JGLTX vs. JNRFX
Compare and contrast key facts about Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Janus Henderson Research Fund (JNRFX).
JGLTX is managed by Janus Henderson. It was launched on Jan 17, 2000. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Performance
JGLTX vs. JNRFX - Performance Comparison
Loading graphics...
JGLTX vs. JNRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | -7.02% | 25.19% | 32.10% | 54.55% | -36.42% | 18.28% | 50.42% | 45.29% | 1.17% | 45.17% |
JNRFX Janus Henderson Research Fund | -10.67% | 18.45% | 35.13% | 43.14% | -29.96% | 20.19% | 32.82% | 35.40% | -2.73% | 25.90% |
Returns By Period
In the year-to-date period, JGLTX achieves a -7.02% return, which is significantly higher than JNRFX's -10.67% return. Over the past 10 years, JGLTX has outperformed JNRFX with an annualized return of 20.70%, while JNRFX has yielded a comparatively lower 14.57% annualized return.
JGLTX
- 1D
- 3.97%
- 1M
- -7.40%
- YTD
- -7.02%
- 6M
- -6.55%
- 1Y
- 27.79%
- 3Y*
- 24.91%
- 5Y*
- 11.25%
- 10Y*
- 20.70%
JNRFX
- 1D
- 3.86%
- 1M
- -6.01%
- YTD
- -10.67%
- 6M
- -10.21%
- 1Y
- 15.96%
- 3Y*
- 21.52%
- 5Y*
- 10.93%
- 10Y*
- 14.57%
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. JNRFX - Expense Ratio Comparison
JGLTX has a 0.72% expense ratio, which is higher than JNRFX's 0.66% expense ratio.
Return for Risk
JGLTX vs. JNRFX — Risk / Return Rank
JGLTX
JNRFX
JGLTX vs. JNRFX - 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 Janus Henderson Research Fund (JNRFX). 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 | JNRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.76 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.25 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.99 | +0.82 |
Martin ratioReturn relative to average drawdown | 6.15 | 3.52 | +2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JGLTX | JNRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.76 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.50 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.69 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.44 | -0.14 |
Correlation
The correlation between JGLTX and JNRFX is 0.93, 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. JNRFX - Dividend Comparison
JGLTX's dividend yield for the trailing twelve months is around 9.66%, less than JNRFX's 13.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 9.66% | 8.98% | 0.00% | 0.00% | 26.96% | 14.48% | 7.71% | 6.81% | 4.95% | 5.68% | 3.71% | 16.11% |
JNRFX Janus Henderson Research Fund | 13.36% | 11.94% | 5.11% | 2.93% | 0.43% | 13.01% | 2.98% | 10.37% | 11.06% | 8.22% | 5.41% | 9.21% |
Drawdowns
JGLTX vs. JNRFX - Drawdown Comparison
The maximum JGLTX drawdown since its inception was -81.78%, which is greater than JNRFX's maximum drawdown of -74.74%. Use the drawdown chart below to compare losses from any high point for JGLTX and JNRFX.
Loading graphics...
Drawdown Indicators
| JGLTX | JNRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.78% | -74.74% | -7.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -17.05% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -45.18% | -36.48% | -8.70% |
Max Drawdown (10Y)Largest decline over 10 years | -45.18% | -36.48% | -8.70% |
Current DrawdownCurrent decline from peak | -12.47% | -13.85% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -36.82% | -25.07% | -11.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 4.78% | -0.13% |
Volatility
JGLTX vs. JNRFX - Volatility Comparison
Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a higher volatility of 8.22% compared to Janus Henderson Research Fund (JNRFX) at 7.06%. This indicates that JGLTX's price experiences larger fluctuations and is considered to be riskier than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JGLTX | JNRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 7.06% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.11% | 12.64% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.28% | 22.52% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.93% | 22.03% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.31% | 21.27% | +3.04% |