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JNGTX vs. JNRFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

JNGTX vs. JNRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) and Janus Henderson Research Fund (JNRFX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
373.24%
280.61%
JNGTX
JNRFX

Key characteristics

Sharpe Ratio

JNGTX:

0.95

JNRFX:

1.76

Sortino Ratio

JNGTX:

1.31

JNRFX:

2.32

Omega Ratio

JNGTX:

1.20

JNRFX:

1.32

Calmar Ratio

JNGTX:

0.88

JNRFX:

1.67

Martin Ratio

JNGTX:

4.38

JNRFX:

9.10

Ulcer Index

JNGTX:

5.11%

JNRFX:

3.54%

Daily Std Dev

JNGTX:

23.49%

JNRFX:

18.30%

Max Drawdown

JNGTX:

-53.97%

JNRFX:

-43.98%

Current Drawdown

JNGTX:

-12.24%

JNRFX:

-5.40%

Returns By Period

In the year-to-date period, JNGTX achieves a 21.82% return, which is significantly lower than JNRFX's 31.63% return. Over the past 10 years, JNGTX has outperformed JNRFX with an annualized return of 11.22%, while JNRFX has yielded a comparatively lower 7.35% annualized return.


JNGTX

YTD

21.82%

1M

-9.04%

6M

-2.80%

1Y

22.36%

5Y*

10.47%

10Y*

11.22%

JNRFX

YTD

31.63%

1M

-1.56%

6M

6.42%

1Y

32.09%

5Y*

11.89%

10Y*

7.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JNGTX vs. JNRFX - Expense Ratio Comparison

JNGTX has a 0.79% expense ratio, which is higher than JNRFX's 0.66% expense ratio.


JNGTX
Janus Henderson Global Technology and Innovation Fund Class D
Expense ratio chart for JNGTX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for JNRFX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

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.


Sharpe ratio
The chart of Sharpe ratio for JNGTX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.951.76
The chart of Sortino ratio for JNGTX, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.001.312.32
The chart of Omega ratio for JNGTX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.32
The chart of Calmar ratio for JNGTX, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.0014.000.881.67
The chart of Martin ratio for JNGTX, currently valued at 4.38, compared to the broader market0.0020.0040.0060.004.389.10
JNGTX
JNRFX

The current JNGTX Sharpe Ratio is 0.95, which is lower than the JNRFX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of JNGTX and JNRFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.95
1.76
JNGTX
JNRFX

Dividends

JNGTX vs. JNRFX - Dividend Comparison

Neither JNGTX nor JNRFX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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
0.00%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.24%
-5.40%
JNGTX
JNRFX

Volatility

JNGTX vs. JNRFX - Volatility Comparison

Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a higher volatility of 11.59% compared to Janus Henderson Research Fund (JNRFX) at 6.74%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.59%
6.74%
JNGTX
JNRFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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