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JATIX vs. JGLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JATIX vs. JGLTX - 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 VIT Global Technology and Innovation Portfolio (JGLTX). The values are adjusted to include any dividend payments, if applicable.

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JATIX vs. JGLTX - 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%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
-10.57%25.19%32.10%54.55%-36.42%18.28%50.42%45.29%1.17%45.17%

Returns By Period

The year-to-date returns for both investments are quite close, with JATIX having a -10.63% return and JGLTX slightly higher at -10.57%. Both investments have delivered pretty close results over the past 10 years, with JATIX having a 19.99% annualized return and JGLTX not far ahead at 20.23%.


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%

JGLTX

1D
-1.43%
1M
-10.72%
YTD
-10.57%
6M
-9.78%
1Y
24.46%
3Y*
23.30%
5Y*
11.02%
10Y*
20.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JATIX vs. JGLTX - Expense Ratio Comparison

JATIX has a 0.76% expense ratio, which is higher than JGLTX's 0.72% expense ratio.


Return for Risk

JATIX vs. JGLTX — 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

JGLTX
JGLTX Risk / Return Rank: 5151
Overall Rank
JGLTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JGLTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JGLTX Omega Ratio Rank: 5050
Omega Ratio Rank
JGLTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JGLTX Martin Ratio Rank: 4444
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. JGLTX - 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 VIT Global Technology and Innovation Portfolio (JGLTX). 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.


JATIXJGLTXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.95

-0.01

Sortino ratio

Return per unit of downside risk

1.45

1.46

-0.01

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.27

1.29

-0.02

Martin ratio

Return relative to average drawdown

4.39

4.44

-0.05

JATIX vs. JGLTX - Sharpe Ratio Comparison

The current JATIX Sharpe Ratio is 0.94, which is comparable to the JGLTX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of JATIX and JGLTX, 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


JATIXJGLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.95

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.43

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.84

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.29

+0.54

Correlation

The correlation between JATIX and JGLTX 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. JGLTX - Dividend Comparison

JATIX's dividend yield for the trailing twelve months is around 14.75%, more than JGLTX's 10.04% 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%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
10.04%8.98%0.00%0.00%26.96%14.48%7.71%6.81%4.95%5.68%3.71%16.11%

Drawdowns

JATIX vs. JGLTX - Drawdown Comparison

The maximum JATIX drawdown since its inception was -46.43%, smaller than the maximum JGLTX drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for JATIX and JGLTX.


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Drawdown Indicators


JATIXJGLTXDifference

Max Drawdown

Largest peak-to-trough decline

-46.43%

-81.78%

+35.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-15.81%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-46.43%

-45.18%

-1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-46.43%

-45.18%

-1.25%

Current Drawdown

Current decline from peak

-15.94%

-15.81%

-0.13%

Average Drawdown

Average peak-to-trough decline

-6.77%

-36.83%

+30.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

4.58%

+0.04%

Volatility

JATIX vs. JGLTX - Volatility Comparison

Janus Henderson Global Technology and Innovation Fund Class I (JATIX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) have volatilities of 7.01% and 6.94%, 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


JATIXJGLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

6.94%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.77%

15.62%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

25.03%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

25.89%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

24.28%

+0.07%