JFRDX vs. JAGTX
Compare and contrast key facts about Janus Henderson Forty Fund Class D (JFRDX) and Janus Global Technology and Innovation Fund (JAGTX).
JFRDX is an actively managed fund by Janus Henderson. It was launched on Dec 31, 2009. 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
JFRDX vs. JAGTX - Performance Comparison
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JFRDX vs. JAGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | -12.26% | 18.31% | 28.26% | 40.01% | -33.58% | 22.73% | 39.22% | 36.75% | 1.49% | 16.74% |
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% | 35.62% |
Returns By Period
In the year-to-date period, JFRDX achieves a -12.26% return, which is significantly lower than JAGTX's -7.05% return.
JFRDX
- 1D
- 4.43%
- 1M
- -5.12%
- YTD
- -12.26%
- 6M
- -12.49%
- 1Y
- 12.99%
- 3Y*
- 17.78%
- 5Y*
- 7.92%
- 10Y*
- —
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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JFRDX vs. JAGTX - Expense Ratio Comparison
JFRDX has a 0.63% expense ratio, which is lower than JAGTX's 0.91% expense ratio.
Return for Risk
JFRDX vs. JAGTX — Risk / Return Rank
JFRDX
JAGTX
JFRDX vs. JAGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund Class D (JFRDX) 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.
| JFRDX | JAGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.15 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.72 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.24 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.79 | -1.10 |
Martin ratioReturn relative to average drawdown | 2.33 | 6.06 | -3.73 |
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
| JFRDX | JAGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.15 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.49 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.46 | +0.20 |
Correlation
The correlation between JFRDX and JAGTX is 0.95, 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
JFRDX vs. JAGTX - Dividend Comparison
JFRDX's dividend yield for the trailing twelve months is around 14.93%, more than JAGTX's 14.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | 14.93% | 13.10% | 11.27% | 9.12% | 0.06% | 10.12% | 8.26% | 7.21% | 8.88% | 9.68% | 0.00% | 0.00% |
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
JFRDX vs. JAGTX - Drawdown Comparison
The maximum JFRDX drawdown since its inception was -40.91%, smaller than the maximum JAGTX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for JFRDX and JAGTX.
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Drawdown Indicators
| JFRDX | JAGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.91% | -84.57% | +43.66% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -15.95% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -40.91% | -46.52% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.52% | — |
Current DrawdownCurrent decline from peak | -15.46% | -12.56% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -40.07% | +31.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 4.70% | +0.87% |
Volatility
JFRDX vs. JAGTX - Volatility Comparison
The current volatility for Janus Henderson Forty Fund Class D (JFRDX) is 7.76%, while Janus Global Technology and Innovation Fund (JAGTX) has a volatility of 8.31%. This indicates that JFRDX 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
| JFRDX | JAGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 8.31% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 16.28% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.93% | 25.52% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 26.67% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 24.60% | -2.47% |