JATIX vs. VUG
Compare and contrast key facts about Janus Henderson Global Technology and Innovation Fund Class I (JATIX) and Vanguard Growth ETF (VUG).
JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
JATIX vs. VUG - Performance Comparison
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JATIX vs. VUG - 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% |
VUG Vanguard Growth ETF | -9.39% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, JATIX achieves a -7.02% return, which is significantly higher than VUG's -9.39% return. Over the past 10 years, JATIX has outperformed VUG with an annualized return of 20.47%, while VUG has yielded a comparatively lower 16.16% 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%
VUG
- 1D
- 1.09%
- 1M
- -4.37%
- YTD
- -9.39%
- 6M
- -8.17%
- 1Y
- 18.52%
- 3Y*
- 21.59%
- 5Y*
- 11.67%
- 10Y*
- 16.16%
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JATIX vs. VUG - Expense Ratio Comparison
JATIX has a 0.76% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
JATIX vs. VUG — Risk / Return Rank
JATIX
VUG
JATIX vs. VUG - 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 Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.82 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.32 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.19 | +0.61 |
Martin ratioReturn relative to average drawdown | 6.11 | 4.15 | +1.96 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.82 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.53 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.76 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.57 | +0.27 |
Correlation
The correlation between JATIX and VUG 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. VUG - Dividend Comparison
JATIX's dividend yield for the trailing twelve months is around 14.18%, more than VUG's 0.45% 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% |
VUG Vanguard Growth ETF | 0.45% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
JATIX vs. VUG - Drawdown Comparison
The maximum JATIX drawdown since its inception was -46.43%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for JATIX and VUG.
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Drawdown Indicators
| JATIX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.43% | -50.68% | +4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -16.53% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -46.43% | -35.61% | -10.82% |
Max Drawdown (10Y)Largest decline over 10 years | -46.43% | -35.61% | -10.82% |
Current DrawdownCurrent decline from peak | -12.54% | -12.25% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -7.13% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 4.72% | -0.03% |
Volatility
JATIX vs. VUG - Volatility Comparison
Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a higher volatility of 8.32% compared to Vanguard Growth ETF (VUG) at 7.12%. This indicates that JATIX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JATIX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | 7.12% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 12.70% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 22.70% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.26% | 22.22% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 21.38% | +3.00% |