JGLTX vs. FDTRX
JGLTX (Janus Henderson VIT Global Technology and Innovation Portfolio) and FDTRX (Franklin DynaTech Fund Class R6) are both Technology Equities funds. Over the past 10 years, JGLTX returned 22.60%/yr vs 17.33%/yr for FDTRX. Their correlation of 0.95 means they have usually moved in the same direction. JGLTX charges 0.72%/yr vs 0.48%/yr for FDTRX.
Performance
JGLTX vs. FDTRX - Performance Comparison
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Returns By Period
In the year-to-date period, JGLTX achieves a 22.16% return, which is significantly higher than FDTRX's 6.29% return. Over the past 10 years, JGLTX has outperformed FDTRX with an annualized return of 22.60%, while FDTRX has yielded a comparatively lower 17.33% annualized return.
JGLTX
- 1D
- 1.15%
- 1M
- -2.86%
- 6M
- 23.13%
- YTD
- 22.16%
- 1Y
- 29.06%
- 3Y*
- 31.31%
- 5Y*
- 14.90%
- 10Y*
- 22.60%
- ALL TIME*
- 8.42%
FDTRX
- 1D
- 2.40%
- 1M
- -0.94%
- 6M
- 9.70%
- YTD
- 6.29%
- 1Y
- 12.36%
- 3Y*
- 21.91%
- 5Y*
- 7.01%
- 10Y*
- 17.33%
- ALL TIME*
- 16.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JGLTX vs. FDTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 22.16% | 25.19% | 32.10% | 54.55% | -36.42% | 18.28% | 50.42% | 45.29% | 1.17% | 45.17% |
FDTRX Franklin DynaTech Fund Class R6 | 6.29% | 18.97% | 31.01% | 44.92% | -40.07% | 12.90% | 58.22% | 36.84% | 3.22% | 39.87% |
Correlation
The correlation between JGLTX and FDTRX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2013 | 0.95 |
The correlation between JGLTX and FDTRX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
JGLTX vs. FDTRX — Risk / Return Rank
JGLTX
FDTRX
JGLTX vs. FDTRX - 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 Franklin DynaTech Fund Class R6 (FDTRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JGLTX | FDTRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.73 | +0.96 |
| Martin ratioReturn relative to average drawdown | 5.58 | 2.11 | +3.47 |
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Drawdowns
JGLTX vs. FDTRX - Drawdown Comparison
The maximum JGLTX drawdown since its inception was -81.78%, which is greater than FDTRX's maximum drawdown of -48.10%. Use the drawdown chart below to compare losses from any high point for JGLTX and FDTRX.
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Drawdown Indicators
| JGLTX | FDTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.78% | -48.10% | -33.68% |
Max Drawdown (1Y)Largest decline over 1 year | -18.76% | -20.39% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -26.19% | +2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -45.18% | -48.10% | +2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -45.18% | -48.10% | +2.92% |
Current DrawdownCurrent decline from peak | -10.06% | -6.48% | -3.58% |
Average DrawdownAverage peak-to-trough decline | -36.41% | -9.10% | -27.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 7.05% | -1.37% |
Volatility
JGLTX vs. FDTRX - Volatility Comparison
Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a higher volatility of 12.24% compared to Franklin DynaTech Fund Class R6 (FDTRX) at 9.11%. This indicates that JGLTX's price experiences larger fluctuations and is considered to be riskier than FDTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGLTX | FDTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 9.11% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 23.70% | 19.78% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.02% | 23.95% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.23% | 26.79% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | 24.90% | +0.14% |
JGLTX vs. FDTRX - Expense Ratio Comparison
JGLTX has a 0.72% expense ratio, which is higher than FDTRX's 0.48% expense ratio.
Dividends
JGLTX vs. FDTRX - Dividend Comparison
JGLTX's dividend yield for the trailing twelve months is around 11.50%, more than FDTRX's 9.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTRX Franklin DynaTech Fund Class R6 | 9.77% | 10.39% | 0.00% | 0.00% | 0.00% | 1.36% | 0.00% | 0.71% | 2.80% | 1.71% | 3.44% | 2.40% |
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 11.50% | 8.98% | 0.00% | 0.00% | 26.96% | 14.48% | 7.71% | 6.81% | 4.95% | 5.68% | 3.71% | 16.11% |
Frequently Asked Questions
With a correlation of 0.92, JGLTX and FDTRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JGLTX has higher volatility (12.24%) compared to FDTRX (9.11%). In terms of maximum drawdown, JGLTX dropped -81.78% vs FDTRX's -48.10%.
JGLTX currently has the higher Sharpe Ratio (1.18 vs 0.62), 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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