JMGRX vs. JGLTX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX).
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. JGLTX is managed by Janus Henderson. It was launched on Jan 17, 2000.
Performance
JMGRX vs. JGLTX - Performance Comparison
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JMGRX vs. JGLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | -5.96% | 7.66% | 15.28% | 18.03% | -15.99% | 17.07% | 20.43% | 35.28% | -0.88% | 26.36% |
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% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly higher than JGLTX's -7.02% return. Over the past 10 years, JMGRX has underperformed JGLTX with an annualized return of 11.60%, while JGLTX has yielded a comparatively higher 20.70% annualized return.
JMGRX
- 1D
- 2.71%
- 1M
- -5.70%
- YTD
- -5.96%
- 6M
- -3.90%
- 1Y
- 5.15%
- 3Y*
- 8.29%
- 5Y*
- 4.92%
- 10Y*
- 11.60%
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%
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JMGRX vs. JGLTX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is higher than JGLTX's 0.72% expense ratio.
Return for Risk
JMGRX vs. JGLTX — Risk / Return Rank
JMGRX
JGLTX
JMGRX vs. JGLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX). 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 | JGLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.17 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.74 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.81 | -1.36 |
Martin ratioReturn relative to average drawdown | 1.57 | 6.15 | -4.58 |
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 | JGLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.17 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.44 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.85 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.30 | +0.28 |
Correlation
The correlation between JMGRX and JGLTX is 0.86, 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. JGLTX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, less than JGLTX's 9.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | 7.93% | 7.46% | 6.97% | 7.46% | 10.42% | 15.91% | 8.44% | 4.47% | 6.42% | 1.77% | 1.81% | 3.63% |
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% |
Drawdowns
JMGRX vs. JGLTX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, smaller than the maximum JGLTX drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for JMGRX and JGLTX.
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Drawdown Indicators
| JMGRX | JGLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -81.78% | +26.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -15.81% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -45.18% | +20.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -45.18% | +6.93% |
Current DrawdownCurrent decline from peak | -8.99% | -12.47% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -36.82% | +31.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 4.65% | -1.05% |
Volatility
JMGRX vs. JGLTX - Volatility Comparison
The current volatility for Janus Enterprise Fund Class I (JMGRX) is 5.41%, while Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a volatility of 8.22%. This indicates that JMGRX experiences smaller price fluctuations and is considered to be less risky than JGLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGRX | JGLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 8.22% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 16.11% | -5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 25.28% | -6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 25.93% | -8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 24.31% | -5.64% |