JARTX vs. FSELX

In the year-to-date period, JARTX achieves a 4.39% return, which is significantly higher than FSELX's 3.08% return. Over the past 10 years, JARTX has underperformed FSELX with an annualized return of 5.15%, while FSELX has yielded a comparatively higher 16.76% annualized return.

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JARTX has a 1.20% expense ratio, which is higher than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund (JARTX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

The current JARTX Sharpe Ratio is 0.61, which is comparable to the FSELX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of JARTX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither JARTX nor FSELX has paid dividends to shareholders.

The maximum JARTX drawdown since its inception was -58.58%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for JARTX and FSELX. For additional features, visit the drawdowns tool.

The current volatility for Janus Henderson Forty Fund (JARTX) is 5.68%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 14.77%. This indicates that JARTX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.