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JATIX vs. JAGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JATIX vs. JAGTX - Performance Comparison

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

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JATIX vs. JAGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
-7.02%25.04%32.38%55.38%-37.60%17.57%51.25%45.27%0.97%44.79%
JAGTX
Janus Global Technology and Innovation Fund
-7.05%24.86%47.04%55.16%-37.69%17.39%51.00%45.08%0.78%44.62%

Returns By Period

The year-to-date returns for both stocks are quite close, with JATIX having a -7.02% return and JAGTX slightly lower at -7.05%. Over the past 10 years, JATIX has underperformed JAGTX with an annualized return of 20.47%, while JAGTX has yielded a comparatively higher 21.58% annualized return.


JATIX

1D
4.04%
1M
-7.48%
YTD
-7.02%
6M
-6.54%
1Y
27.80%
3Y*
25.03%
5Y*
10.82%
10Y*
20.47%

JAGTX

1D
4.03%
1M
-7.48%
YTD
-7.05%
6M
-6.61%
1Y
27.62%
3Y*
29.35%
5Y*
13.04%
10Y*
21.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JATIX vs. JAGTX - Expense Ratio Comparison

JATIX has a 0.76% expense ratio, which is lower than JAGTX's 0.91% expense ratio.


Return for Risk

JATIX vs. JAGTX — Risk / Return Rank

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

JATIX
JATIX Risk / Return Rank: 6464
Overall Rank
JATIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
JATIX Omega Ratio Rank: 5959
Omega Ratio Rank
JATIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
JATIX Martin Ratio Rank: 6161
Martin Ratio Rank

JAGTX
JAGTX Risk / Return Rank: 6565
Overall Rank
JAGTX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JAGTX Sortino Ratio Rank: 6666
Sortino Ratio Rank
JAGTX Omega Ratio Rank: 5959
Omega Ratio Rank
JAGTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JAGTX Martin Ratio Rank: 6262
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.

JATIX vs. JAGTX - Risk-Adjusted Trends Comparison

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


JATIXJAGTXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.15

+0.01

Sortino ratio

Return per unit of downside risk

1.73

1.72

+0.01

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.80

1.79

+0.01

Martin ratio

Return relative to average drawdown

6.11

6.06

+0.05

JATIX vs. JAGTX - Sharpe Ratio Comparison

The current JATIX Sharpe Ratio is 1.16, which is comparable to the JAGTX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of JATIX and JAGTX, 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


JATIXJAGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.15

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.49

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.88

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.46

+0.39

Correlation

The correlation between JATIX and JAGTX is 1.00, 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

JATIX vs. JAGTX - Dividend Comparison

JATIX's dividend yield for the trailing twelve months is around 14.18%, less than JAGTX's 14.73% yield.


TTM20252024202320222021202020192018201720162015
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
14.18%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%
JAGTX
Janus Global Technology and Innovation Fund
14.73%13.69%23.66%0.78%0.00%16.05%9.00%8.62%6.56%7.50%4.85%8.12%

Drawdowns

JATIX vs. JAGTX - Drawdown Comparison

The maximum JATIX drawdown since its inception was -46.43%, smaller than the maximum JAGTX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for JATIX and JAGTX.


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Drawdown Indicators


JATIXJAGTXDifference

Max Drawdown

Largest peak-to-trough decline

-46.43%

-84.57%

+38.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-15.95%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-46.43%

-46.52%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-46.43%

-46.52%

+0.09%

Current Drawdown

Current decline from peak

-12.54%

-12.56%

+0.02%

Average Drawdown

Average peak-to-trough decline

-6.78%

-40.07%

+33.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

4.70%

-0.01%

Volatility

JATIX vs. JAGTX - Volatility Comparison

Janus Henderson Global Technology and Innovation Fund Class I (JATIX) and Janus Global Technology and Innovation Fund (JAGTX) have volatilities of 8.32% and 8.31%, 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


JATIXJAGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

8.31%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.28%

16.28%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

25.51%

25.52%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.26%

26.67%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.38%

24.60%

-0.22%