JANWX vs. JNGTX
Compare and contrast key facts about Janus Henderson Global Research Fund (JANWX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX).
JANWX is managed by Janus. It was launched on Feb 24, 2005. JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANWX or JNGTX.
Key characteristics
| JANWX | JNGTX | |
|---|---|---|
| YTD Return | 25.29% | 34.39% |
| 1Y Return | 33.84% | 42.14% |
| 3Y Return (Ann) | 7.84% | 1.68% |
| 5Y Return (Ann) | 13.68% | 11.98% |
| 10Y Return (Ann) | 10.72% | 10.84% |
| Sharpe Ratio | 2.40 | 2.03 |
| Sortino Ratio | 3.24 | 2.67 |
| Omega Ratio | 1.48 | 1.37 |
| Calmar Ratio | 3.65 | 1.58 |
| Martin Ratio | 16.78 | 9.61 |
| Ulcer Index | 2.00% | 4.37% |
| Daily Std Dev | 13.98% | 20.69% |
| Max Drawdown | -34.78% | -53.97% |
| Current Drawdown | -1.01% | -0.51% |
Correlation
The correlation between JANWX 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.
Performance
JANWX vs. JNGTX - Performance Comparison
In the year-to-date period, JANWX achieves a 25.29% return, which is significantly lower than JNGTX's 34.39% return. Both investments have delivered pretty close results over the past 10 years, with JANWX having a 10.72% annualized return and JNGTX not far ahead at 10.84%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JANWX vs. JNGTX - Expense Ratio Comparison
JANWX has a 0.75% expense ratio, which is lower than JNGTX's 0.79% expense ratio.
Risk-Adjusted Performance
JANWX vs. JNGTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Research Fund (JANWX) 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.
Dividends
JANWX vs. JNGTX - Dividend Comparison
JANWX's dividend yield for the trailing twelve months is around 0.69%, while JNGTX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | 0.69% | 0.87% | 1.03% | 0.53% | 0.40% | 0.99% | 0.92% | 0.68% | 0.83% | 0.81% | 1.02% | 0.53% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | 0.00% | 0.00% | 0.00% | 0.00% | 0.10% | 0.35% | 0.14% | 0.01% | 0.00% | 0.36% | 0.12% | 0.00% |
Drawdowns
JANWX vs. JNGTX - Drawdown Comparison
The maximum JANWX drawdown since its inception was -34.78%, smaller than the maximum JNGTX drawdown of -53.97%. Use the drawdown chart below to compare losses from any high point for JANWX and JNGTX. For additional features, visit the drawdowns tool.
Volatility
JANWX vs. JNGTX - Volatility Comparison
The current volatility for Janus Henderson Global Research Fund (JANWX) is 3.38%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 4.85%. This indicates that JANWX 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.