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JGLTX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JGLTX and FSELX is 0.86, 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.


-0.50.00.51.00.9

Performance

JGLTX vs. FSELX - 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 Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.13%
-1.64%
JGLTX
FSELX

Key characteristics

Sharpe Ratio

JGLTX:

1.74

FSELX:

1.23

Sortino Ratio

JGLTX:

2.33

FSELX:

1.76

Omega Ratio

JGLTX:

1.31

FSELX:

1.22

Calmar Ratio

JGLTX:

1.17

FSELX:

1.84

Martin Ratio

JGLTX:

8.36

FSELX:

5.12

Ulcer Index

JGLTX:

4.40%

FSELX:

8.75%

Daily Std Dev

JGLTX:

21.10%

FSELX:

36.30%

Max Drawdown

JGLTX:

-79.71%

FSELX:

-81.70%

Current Drawdown

JGLTX:

-2.82%

FSELX:

-7.82%

Returns By Period

In the year-to-date period, JGLTX achieves a 36.30% return, which is significantly lower than FSELX's 43.88% return. Over the past 10 years, JGLTX has underperformed FSELX with an annualized return of 9.92%, while FSELX has yielded a comparatively higher 17.40% annualized return.


JGLTX

YTD

36.30%

1M

1.97%

6M

7.13%

1Y

36.81%

5Y*

7.85%

10Y*

9.92%

FSELX

YTD

43.88%

1M

1.22%

6M

-1.64%

1Y

44.77%

5Y*

22.83%

10Y*

17.40%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JGLTX vs. FSELX - Expense Ratio Comparison

JGLTX has a 0.72% expense ratio, which is higher than FSELX's 0.68% expense ratio.


JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
Expense ratio chart for JGLTX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

JGLTX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for JGLTX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.741.23
The chart of Sortino ratio for JGLTX, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.331.76
The chart of Omega ratio for JGLTX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.22
The chart of Calmar ratio for JGLTX, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.0012.0014.001.171.84
The chart of Martin ratio for JGLTX, currently valued at 8.36, compared to the broader market0.0020.0040.0060.008.365.12
JGLTX
FSELX

The current JGLTX Sharpe Ratio is 1.74, which is higher than the FSELX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of JGLTX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.74
1.23
JGLTX
FSELX

Dividends

JGLTX vs. FSELX - Dividend Comparison

Neither JGLTX nor FSELX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
0.00%0.00%0.00%0.23%0.00%0.00%0.00%0.00%0.19%0.92%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

JGLTX vs. FSELX - Drawdown Comparison

The maximum JGLTX drawdown since its inception was -79.71%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for JGLTX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
-7.82%
JGLTX
FSELX

Volatility

JGLTX vs. FSELX - Volatility Comparison

The current volatility for Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) is 5.03%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.78%. This indicates that JGLTX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
8.78%
JGLTX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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