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JATAX vs. JATIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JATAX vs. JATIX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with JATAX having a 35.10% return and JATIX slightly higher at 35.22%. Both investments have delivered pretty close results over the past 10 years, with JATAX having a 24.41% annualized return and JATIX not far ahead at 24.67%.


JATAX

1D
0.97%
1M
18.01%
YTD
35.10%
6M
35.22%
1Y
60.05%
3Y*
36.80%
5Y*
19.07%
10Y*
24.41%

JATIX

1D
0.96%
1M
18.03%
YTD
35.22%
6M
35.37%
1Y
60.39%
3Y*
37.11%
5Y*
19.34%
10Y*
24.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JATAX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JATAX
Janus Henderson Global Technology and Innovation Fund Class A
35.10%24.77%32.09%55.02%-37.75%17.31%50.90%45.36%0.72%44.47%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
35.22%25.04%32.38%55.38%-37.60%17.57%51.25%45.27%0.97%44.79%

Correlation

The correlation between JATAX and JATIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2009

1.00

The correlation between JATAX and JATIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

JATAX vs. JATIX — Risk / Return Rank

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

JATAX
JATAX Risk / Return Rank: 7878
Overall Rank
JATAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JATAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
JATAX Omega Ratio Rank: 7474
Omega Ratio Rank
JATAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
JATAX Martin Ratio Rank: 6868
Martin Ratio Rank

JATIX
JATIX Risk / Return Rank: 7979
Overall Rank
JATIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
JATIX Omega Ratio Rank: 7575
Omega Ratio Rank
JATIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
JATIX Martin Ratio Rank: 6969
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.

JATAX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Technology and Innovation Fund Class A (JATAX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX). 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.


JATAXJATIXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.49

1.49

0.00

Calmar ratioReturn relative to maximum drawdown

3.86

3.89

-0.03

Martin ratioReturn relative to average drawdown

13.23

13.35

-0.11

JATAX vs. JATIX - Sharpe Ratio Comparison

The current JATAX Sharpe Ratio is 2.98, which is comparable to the JATIX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of JATAX and JATIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JATAXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

3.00

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.74

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

1.01

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.95

-0.01

Drawdowns

JATAX vs. JATIX - Drawdown Comparison

The maximum JATAX drawdown since its inception was -46.55%, roughly equal to the maximum JATIX drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JATAX and JATIX.


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Drawdown Indicators


JATAXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.55%

-46.43%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-15.97%

-15.94%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.96%

-23.92%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-46.55%

-46.43%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

-46.43%

-0.12%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.78%

-6.73%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

4.64%

+0.01%

Volatility

JATAX vs. JATIX - Volatility Comparison

Janus Henderson Global Technology and Innovation Fund Class A (JATAX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX) have volatilities of 6.74% and 6.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JATAXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

6.73%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

17.02%

17.02%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

20.68%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

26.42%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.57%

24.57%

0.00%

JATAX vs. JATIX - Expense Ratio Comparison

JATAX has a 1.00% expense ratio, which is higher than JATIX's 0.76% expense ratio.


Dividends

JATAX vs. JATIX - Dividend Comparison

JATAX's dividend yield for the trailing twelve months is around 10.52%, more than JATIX's 9.75% yield.


PositionTTM20252024202320222021202020192018201720162015
JATAX
Janus Henderson Global Technology and Innovation Fund Class A
10.52%14.21%12.24%0.80%0.00%16.47%9.16%9.08%6.63%7.63%4.92%7.87%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
9.75%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%

Frequently Asked Questions


With a correlation of 1.00, JATAX and JATIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JATAX has higher volatility (6.74%) compared to JATIX (6.73%). In terms of maximum drawdown, JATAX dropped -46.55% vs JATIX's -46.43%.

JATIX currently has the higher Sharpe Ratio (3.00 vs 2.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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