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JNSGX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNSGX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Allocation Fund - Growth (JNSGX) 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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JNSGX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNSGX
Janus Henderson Global Allocation Fund - Growth
-2.50%18.68%11.17%13.71%-17.82%10.38%14.54%19.94%-8.20%19.73%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
-7.02%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, JNSGX achieves a -2.50% return, which is significantly higher than JATIX's -7.02% return. Over the past 10 years, JNSGX has underperformed JATIX with an annualized return of 7.55%, while JATIX has yielded a comparatively higher 20.47% annualized return.


JNSGX

1D
2.48%
1M
-5.00%
YTD
-2.50%
6M
-0.57%
1Y
15.71%
3Y*
11.43%
5Y*
4.86%
10Y*
7.55%

JATIX

1D
4.04%
1M
-7.48%
YTD
-7.02%
6M
-6.54%
1Y
27.80%
3Y*
25.03%
5Y*
10.82%
10Y*
20.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNSGX vs. JATIX - Expense Ratio Comparison

JNSGX has a 0.26% expense ratio, which is lower than JATIX's 0.76% expense ratio.


Return for Risk

JNSGX vs. JATIX — Risk / Return Rank

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

JNSGX
JNSGX Risk / Return Rank: 6262
Overall Rank
JNSGX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JNSGX Sortino Ratio Rank: 6161
Sortino Ratio Rank
JNSGX Omega Ratio Rank: 6161
Omega Ratio Rank
JNSGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
JNSGX Martin Ratio Rank: 6868
Martin Ratio Rank

JATIX
JATIX Risk / Return Rank: 6464
Overall Rank
JATIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
JATIX Omega Ratio Rank: 5959
Omega Ratio Rank
JATIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
JATIX Martin Ratio Rank: 6161
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.

JNSGX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Growth (JNSGX) 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.


JNSGXJATIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.16

+0.01

Sortino ratio

Return per unit of downside risk

1.69

1.73

-0.04

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.59

1.80

-0.21

Martin ratio

Return relative to average drawdown

7.10

6.11

+0.99

JNSGX vs. JATIX - Sharpe Ratio Comparison

The current JNSGX Sharpe Ratio is 1.17, which is comparable to the JATIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of JNSGX 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


JNSGXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.16

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.41

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.84

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.85

-0.43

Correlation

The correlation between JNSGX and JATIX is 0.84, 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.


Dividends

JNSGX vs. JATIX - Dividend Comparison

JNSGX's dividend yield for the trailing twelve months is around 6.85%, less than JATIX's 14.18% yield.


TTM20252024202320222021202020192018201720162015
JNSGX
Janus Henderson Global Allocation Fund - Growth
6.85%6.68%9.20%1.46%4.67%16.70%4.75%7.16%5.35%6.43%2.55%10.31%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
14.18%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%

Drawdowns

JNSGX vs. JATIX - Drawdown Comparison

The maximum JNSGX drawdown since its inception was -50.39%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JNSGX and JATIX.


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Drawdown Indicators


JNSGXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.39%

-46.43%

-3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-15.94%

+5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-46.43%

+20.13%

Max Drawdown (10Y)

Largest decline over 10 years

-29.47%

-46.43%

+16.96%

Current Drawdown

Current decline from peak

-6.21%

-12.54%

+6.33%

Average Drawdown

Average peak-to-trough decline

-8.08%

-6.78%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

4.69%

-2.45%

Volatility

JNSGX vs. JATIX - Volatility Comparison

The current volatility for Janus Henderson Global Allocation Fund - Growth (JNSGX) is 5.36%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 8.32%. This indicates that JNSGX 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


JNSGXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

8.32%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

16.28%

-7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

25.51%

-11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

26.26%

-13.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

24.38%

-11.23%