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

Correlation

The correlation between JGLTX and JNGTX is 0.87, 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.


Performance

JGLTX vs. JNGTX - 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 Janus Henderson Global Technology and Innovation Fund Class D (JNGTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JGLTX:

0.44

JNGTX:

0.02

Sortino Ratio

JGLTX:

0.78

JNGTX:

0.22

Omega Ratio

JGLTX:

1.11

JNGTX:

1.03

Calmar Ratio

JGLTX:

0.49

JNGTX:

0.02

Martin Ratio

JGLTX:

1.62

JNGTX:

0.05

Ulcer Index

JGLTX:

7.36%

JNGTX:

12.01%

Daily Std Dev

JGLTX:

27.51%

JNGTX:

29.40%

Max Drawdown

JGLTX:

-79.71%

JNGTX:

-53.97%

Current Drawdown

JGLTX:

-7.86%

JNGTX:

-16.30%

Returns By Period

In the year-to-date period, JGLTX achieves a -2.18% return, which is significantly higher than JNGTX's -2.37% return. Over the past 10 years, JGLTX has underperformed JNGTX with an annualized return of 9.01%, while JNGTX has yielded a comparatively higher 10.42% annualized return.


JGLTX

YTD

-2.18%

1M

8.68%

6M

-3.86%

1Y

12.05%

5Y*

5.91%

10Y*

9.01%

JNGTX

YTD

-2.37%

1M

8.69%

6M

-13.72%

1Y

0.68%

5Y*

8.38%

10Y*

10.42%

*Annualized

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JGLTX vs. JNGTX - Expense Ratio Comparison

JGLTX has a 0.72% expense ratio, which is lower than JNGTX's 0.79% expense ratio.


Risk-Adjusted Performance

JGLTX vs. JNGTX — Risk-Adjusted Performance Rank

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

JGLTX
The Risk-Adjusted Performance Rank of JGLTX is 5656
Overall Rank
The Sharpe Ratio Rank of JGLTX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JGLTX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of JGLTX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of JGLTX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of JGLTX is 5454
Martin Ratio Rank

JNGTX
The Risk-Adjusted Performance Rank of JNGTX is 2424
Overall Rank
The Sharpe Ratio Rank of JNGTX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JNGTX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of JNGTX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of JNGTX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of JNGTX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGLTX vs. JNGTX - 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 Janus Henderson Global Technology and Innovation Fund Class D (JNGTX). 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.


The current JGLTX Sharpe Ratio is 0.44, which is higher than the JNGTX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of JGLTX and JNGTX, 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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Dividends

JGLTX vs. JNGTX - Dividend Comparison

Neither JGLTX nor JNGTX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
0.00%0.00%0.00%0.00%0.23%0.00%0.00%0.00%0.00%0.19%0.92%0.00%
JNGTX
Janus Henderson Global Technology and Innovation Fund Class D
0.00%0.00%0.00%0.00%0.00%0.10%0.35%0.14%0.01%0.00%0.36%0.12%

Drawdowns

JGLTX vs. JNGTX - Drawdown Comparison

The maximum JGLTX drawdown since its inception was -79.71%, which is greater than JNGTX's maximum drawdown of -53.97%. Use the drawdown chart below to compare losses from any high point for JGLTX and JNGTX. For additional features, visit the drawdowns tool.


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Volatility

JGLTX vs. JNGTX - Volatility Comparison


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