JAWGX vs. JATIX
JAWGX (Janus Henderson VIT Global Research Portfolio) and JATIX (Janus Henderson Global Technology and Innovation Fund Class I) are both mutual funds - JAWGX is a Global Equities fund managed by Janus Henderson, while JATIX is a Technology Equities fund managed by Janus Henderson. Over the past 10 years, JAWGX returned 13.87%/yr vs 24.67%/yr for JATIX. Their correlation of 0.87 suggests significant overlap in exposure. JAWGX charges 0.64%/yr vs 0.76%/yr for JATIX.
Performance
JAWGX vs. JATIX - Performance Comparison
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Returns By Period
In the year-to-date period, JAWGX achieves a 9.00% return, which is significantly lower than JATIX's 35.22% return. Over the past 10 years, JAWGX has underperformed JATIX with an annualized return of 13.87%, while JATIX has yielded a comparatively higher 24.67% annualized return.
JAWGX
- 1D
- 0.17%
- 1M
- 5.12%
- YTD
- 9.00%
- 6M
- 9.75%
- 1Y
- 22.07%
- 3Y*
- 22.13%
- 5Y*
- 12.44%
- 10Y*
- 13.87%
JATIX
- 1D
- 0.96%
- 1M
- 18.03%
- YTD
- 35.22%
- 6M
- 35.37%
- 1Y
- 60.39%
- 3Y*
- 37.11%
- 5Y*
- 19.34%
- 10Y*
- 24.67%
JAWGX vs. JATIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAWGX Janus Henderson VIT Global Research Portfolio | 9.00% | 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 | 35.22% | 25.04% | 32.38% | 55.38% | -37.60% | 17.57% | 51.25% | 45.27% | 0.97% | 44.79% |
Correlation
The correlation between JAWGX and JATIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2009 | 0.87 |
The correlation between JAWGX and JATIX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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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 | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 3.89 | -1.77 |
| Martin ratioReturn relative to average drawdown | 9.46 | 13.35 | -3.88 |
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 | 1.83 | 3.00 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.74 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 1.01 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.95 | -0.44 |
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 | -10.75% | -15.94% | +5.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.23% | -23.92% | +6.69% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -22.14% | -6.73% | -15.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 4.64% | -2.24% |
Volatility
JAWGX vs. JATIX - Volatility Comparison
The current volatility for Janus Henderson VIT Global Research Portfolio (JAWGX) is 3.30%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 6.73%. 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 | 3.30% | 6.73% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 17.02% | -7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 20.68% | -8.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 26.42% | -9.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 24.57% | -6.58% |
JAWGX vs. JATIX - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is lower than JATIX's 0.76% expense ratio.
Dividends
JAWGX vs. JATIX - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 8.48%, less than JATIX's 9.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JATIX Janus Henderson Global Technology and Innovation Fund Class I | 9.75% | 13.19% | 11.48% | 0.76% | 0.00% | 15.67% | 8.94% | 8.47% | 6.65% | 7.41% | 4.80% | 7.71% |
JAWGX Janus Henderson VIT Global Research Portfolio | 8.48% | 9.24% | 3.81% | 3.46% | 14.54% | 5.09% | 5.34% | 6.73% | 1.27% | 0.75% | 1.06% | 0.69% |
Frequently Asked Questions
JAWGX and JATIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JATIX has higher volatility (6.73%) compared to JAWGX (3.30%). In terms of maximum drawdown, JAWGX dropped -70.46% vs JATIX's -46.43%.
JATIX currently has the higher Sharpe Ratio (3.00 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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