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JGLTX vs. STK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGLTX vs. STK - 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 Columbia Seligman Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

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JGLTX vs. STK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
-10.57%25.19%32.10%54.55%-36.42%18.28%50.42%45.29%1.17%45.17%
STK
Columbia Seligman Premium Technology Growth Closed Fund
4.31%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%

Returns By Period

In the year-to-date period, JGLTX achieves a -10.57% return, which is significantly lower than STK's 4.31% return. Over the past 10 years, JGLTX has outperformed STK with an annualized return of 20.23%, while STK has yielded a comparatively lower 19.03% annualized return.


JGLTX

1D
-1.43%
1M
-10.72%
YTD
-10.57%
6M
-9.78%
1Y
24.46%
3Y*
23.30%
5Y*
11.02%
10Y*
20.23%

STK

1D
5.54%
1M
-6.23%
YTD
4.31%
6M
12.70%
1Y
46.63%
3Y*
22.64%
5Y*
14.46%
10Y*
19.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGLTX vs. STK - Expense Ratio Comparison

JGLTX has a 0.72% expense ratio, which is lower than STK's 1.26% expense ratio.


Return for Risk

JGLTX vs. STK — Risk / Return Rank

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

JGLTX
JGLTX Risk / Return Rank: 5151
Overall Rank
JGLTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JGLTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JGLTX Omega Ratio Rank: 5050
Omega Ratio Rank
JGLTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JGLTX Martin Ratio Rank: 4444
Martin Ratio Rank

STK
STK Risk / Return Rank: 9191
Overall Rank
STK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
STK Sortino Ratio Rank: 9090
Sortino Ratio Rank
STK Omega Ratio Rank: 8686
Omega Ratio Rank
STK Calmar Ratio Rank: 9595
Calmar Ratio Rank
STK Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGLTX vs. STK - 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 Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.


JGLTXSTKDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.83

-0.88

Sortino ratio

Return per unit of downside risk

1.46

2.53

-1.07

Omega ratio

Gain probability vs. loss probability

1.20

1.36

-0.15

Calmar ratio

Return relative to maximum drawdown

1.29

3.31

-2.02

Martin ratio

Return relative to average drawdown

4.44

12.25

-7.81

JGLTX vs. STK - Sharpe Ratio Comparison

The current JGLTX Sharpe Ratio is 0.95, which is lower than the STK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of JGLTX and STK, 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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Sharpe Ratios by Period


JGLTXSTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.83

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.59

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.74

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.64

-0.35

Correlation

The correlation between JGLTX and STK is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JGLTX vs. STK - Dividend Comparison

JGLTX's dividend yield for the trailing twelve months is around 10.04%, more than STK's 7.16% yield.


TTM20252024202320222021202020192018201720162015
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
10.04%8.98%0.00%0.00%26.96%14.48%7.71%6.81%4.95%5.68%3.71%16.11%
STK
Columbia Seligman Premium Technology Growth Closed Fund
7.16%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Drawdowns

JGLTX vs. STK - Drawdown Comparison

The maximum JGLTX drawdown since its inception was -81.78%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for JGLTX and STK.


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Drawdown Indicators


JGLTXSTKDifference

Max Drawdown

Largest peak-to-trough decline

-81.78%

-41.74%

-40.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-13.59%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-45.18%

-36.27%

-8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-45.18%

-41.74%

-3.44%

Current Drawdown

Current decline from peak

-15.81%

-7.51%

-8.30%

Average Drawdown

Average peak-to-trough decline

-36.83%

-7.47%

-29.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

3.67%

+0.91%

Volatility

JGLTX vs. STK - Volatility Comparison

The current volatility for Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) is 6.94%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 9.65%. This indicates that JGLTX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGLTXSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

9.65%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

17.90%

-2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

25.03%

25.65%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.89%

24.83%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.28%

25.91%

-1.63%