PortfoliosLab logoPortfoliosLab logo
JATIX vs. JARTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JATIX vs. JARTX - 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 Henderson Forty Fund (JARTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JATIX vs. JARTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
-10.63%25.04%32.38%55.38%-37.60%17.57%51.25%45.27%0.97%44.79%
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%

Returns By Period

In the year-to-date period, JATIX achieves a -10.63% return, which is significantly higher than JARTX's -16.07% return. Over the past 10 years, JATIX has outperformed JARTX with an annualized return of 19.99%, while JARTX has yielded a comparatively lower 13.90% annualized return.


JATIX

1D
-1.42%
1M
-10.86%
YTD
-10.63%
6M
-9.83%
1Y
24.41%
3Y*
23.38%
5Y*
10.59%
10Y*
19.99%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JATIX vs. JARTX - Expense Ratio Comparison

JATIX has a 0.76% expense ratio, which is lower than JARTX's 1.20% expense ratio.


Return for Risk

JATIX vs. JARTX — Risk / Return Rank

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

JATIX
JATIX Risk / Return Rank: 5050
Overall Rank
JATIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JATIX Omega Ratio Rank: 4949
Omega Ratio Rank
JATIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JATIX Martin Ratio Rank: 4343
Martin Ratio Rank

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
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. JARTX - 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 Henderson Forty Fund (JARTX). 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.


JATIXJARTXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.35

+0.60

Sortino ratio

Return per unit of downside risk

1.45

0.66

+0.79

Omega ratio

Gain probability vs. loss probability

1.20

1.09

+0.11

Calmar ratio

Return relative to maximum drawdown

1.27

0.25

+1.02

Martin ratio

Return relative to average drawdown

4.39

0.87

+3.51

JATIX vs. JARTX - Sharpe Ratio Comparison

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


Loading graphics...

Sharpe Ratios by Period


JATIXJARTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.35

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.32

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.65

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.55

+0.29

Correlation

The correlation between JATIX and JARTX is 0.94, 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. JARTX - Dividend Comparison

JATIX's dividend yield for the trailing twelve months is around 14.75%, less than JARTX's 16.27% yield.


TTM20252024202320222021202020192018201720162015
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
14.75%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%
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%

Drawdowns

JATIX vs. JARTX - Drawdown Comparison

The maximum JATIX drawdown since its inception was -46.43%, smaller than the maximum JARTX drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for JATIX and JARTX.


Loading graphics...

Drawdown Indicators


JATIXJARTXDifference

Max Drawdown

Largest peak-to-trough decline

-46.43%

-56.70%

+10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-19.19%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-46.43%

-41.09%

-5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-46.43%

-41.09%

-5.34%

Current Drawdown

Current decline from peak

-15.94%

-19.19%

+3.25%

Average Drawdown

Average peak-to-trough decline

-6.77%

-16.91%

+10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

5.53%

-0.91%

Volatility

JATIX vs. JARTX - Volatility Comparison

Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a higher volatility of 7.01% compared to Janus Henderson Forty Fund (JARTX) at 6.14%. This indicates that JATIX's price experiences larger fluctuations and is considered to be riskier than JARTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JATIXJARTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

6.14%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.77%

13.00%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

22.54%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

21.90%

+4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

21.33%

+3.02%