JNGTX vs. JANEX
Compare and contrast key facts about Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) and Janus Henderson Enterprise Fund (JANEX).
JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998. JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNGTX or JANEX.
Key characteristics
| JNGTX | JANEX | |
|---|---|---|
| YTD Return | 34.73% | 18.75% |
| 1Y Return | 42.36% | 21.58% |
| 3Y Return (Ann) | 1.74% | -5.63% |
| 5Y Return (Ann) | 12.05% | 1.67% |
| 10Y Return (Ann) | 10.80% | 5.86% |
| Sharpe Ratio | 2.19 | 1.68 |
| Sortino Ratio | 2.85 | 2.17 |
| Omega Ratio | 1.39 | 1.32 |
| Calmar Ratio | 1.71 | 0.73 |
| Martin Ratio | 10.43 | 9.97 |
| Ulcer Index | 4.37% | 2.45% |
| Daily Std Dev | 20.79% | 14.59% |
| Max Drawdown | -53.97% | -38.24% |
| Current Drawdown | -0.25% | -16.34% |
Correlation
The correlation between JNGTX and JANEX 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.
Performance
JNGTX vs. JANEX - Performance Comparison
In the year-to-date period, JNGTX achieves a 34.73% return, which is significantly higher than JANEX's 18.75% return. Over the past 10 years, JNGTX has outperformed JANEX with an annualized return of 10.80%, while JANEX has yielded a comparatively lower 5.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JNGTX vs. JANEX - Expense Ratio Comparison
Both JNGTX and JANEX have an expense ratio of 0.79%.
Risk-Adjusted Performance
JNGTX vs. JANEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) and Janus Henderson Enterprise Fund (JANEX). 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.
Dividends
JNGTX vs. JANEX - Dividend Comparison
Neither JNGTX nor JANEX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | 0.00% | 0.00% | 0.00% | 0.00% | 0.10% | 0.35% | 0.14% | 0.01% | 0.00% | 0.36% | 0.12% | 0.00% |
JANEX Janus Henderson Enterprise Fund | 0.00% | 0.00% | 0.00% | 0.33% | 0.30% | 0.11% | 0.17% | 0.09% | 0.09% | 0.28% | 0.03% | 0.14% |
Drawdowns
JNGTX vs. JANEX - Drawdown Comparison
The maximum JNGTX drawdown since its inception was -53.97%, which is greater than JANEX's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for JNGTX and JANEX. For additional features, visit the drawdowns tool.
Volatility
JNGTX vs. JANEX - Volatility Comparison
Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a higher volatility of 4.83% compared to Janus Henderson Enterprise Fund (JANEX) at 3.34%. This indicates that JNGTX's price experiences larger fluctuations and is considered to be riskier than JANEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.