JGLTX vs. JNGTX
Compare and contrast key facts about Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX).
JGLTX is managed by Janus Henderson. It was launched on Jan 17, 2000. JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGLTX or JNGTX.
Key characteristics
| JGLTX | JNGTX | |
|---|---|---|
| YTD Return | 34.48% | 34.73% |
| 1Y Return | 43.17% | 42.36% |
| 3Y Return (Ann) | -0.60% | 1.74% |
| 5Y Return (Ann) | 8.89% | 12.05% |
| 10Y Return (Ann) | 10.07% | 10.80% |
| Sharpe Ratio | 2.24 | 2.19 |
| Sortino Ratio | 2.90 | 2.85 |
| Omega Ratio | 1.40 | 1.39 |
| Calmar Ratio | 1.40 | 1.71 |
| Martin Ratio | 10.65 | 10.43 |
| Ulcer Index | 4.35% | 4.37% |
| Daily Std Dev | 20.70% | 20.79% |
| Max Drawdown | -79.71% | -53.97% |
| Current Drawdown | -4.11% | -0.25% |
Correlation
The correlation between JGLTX and JNGTX is 0.99, 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 year-to-date returns for both investments are quite close, with JGLTX having a 34.48% return and JNGTX slightly higher at 34.73%. Over the past 10 years, JGLTX has underperformed JNGTX with an annualized return of 10.07%, while JNGTX has yielded a comparatively higher 10.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
JGLTX vs. JNGTX - Dividend Comparison
Neither JGLTX nor JNGTX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | 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.
Volatility
JGLTX vs. JNGTX - Volatility Comparison
Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) have volatilities of 4.84% and 4.83%, 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.