JATIX vs. SOXX
Compare and contrast key facts about Janus Henderson Global Technology and Innovation Fund Class I (JATIX) and iShares Semiconductor ETF (SOXX).
JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Performance
JATIX vs. SOXX - Performance Comparison
Loading graphics...
JATIX vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXX iShares Semiconductor ETF | 12.48% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, JATIX achieves a -7.02% return, which is significantly lower than SOXX's 12.48% return. Over the past 10 years, JATIX has underperformed SOXX with an annualized return of 20.47%, while SOXX has yielded a comparatively higher 28.39% 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%
SOXX
- 1D
- 3.01%
- 1M
- -3.78%
- YTD
- 12.48%
- 6M
- 22.76%
- 1Y
- 80.97%
- 3Y*
- 32.61%
- 5Y*
- 19.19%
- 10Y*
- 28.39%
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. SOXX - Expense Ratio Comparison
JATIX has a 0.76% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Return for Risk
JATIX vs. SOXX — Risk / Return Rank
JATIX
SOXX
JATIX vs. SOXX - 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 iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 2.03 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.63 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.44 | -2.64 |
Martin ratioReturn relative to average drawdown | 6.11 | 16.46 | -10.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JATIX | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.03 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.54 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.86 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.37 | +0.48 |
Correlation
The correlation between JATIX and SOXX is 0.85, 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. SOXX - Dividend Comparison
JATIX's dividend yield for the trailing twelve months is around 14.18%, more than SOXX'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 | 14.18% | 13.19% | 11.48% | 0.76% | 0.00% | 15.67% | 8.94% | 8.47% | 6.65% | 7.41% | 4.80% | 7.71% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
JATIX vs. SOXX - Drawdown Comparison
The maximum JATIX drawdown since its inception was -46.43%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for JATIX and SOXX.
Loading graphics...
Drawdown Indicators
| JATIX | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.43% | -70.21% | +23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -18.27% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -46.43% | -45.75% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -46.43% | -45.75% | -0.68% |
Current DrawdownCurrent decline from peak | -12.54% | -7.95% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -20.10% | +13.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 4.92% | -0.23% |
Volatility
JATIX vs. SOXX - Volatility Comparison
The current volatility for Janus Henderson Global Technology and Innovation Fund Class I (JATIX) is 8.32%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that JATIX experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JATIX | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | 12.83% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 26.41% | -10.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 40.12% | -14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.26% | 35.48% | -9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 32.98% | -8.60% |