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JGLTX vs. BOGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGLTX vs. BOGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Black Oak Emerging Technology Fund (BOGSX). The values are adjusted to include any dividend payments, if applicable.

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JGLTX vs. BOGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
-10.57%25.19%32.10%54.55%-36.42%18.28%50.42%45.29%1.17%45.17%
BOGSX
Black Oak Emerging Technology Fund
-1.72%19.06%9.25%17.79%-27.30%26.89%45.16%38.20%-4.94%19.05%

Returns By Period

In the year-to-date period, JGLTX achieves a -10.57% return, which is significantly lower than BOGSX's -1.72% return. Over the past 10 years, JGLTX has outperformed BOGSX with an annualized return of 20.23%, while BOGSX has yielded a comparatively lower 13.86% annualized return.


JGLTX

1D
-1.43%
1M
-10.72%
YTD
-10.57%
6M
-9.78%
1Y
24.46%
3Y*
23.30%
5Y*
11.02%
10Y*
20.23%

BOGSX

1D
-1.48%
1M
-6.64%
YTD
-1.72%
6M
-0.71%
1Y
24.96%
3Y*
10.34%
5Y*
5.28%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGLTX vs. BOGSX - Expense Ratio Comparison

JGLTX has a 0.72% expense ratio, which is lower than BOGSX's 1.03% expense ratio.


Return for Risk

JGLTX vs. BOGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGLTX
JGLTX Risk / Return Rank: 5151
Overall Rank
JGLTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JGLTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JGLTX Omega Ratio Rank: 5050
Omega Ratio Rank
JGLTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JGLTX Martin Ratio Rank: 4444
Martin Ratio Rank

BOGSX
BOGSX Risk / Return Rank: 5757
Overall Rank
BOGSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BOGSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BOGSX Omega Ratio Rank: 4848
Omega Ratio Rank
BOGSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
BOGSX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGLTX vs. BOGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Black Oak Emerging Technology Fund (BOGSX). 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.


JGLTXBOGSXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.95

+0.01

Sortino ratio

Return per unit of downside risk

1.46

1.47

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.29

1.65

-0.36

Martin ratio

Return relative to average drawdown

4.44

5.85

-1.41

JGLTX vs. BOGSX - Sharpe Ratio Comparison

The current JGLTX Sharpe Ratio is 0.95, which is comparable to the BOGSX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of JGLTX and BOGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JGLTXBOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.95

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.21

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.57

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.06

+0.23

Correlation

The correlation between JGLTX and BOGSX is 0.88, 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

JGLTX vs. BOGSX - Dividend Comparison

JGLTX's dividend yield for the trailing twelve months is around 10.04%, more than BOGSX's 5.86% yield.


TTM20252024202320222021202020192018201720162015
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
10.04%8.98%0.00%0.00%26.96%14.48%7.71%6.81%4.95%5.68%3.71%16.11%
BOGSX
Black Oak Emerging Technology Fund
5.86%5.76%7.96%3.79%1.87%11.31%6.30%5.47%11.71%7.71%4.00%3.09%

Drawdowns

JGLTX vs. BOGSX - Drawdown Comparison

The maximum JGLTX drawdown since its inception was -81.78%, smaller than the maximum BOGSX drawdown of -92.80%. Use the drawdown chart below to compare losses from any high point for JGLTX and BOGSX.


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Drawdown Indicators


JGLTXBOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-81.78%

-92.80%

+11.02%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-12.77%

-3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-45.18%

-33.93%

-11.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.18%

-33.93%

-11.25%

Current Drawdown

Current decline from peak

-15.81%

-10.20%

-5.61%

Average Drawdown

Average peak-to-trough decline

-36.83%

-59.36%

+22.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

3.60%

+0.98%

Volatility

JGLTX vs. BOGSX - Volatility Comparison

Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Black Oak Emerging Technology Fund (BOGSX) have volatilities of 6.94% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGLTXBOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

7.10%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

16.64%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.03%

25.96%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.89%

25.14%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.28%

24.44%

-0.16%