JAWGX vs. JATIX
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
JAWGX vs. JATIX - Performance Comparison
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JAWGX vs. JATIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAWGX Janus Henderson VIT Global Research Portfolio | -5.17% | 20.97% | 23.56% | 26.77% | -19.21% | 18.12% | 19.64% | 29.06% | -6.86% | 27.03% |
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% |
Returns By Period
In the year-to-date period, JAWGX achieves a -5.17% return, which is significantly higher than JATIX's -7.02% return. Over the past 10 years, JAWGX has underperformed JATIX with an annualized return of 12.64%, while JATIX has yielded a comparatively higher 20.47% annualized return.
JAWGX
- 1D
- 3.03%
- 1M
- -6.02%
- YTD
- -5.17%
- 6M
- -3.47%
- 1Y
- 15.83%
- 3Y*
- 18.26%
- 5Y*
- 10.38%
- 10Y*
- 12.64%
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%
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JAWGX vs. JATIX - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is lower than JATIX's 0.76% expense ratio.
Return for Risk
JAWGX vs. JATIX — Risk / Return Rank
JAWGX
JATIX
JAWGX vs. JATIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX). 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.
| JAWGX | JATIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.16 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.73 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.80 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.11 | 6.11 | 0.00 |
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
| JAWGX | JATIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.16 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.41 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.84 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.85 | -0.36 |
Correlation
The correlation between JAWGX and JATIX is 0.87, 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
JAWGX vs. JATIX - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 9.74%, less than JATIX's 14.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAWGX Janus Henderson VIT Global Research Portfolio | 9.74% | 9.24% | 3.81% | 3.46% | 14.54% | 5.09% | 5.34% | 6.73% | 1.27% | 0.75% | 1.06% | 0.69% |
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% |
Drawdowns
JAWGX vs. JATIX - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -70.46%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JAWGX and JATIX.
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Drawdown Indicators
| JAWGX | JATIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -46.43% | -24.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -15.94% | +4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -46.43% | +17.85% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -46.43% | +11.63% |
Current DrawdownCurrent decline from peak | -8.05% | -12.54% | +4.49% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -6.78% | -15.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 4.69% | -2.02% |
Volatility
JAWGX vs. JATIX - Volatility Comparison
The current volatility for Janus Henderson VIT Global Research Portfolio (JAWGX) is 5.99%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 8.32%. This indicates that JAWGX experiences smaller price fluctuations and is considered to be less risky than JATIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAWGX | JATIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 8.32% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 16.28% | -6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 25.51% | -7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 26.26% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 24.38% | -6.42% |