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JLGMX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JLGMX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX). The values are adjusted to include any dividend payments, if applicable.

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JLGMX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-7.59%14.38%35.40%34.95%-25.20%18.48%56.39%39.47%0.74%38.41%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
-5.22%25.04%32.38%55.38%-37.60%17.57%51.25%45.27%0.97%44.79%

Returns By Period

In the year-to-date period, JLGMX achieves a -7.59% return, which is significantly lower than JATIX's -5.22% return. Over the past 10 years, JLGMX has underperformed JATIX with an annualized return of 18.35%, while JATIX has yielded a comparatively higher 20.70% annualized return.


JLGMX

1D
0.97%
1M
-2.80%
YTD
-7.59%
6M
-9.68%
1Y
12.81%
3Y*
20.94%
5Y*
10.92%
10Y*
18.35%

JATIX

1D
1.94%
1M
-3.00%
YTD
-5.22%
6M
-5.39%
1Y
29.29%
3Y*
25.83%
5Y*
11.25%
10Y*
20.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JLGMX vs. JATIX - Expense Ratio Comparison

JLGMX has a 0.44% expense ratio, which is lower than JATIX's 0.76% expense ratio.


Return for Risk

JLGMX vs. JATIX — Risk / Return Rank

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

JLGMX
JLGMX Risk / Return Rank: 2020
Overall Rank
JLGMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2222
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2121
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 1818
Martin Ratio Rank

JATIX
JATIX Risk / Return Rank: 5959
Overall Rank
JATIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
JATIX Omega Ratio Rank: 5353
Omega Ratio Rank
JATIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
JATIX Martin Ratio Rank: 5757
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.

JLGMX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX). 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.


JLGMXJATIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.19

-0.54

Sortino ratio

Return per unit of downside risk

1.07

1.77

-0.70

Omega ratio

Gain probability vs. loss probability

1.15

1.24

-0.10

Calmar ratio

Return relative to maximum drawdown

0.87

2.00

-1.14

Martin ratio

Return relative to average drawdown

2.61

6.74

-4.13

JLGMX vs. JATIX - Sharpe Ratio Comparison

The current JLGMX Sharpe Ratio is 0.65, which is lower than the JATIX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of JLGMX and JATIX, 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


JLGMXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.19

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.43

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.85

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.85

-0.05

Correlation

The correlation between JLGMX and JATIX 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

JLGMX vs. JATIX - Dividend Comparison

JLGMX's dividend yield for the trailing twelve months is around 11.95%, less than JATIX's 13.91% yield.


TTM20252024202320222021202020192018201720162015
JLGMX
JPMorgan Large Cap Growth Fund Class R6
11.95%11.04%2.12%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
13.91%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%

Drawdowns

JLGMX vs. JATIX - Drawdown Comparison

The maximum JLGMX drawdown since its inception was -31.82%, smaller than the maximum JATIX drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JLGMX and JATIX.


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Drawdown Indicators


JLGMXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.82%

-46.43%

+14.61%

Max Drawdown (1Y)

Largest decline over 1 year

-16.73%

-15.94%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.13%

-46.43%

+15.30%

Max Drawdown (10Y)

Largest decline over 10 years

-31.82%

-46.43%

+14.61%

Current Drawdown

Current decline from peak

-13.00%

-10.85%

-2.15%

Average Drawdown

Average peak-to-trough decline

-5.83%

-6.78%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

4.74%

+0.83%

Volatility

JLGMX vs. JATIX - Volatility Comparison

The current volatility for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) is 6.50%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 8.20%. This indicates that JLGMX experiences smaller price fluctuations and is considered to be less risky than JATIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JLGMXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

8.20%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

16.39%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

25.57%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

26.24%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

24.38%

-2.84%