JMGRX vs. JATIX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX).
JMGRX is a passively managed fund by Janus Henderson that tracks the performance of the Russell Midcap® Growth Index. It was launched on Sep 1, 1992. JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
JMGRX vs. JATIX - Performance Comparison
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JMGRX vs. JATIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | -8.45% | 7.66% | 15.28% | 18.03% | -15.99% | 17.07% | 20.43% | 35.28% | -0.88% | 26.36% |
JATIX Janus Henderson Global Technology and Innovation Fund Class I | -10.63% | 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, JMGRX achieves a -8.45% return, which is significantly higher than JATIX's -10.63% return. Over the past 10 years, JMGRX has underperformed JATIX with an annualized return of 11.30%, while JATIX has yielded a comparatively higher 19.99% annualized return.
JMGRX
- 1D
- -0.36%
- 1M
- -8.30%
- YTD
- -8.45%
- 6M
- -6.83%
- 1Y
- 2.70%
- 3Y*
- 7.32%
- 5Y*
- 4.69%
- 10Y*
- 11.30%
JATIX
- 1D
- -1.42%
- 1M
- -10.86%
- YTD
- -10.63%
- 6M
- -9.83%
- 1Y
- 24.41%
- 3Y*
- 23.38%
- 5Y*
- 10.59%
- 10Y*
- 19.99%
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JMGRX vs. JATIX - Expense Ratio Comparison
Both JMGRX and JATIX have an expense ratio of 0.76%.
Return for Risk
JMGRX vs. JATIX — Risk / Return Rank
JMGRX
JATIX
JMGRX vs. JATIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) 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.
| JMGRX | JATIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.94 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.45 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.20 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.11 | 1.27 | -1.16 |
Martin ratioReturn relative to average drawdown | 0.39 | 4.39 | -3.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMGRX | JATIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.94 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.41 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.82 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.83 | -0.26 |
Correlation
The correlation between JMGRX and JATIX is 0.84, 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
JMGRX vs. JATIX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 8.15%, less than JATIX's 14.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | 8.15% | 7.46% | 6.97% | 7.46% | 10.42% | 15.91% | 8.44% | 4.47% | 6.42% | 1.77% | 1.81% | 3.63% |
JATIX Janus Henderson Global Technology and Innovation Fund Class I | 14.75% | 13.19% | 11.48% | 0.76% | 0.00% | 15.67% | 8.94% | 8.47% | 6.65% | 7.41% | 4.80% | 7.71% |
Drawdowns
JMGRX vs. JATIX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JMGRX and JATIX.
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Drawdown Indicators
| JMGRX | JATIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -46.43% | -9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -15.94% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -46.43% | +22.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -46.43% | +8.18% |
Current DrawdownCurrent decline from peak | -11.39% | -15.94% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -6.77% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.62% | -1.07% |
Volatility
JMGRX vs. JATIX - Volatility Comparison
The current volatility for Janus Enterprise Fund Class I (JMGRX) is 4.44%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 7.01%. This indicates that JMGRX 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
| JMGRX | JATIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 7.01% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 15.77% | -5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 25.26% | -6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 26.21% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 24.35% | -5.70% |