JNGTX vs. JNRFX
Compare and contrast key facts about Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) and Janus Henderson Research Fund (JNRFX).
JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNGTX or JNRFX.
Key characteristics
| JNGTX | JNRFX | |
|---|---|---|
| YTD Return | 34.67% | 35.56% |
| 1Y Return | 49.00% | 43.40% |
| 3Y Return (Ann) | 2.06% | 4.57% |
| 5Y Return (Ann) | 12.38% | 11.77% |
| 10Y Return (Ann) | 10.88% | 6.62% |
| Sharpe Ratio | 2.30 | 2.46 |
| Sortino Ratio | 2.98 | 3.22 |
| Omega Ratio | 1.41 | 1.44 |
| Calmar Ratio | 1.61 | 1.97 |
| Martin Ratio | 11.03 | 12.82 |
| Ulcer Index | 4.37% | 3.33% |
| Daily Std Dev | 20.96% | 17.35% |
| Max Drawdown | -53.97% | -43.98% |
| Current Drawdown | -0.08% | -0.04% |
Correlation
The correlation between JNGTX and JNRFX is 0.95, 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. JNRFX - Performance Comparison
The year-to-date returns for both investments are quite close, with JNGTX having a 34.67% return and JNRFX slightly higher at 35.56%. Over the past 10 years, JNGTX has outperformed JNRFX with an annualized return of 10.88%, while JNRFX has yielded a comparatively lower 6.62% 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. JNRFX - Expense Ratio Comparison
JNGTX has a 0.79% expense ratio, which is higher than JNRFX's 0.66% expense ratio.
Risk-Adjusted Performance
JNGTX vs. JNRFX - 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 Research Fund (JNRFX). 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. JNRFX - Dividend Comparison
JNGTX has not paid dividends to shareholders, while JNRFX's dividend yield for the trailing twelve months is around 0.04%.
| 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% |
JNRFX Janus Henderson Research Fund | 0.04% | 0.05% | 0.19% | 0.00% | 0.11% | 0.86% | 0.36% | 0.42% | 0.29% | 0.45% | 0.38% | 0.44% |
Drawdowns
JNGTX vs. JNRFX - Drawdown Comparison
The maximum JNGTX drawdown since its inception was -53.97%, which is greater than JNRFX's maximum drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for JNGTX and JNRFX. For additional features, visit the drawdowns tool.
Volatility
JNGTX vs. JNRFX - Volatility Comparison
Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a higher volatility of 5.82% compared to Janus Henderson Research Fund (JNRFX) at 5.07%. This indicates that JNGTX's price experiences larger fluctuations and is considered to be riskier than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.