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JMUIX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMUIX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Multi-Sector Income Fund (JMUIX) 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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JMUIX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMUIX
Janus Henderson Multi-Sector Income Fund
-1.21%9.63%7.01%10.39%-11.91%3.26%5.48%11.21%0.65%6.57%
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, JMUIX achieves a -1.21% return, which is significantly higher than JATIX's -10.63% return. Over the past 10 years, JMUIX has underperformed JATIX with an annualized return of 4.54%, while JATIX has yielded a comparatively higher 19.99% annualized return.


JMUIX

1D
0.23%
1M
-2.27%
YTD
-1.21%
6M
0.73%
1Y
6.08%
3Y*
7.34%
5Y*
2.83%
10Y*
4.54%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMUIX vs. JATIX - Expense Ratio Comparison

JMUIX has a 0.69% expense ratio, which is lower than JATIX's 0.76% expense ratio.


Return for Risk

JMUIX vs. JATIX — Risk / Return Rank

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

JMUIX
JMUIX Risk / Return Rank: 9393
Overall Rank
JMUIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JMUIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
JMUIX Omega Ratio Rank: 9191
Omega Ratio Rank
JMUIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
JMUIX Martin Ratio Rank: 9292
Martin Ratio Rank

JATIX
JATIX Risk / Return Rank: 5050
Overall Rank
JATIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JATIX Omega Ratio Rank: 4949
Omega Ratio Rank
JATIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JATIX Martin Ratio Rank: 4343
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.

JMUIX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Multi-Sector Income Fund (JMUIX) 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.


JMUIXJATIXDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.94

+1.05

Sortino ratio

Return per unit of downside risk

3.13

1.45

+1.68

Omega ratio

Gain probability vs. loss probability

1.43

1.20

+0.23

Calmar ratio

Return relative to maximum drawdown

2.70

1.27

+1.43

Martin ratio

Return relative to average drawdown

11.21

4.39

+6.82

JMUIX vs. JATIX - Sharpe Ratio Comparison

The current JMUIX Sharpe Ratio is 1.99, which is higher than the JATIX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JMUIX 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


JMUIXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.94

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.41

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.82

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.83

+0.29

Correlation

The correlation between JMUIX and JATIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JMUIX vs. JATIX - Dividend Comparison

JMUIX's dividend yield for the trailing twelve months is around 6.09%, less than JATIX's 14.75% yield.


TTM20252024202320222021202020192018201720162015
JMUIX
Janus Henderson Multi-Sector Income Fund
6.09%6.57%7.00%6.66%5.15%4.25%4.62%4.99%4.69%5.66%5.16%4.86%
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

JMUIX vs. JATIX - Drawdown Comparison

The maximum JMUIX drawdown since its inception was -16.09%, smaller than the maximum JATIX drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JMUIX and JATIX.


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Drawdown Indicators


JMUIXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-46.43%

+30.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-15.94%

+13.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-46.43%

+30.44%

Max Drawdown (10Y)

Largest decline over 10 years

-16.09%

-46.43%

+30.34%

Current Drawdown

Current decline from peak

-2.27%

-15.94%

+13.67%

Average Drawdown

Average peak-to-trough decline

-2.15%

-6.77%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

4.62%

-4.02%

Volatility

JMUIX vs. JATIX - Volatility Comparison

The current volatility for Janus Henderson Multi-Sector Income Fund (JMUIX) is 1.29%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 7.01%. This indicates that JMUIX 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


JMUIXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

7.01%

-5.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

15.77%

-13.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

25.26%

-21.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.37%

26.21%

-21.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

24.35%

-20.34%