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JARTX vs. JNGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JARTX vs. JNGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Forty Fund (JARTX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX). The values are adjusted to include any dividend payments, if applicable.

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JARTX vs. JNGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JARTX
Janus Henderson Forty Fund
-16.07%17.88%27.76%39.50%-33.81%22.30%38.69%36.30%1.10%29.05%
JNGTX
Janus Henderson Global Technology and Innovation Fund Class D
-10.63%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, JARTX achieves a -16.07% return, which is significantly lower than JNGTX's -10.63% return. Over the past 10 years, JARTX has underperformed JNGTX with an annualized return of 13.90%, while JNGTX has yielded a comparatively higher 19.93% annualized return.


JARTX

1D
-0.49%
1M
-8.91%
YTD
-16.07%
6M
-15.92%
1Y
8.52%
3Y*
15.66%
5Y*
7.00%
10Y*
13.90%

JNGTX

1D
-1.41%
1M
-10.85%
YTD
-10.63%
6M
-9.83%
1Y
24.39%
3Y*
23.35%
5Y*
10.55%
10Y*
19.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JARTX vs. JNGTX - Expense Ratio Comparison

JARTX has a 1.20% expense ratio, which is higher than JNGTX's 0.79% expense ratio.


Return for Risk

JARTX vs. JNGTX — Risk / Return Rank

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

JARTX
JARTX Risk / Return Rank: 1313
Overall Rank
JARTX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JARTX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JARTX Omega Ratio Rank: 1414
Omega Ratio Rank
JARTX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JARTX Martin Ratio Rank: 1111
Martin Ratio Rank

JNGTX
JNGTX Risk / Return Rank: 5050
Overall Rank
JNGTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JNGTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JNGTX Omega Ratio Rank: 5050
Omega Ratio Rank
JNGTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JNGTX Martin Ratio Rank: 4343
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.

JARTX vs. JNGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund (JARTX) 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.


JARTXJNGTXDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.94

-0.59

Sortino ratio

Return per unit of downside risk

0.66

1.45

-0.79

Omega ratio

Gain probability vs. loss probability

1.09

1.20

-0.11

Calmar ratio

Return relative to maximum drawdown

0.25

1.27

-1.02

Martin ratio

Return relative to average drawdown

0.87

4.38

-3.51

JARTX vs. JNGTX - Sharpe Ratio Comparison

The current JARTX Sharpe Ratio is 0.35, which is lower than the JNGTX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JARTX and JNGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JARTXJNGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.94

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.40

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.82

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.43

+0.12

Correlation

The correlation between JARTX and JNGTX is 0.89, 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

JARTX vs. JNGTX - Dividend Comparison

JARTX's dividend yield for the trailing twelve months is around 16.27%, more than JNGTX's 15.01% yield.


TTM20252024202320222021202020192018201720162015
JARTX
Janus Henderson Forty Fund
16.27%13.65%11.51%9.10%0.06%10.26%8.38%7.05%8.95%14.50%6.57%15.93%
JNGTX
Janus Henderson Global Technology and Innovation Fund Class D
15.01%13.42%11.65%0.77%0.00%15.86%8.99%8.55%6.61%7.47%4.83%7.75%

Drawdowns

JARTX vs. JNGTX - Drawdown Comparison

The maximum JARTX drawdown since its inception was -56.70%, smaller than the maximum JNGTX drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for JARTX and JNGTX.


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Drawdown Indicators


JARTXJNGTXDifference

Max Drawdown

Largest peak-to-trough decline

-56.70%

-84.79%

+28.09%

Max Drawdown (1Y)

Largest decline over 1 year

-19.19%

-15.93%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-41.09%

-46.46%

+5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-41.09%

-46.46%

+5.37%

Current Drawdown

Current decline from peak

-19.19%

-15.93%

-3.26%

Average Drawdown

Average peak-to-trough decline

-16.91%

-40.47%

+23.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

4.62%

+0.91%

Volatility

JARTX vs. JNGTX - Volatility Comparison

The current volatility for Janus Henderson Forty Fund (JARTX) is 6.14%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 7.02%. This indicates that JARTX 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


JARTXJNGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

7.02%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

15.78%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

25.25%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

26.24%

-4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

24.37%

-3.04%