JNRFX vs. VGT
Compare and contrast key facts about Janus Henderson Research Fund (JNRFX) and Vanguard Information Technology ETF (VGT).
JNRFX is managed by Janus Henderson. It was launched on May 3, 1993. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNRFX or VGT.
Key characteristics
| JNRFX | VGT | |
|---|---|---|
| YTD Return | 35.12% | 29.17% |
| 1Y Return | 40.08% | 40.51% |
| 3Y Return (Ann) | 4.14% | 12.36% |
| 5Y Return (Ann) | 11.64% | 22.93% |
| 10Y Return (Ann) | 6.59% | 20.94% |
| Sharpe Ratio | 2.47 | 2.10 |
| Sortino Ratio | 3.24 | 2.68 |
| Omega Ratio | 1.44 | 1.37 |
| Calmar Ratio | 2.12 | 2.90 |
| Martin Ratio | 12.91 | 10.47 |
| Ulcer Index | 3.33% | 4.22% |
| Daily Std Dev | 17.28% | 21.00% |
| Max Drawdown | -43.98% | -54.63% |
| Current Drawdown | -0.37% | -0.58% |
Correlation
The correlation between JNRFX and VGT is 0.93, 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
JNRFX vs. VGT - Performance Comparison
In the year-to-date period, JNRFX achieves a 35.12% return, which is significantly higher than VGT's 29.17% return. Over the past 10 years, JNRFX has underperformed VGT with an annualized return of 6.59%, while VGT has yielded a comparatively higher 20.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JNRFX vs. VGT - Expense Ratio Comparison
JNRFX has a 0.66% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
JNRFX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund (JNRFX) and Vanguard Information Technology ETF (VGT). 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
JNRFX vs. VGT - Dividend Comparison
JNRFX's dividend yield for the trailing twelve months is around 0.04%, less than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
JNRFX vs. VGT - Drawdown Comparison
The maximum JNRFX drawdown since its inception was -43.98%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for JNRFX and VGT. For additional features, visit the drawdowns tool.
Volatility
JNRFX vs. VGT - Volatility Comparison
The current volatility for Janus Henderson Research Fund (JNRFX) is 5.08%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.38%. This indicates that JNRFX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.