JATIX vs. QQQ
Compare and contrast key facts about Janus Henderson Global Technology and Innovation Fund Class I (JATIX) and Invesco QQQ ETF (QQQ).
JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
JATIX vs. QQQ - Performance Comparison
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JATIX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, JATIX achieves a -10.63% return, which is significantly lower than QQQ's -5.93% return. Over the past 10 years, JATIX has outperformed QQQ with an annualized return of 19.99%, while QQQ has yielded a comparatively lower 18.85% 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%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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JATIX vs. QQQ - Expense Ratio Comparison
JATIX has a 0.76% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
JATIX vs. QQQ — Risk / Return Rank
JATIX
QQQ
JATIX vs. QQQ - 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 Invesco QQQ ETF (QQQ). 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.
| JATIX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.05 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.63 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.88 | -0.60 |
Martin ratioReturn relative to average drawdown | 4.39 | 6.95 | -2.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JATIX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.05 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.58 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.85 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.37 | +0.46 |
Correlation
The correlation between JATIX and QQQ 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. QQQ - Dividend Comparison
JATIX's dividend yield for the trailing twelve months is around 14.75%, more than QQQ's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
JATIX vs. QQQ - Drawdown Comparison
The maximum JATIX drawdown since its inception was -46.43%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for JATIX and QQQ.
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Drawdown Indicators
| JATIX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.43% | -82.97% | +36.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -12.62% | -3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -46.43% | -35.12% | -11.31% |
Max Drawdown (10Y)Largest decline over 10 years | -46.43% | -35.12% | -11.31% |
Current DrawdownCurrent decline from peak | -15.94% | -8.98% | -6.96% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -32.99% | +26.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 3.41% | +1.21% |
Volatility
JATIX vs. QQQ - Volatility Comparison
Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a higher volatility of 7.01% compared to Invesco QQQ ETF (QQQ) at 6.51%. This indicates that JATIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JATIX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 6.51% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 12.77% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.26% | 22.67% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.21% | 22.39% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 22.25% | +2.10% |