JDMNX vs. JAGTX
Compare and contrast key facts about Janus Henderson Enterprise Fund Class N (JDMNX) and Janus Global Technology and Innovation Fund (JAGTX).
JDMNX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. JAGTX is a passively managed fund by Janus Henderson that tracks the performance of the MSCI All Country World Information Technology Index. It was launched on Dec 31, 1998.
Performance
JDMNX vs. JAGTX - Performance Comparison
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JDMNX vs. JAGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDMNX Janus Henderson Enterprise Fund Class N | -5.94% | 7.77% | 15.40% | 18.15% | -15.92% | 17.17% | 20.55% | 35.41% | -0.80% | 26.41% |
JAGTX Janus Global Technology and Innovation Fund | -7.05% | 24.86% | 47.04% | 55.16% | -37.69% | 17.39% | 51.00% | 45.08% | 0.78% | 44.62% |
Returns By Period
In the year-to-date period, JDMNX achieves a -5.94% return, which is significantly higher than JAGTX's -7.05% return. Over the past 10 years, JDMNX has underperformed JAGTX with an annualized return of 11.70%, while JAGTX has yielded a comparatively higher 21.58% annualized return.
JDMNX
- 1D
- 2.72%
- 1M
- -5.69%
- YTD
- -5.94%
- 6M
- -3.85%
- 1Y
- 5.27%
- 3Y*
- 8.39%
- 5Y*
- 5.02%
- 10Y*
- 11.70%
JAGTX
- 1D
- 4.03%
- 1M
- -7.48%
- YTD
- -7.05%
- 6M
- -6.61%
- 1Y
- 27.62%
- 3Y*
- 29.35%
- 5Y*
- 13.04%
- 10Y*
- 21.58%
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JDMNX vs. JAGTX - Expense Ratio Comparison
JDMNX has a 0.66% expense ratio, which is lower than JAGTX's 0.91% expense ratio.
Return for Risk
JDMNX vs. JAGTX — Risk / Return Rank
JDMNX
JAGTX
JDMNX vs. JAGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class N (JDMNX) and Janus Global Technology and Innovation Fund (JAGTX). 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.
| JDMNX | JAGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.15 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.72 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.79 | -1.33 |
Martin ratioReturn relative to average drawdown | 1.60 | 6.06 | -4.46 |
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
| JDMNX | JAGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.15 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.49 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.88 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.46 | +0.27 |
Correlation
The correlation between JDMNX and JAGTX is 0.82, 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
JDMNX vs. JAGTX - Dividend Comparison
JDMNX's dividend yield for the trailing twelve months is around 7.93%, less than JAGTX's 14.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDMNX Janus Henderson Enterprise Fund Class N | 7.93% | 7.46% | 7.00% | 7.40% | 10.36% | 15.92% | 8.49% | 4.52% | 6.48% | 1.76% | 1.86% | 3.62% |
JAGTX Janus Global Technology and Innovation Fund | 14.73% | 13.69% | 23.66% | 0.78% | 0.00% | 16.05% | 9.00% | 8.62% | 6.56% | 7.50% | 4.85% | 8.12% |
Drawdowns
JDMNX vs. JAGTX - Drawdown Comparison
The maximum JDMNX drawdown since its inception was -38.24%, smaller than the maximum JAGTX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for JDMNX and JAGTX.
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Drawdown Indicators
| JDMNX | JAGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.24% | -84.57% | +46.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -15.95% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -46.52% | +22.37% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -46.52% | +8.28% |
Current DrawdownCurrent decline from peak | -8.97% | -12.56% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -40.07% | +35.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 4.70% | -1.11% |
Volatility
JDMNX vs. JAGTX - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund Class N (JDMNX) is 5.41%, while Janus Global Technology and Innovation Fund (JAGTX) has a volatility of 8.31%. This indicates that JDMNX experiences smaller price fluctuations and is considered to be less risky than JAGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDMNX | JAGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 8.31% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 16.28% | -5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 25.52% | -6.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 26.67% | -9.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 24.60% | -5.93% |