M
- -3.90%
- 1Y
- 5.14%
- 3Y*
- 8.26%
- 5Y*
- 4.89%
- 10Y*
- 11.55%
JNGTX
- 1D
- 4.03%
- 1M
- -7.48%
- YTD
- -7.02%
- 6M
- -6.55%
- 1Y
- 27.77%
- 3Y*
- 24.99%
- 5Y*
- 10.78%
- 10Y*
- 20.41%
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JANEX vs. JNGTX - Expense Ratio Comparison
Both JANEX and JNGTX have an expense ratio of 0.79%.
Return for Risk
JANEX vs. JNGTX — Risk / Return Rank
JANEX
JNGTX
JANEX vs. JNGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund (JANEX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX). 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.
| JANEX | JNGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.16 | -0.86 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.73 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.24 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.80 | -1.35 |
Martin ratioReturn relative to average drawdown | 1.56 | 6.10 | -4.54 |
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
| JANEX | JNGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.16 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.41 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.84 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.44 | -0.01 |
Correlation
The correlation between JANEX and JNGTX is 0.87, 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
JANEX vs. JNGTX - Dividend Comparison
JANEX's dividend yield for the trailing twelve months is around 7.99%, less than JNGTX's 14.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANEX Janus Henderson Enterprise Fund | 7.99% | 7.51% | 7.00% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.78% | 1.64% | 3.64% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | 14.43% | 13.42% | 11.65% | 0.77% | 0.00% | 15.86% | 8.99% | 8.55% | 6.61% | 7.47% | 4.83% | 7.75% |
Drawdowns
JANEX vs. JNGTX - Drawdown Comparison
The maximum JANEX drawdown since its inception was -79.85%, smaller than the maximum JNGTX drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for JANEX and JNGTX.
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Drawdown Indicators
| JANEX | JNGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -84.79% | +4.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -15.93% | +3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -46.46% | +22.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -46.46% | +8.22% |
Current DrawdownCurrent decline from peak | -8.99% | -12.54% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -25.23% | -40.47% | +15.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 4.69% | -1.09% |
Volatility
JANEX vs. JNGTX - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund (JANEX) is 5.41%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 8.32%. This indicates that JANEX experiences smaller price fluctuations and is considered to be less risky than JNGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANEX | JNGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 8.32% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 16.27% | -5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 25.51% | -6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 26.29% | -8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 24.40% | -5.73% |