JGLTX vs. FATIX

Last updated Apr 1, 2026

Compare and contrast key facts about Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Fidelity Advisor Technology Fund Class I (FATIX).

JGLTX is managed by Janus Henderson. It was launched on Jan 17, 2000. FATIX is managed by Fidelity. It was launched on Sep 3, 1996.

Performance

JGLTX vs. FATIX - 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 Fidelity Advisor Technology Fund Class I (FATIX). The values are adjusted to include any dividend payments, if applicable.

JGLTX vs. FATIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
FATIX Fidelity Advisor Technology Fund Class I	0.00%	24.65%	35.36%	59.71%	-36.01%	27.59%	64.34%	50.99%	-8.24%	49.83%

Returns By Period

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%

FATIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JGLTX vs. FATIX - Expense Ratio Comparison

JGLTX has a 0.72% expense ratio, which is higher than FATIX's 0.71% expense ratio.

JGLTX

Janus Henderson VIT Global Technology and Innovation Portfolio

FATIX

Fidelity Advisor Technology Fund Class I

Return for Risk

JGLTX vs. FATIX — Risk / Return Rank

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

JGLTX

JGLTX Risk / Return Rank: 51
JGLTX Sharpe Ratio Rank: 50
JGLTX Sortino Ratio Rank: 55
JGLTX Omega Ratio Rank: 50
JGLTX Calmar Ratio Rank: 54
JGLTX Martin Ratio Rank: 44

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. FATIX - 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 Fidelity Advisor Technology Fund Class I (FATIX). 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.

	JGLTX	FATIX	Difference
Sharpe ratio Return per unit of total volatility	0.95	—	—
Sortino ratio Return per unit of downside risk	1.46	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.29	—	—
Martin ratio Return relative to average drawdown	4.44	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JGLTX	FATIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Correlation

The correlation between JGLTX and FATIX is 0.94, 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. FATIX - Dividend Comparison

JGLTX's dividend yield for the trailing twelve months is around 10.04%, more than FATIX's 9.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FATIX Fidelity Advisor Technology Fund Class I	9.75%	9.75%	7.19%	3.74%	3.32%	11.43%	7.31%	2.50%	22.35%	7.93%	1.52%	4.46%

Drawdowns

Drawdown Indicators

	JGLTX	FATIX	Difference
Max Drawdown Largest peak-to-trough decline	-81.78%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-15.81%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-45.18%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.18%	—	—
Current Drawdown Current decline from peak	-15.81%	—	—
Average Drawdown Average peak-to-trough decline	-36.83%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.58%	—	—

Volatility

Volatility by Period

	JGLTX	FATIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.03%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.89%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.28%	—	—