JNSGX vs. JGLTX
JNSGX (Janus Henderson Global Allocation Fund - Growth) and JGLTX (Janus Henderson VIT Global Technology and Innovation Portfolio) are both mutual funds - JNSGX is a Global Allocation fund managed by Janus Henderson, while JGLTX is a Technology Equities fund managed by Janus Henderson. Over the past 10 years, JNSGX returned 8.63%/yr vs 24.75%/yr for JGLTX. Their correlation of 0.85 suggests significant overlap in exposure. JNSGX charges 0.26%/yr vs 0.72%/yr for JGLTX.
Performance
JNSGX vs. JGLTX - Performance Comparison
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Returns By Period
In the year-to-date period, JNSGX achieves a 9.44% return, which is significantly lower than JGLTX's 33.79% return. Over the past 10 years, JNSGX has underperformed JGLTX with an annualized return of 8.63%, while JGLTX has yielded a comparatively higher 24.75% annualized return.
JNSGX
- 1D
- -0.69%
- 1M
- 3.89%
- YTD
- 9.44%
- 6M
- 10.07%
- 1Y
- 22.05%
- 3Y*
- 15.61%
- 5Y*
- 6.50%
- 10Y*
- 8.63%
JGLTX
- 1D
- -0.99%
- 1M
- 16.01%
- YTD
- 33.79%
- 6M
- 33.57%
- 1Y
- 57.29%
- 3Y*
- 36.57%
- 5Y*
- 19.20%
- 10Y*
- 24.75%
JNSGX vs. JGLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNSGX Janus Henderson Global Allocation Fund - Growth | 9.44% | 18.68% | 11.17% | 13.71% | -17.82% | 10.38% | 14.54% | 19.94% | -8.20% | 19.73% |
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 33.79% | 25.19% | 32.10% | 54.55% | -36.42% | 18.28% | 50.42% | 45.29% | 1.17% | 45.17% |
Correlation
The correlation between JNSGX and JGLTX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2006 | 0.85 |
The correlation between JNSGX and JGLTX has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
JNSGX vs. JGLTX — Risk / Return Rank
JNSGX
JGLTX
JNSGX vs. JGLTX - 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 VIT Global Technology and Innovation Portfolio (JGLTX). 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.
| JNSGX | JGLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.47 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.74 | -1.06 |
| Martin ratioReturn relative to average drawdown | 11.74 | 12.80 | -1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNSGX | JGLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 2.88 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.74 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 1.01 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.36 | +0.09 |
Drawdowns
JNSGX vs. JGLTX - Drawdown Comparison
The maximum JNSGX drawdown since its inception was -50.39%, smaller than the maximum JGLTX drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for JNSGX and JGLTX.
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Drawdown Indicators
| JNSGX | JGLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.39% | -81.78% | +31.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -15.81% | +7.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -23.72% | +10.02% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -45.18% | +18.88% |
Max Drawdown (10Y)Largest decline over 10 years | -29.47% | -45.18% | +15.71% |
Current DrawdownCurrent decline from peak | -0.69% | -0.99% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -36.59% | +28.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 4.60% | -2.67% |
Volatility
JNSGX vs. JGLTX - Volatility Comparison
The current volatility for Janus Henderson Global Allocation Fund - Growth (JNSGX) is 3.76%, while Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a volatility of 6.92%. This indicates that JNSGX experiences smaller price fluctuations and is considered to be less risky than JGLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNSGX | JGLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 6.92% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 16.88% | -7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 20.52% | -9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.04% | 26.09% | -13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 24.49% | -11.26% |
JNSGX vs. JGLTX - Expense Ratio Comparison
JNSGX has a 0.26% expense ratio, which is lower than JGLTX's 0.72% expense ratio.
Dividends
JNSGX vs. JGLTX - Dividend Comparison
JNSGX's dividend yield for the trailing twelve months is around 6.11%, less than JGLTX's 6.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 6.71% | 8.98% | 0.00% | 0.00% | 26.96% | 14.48% | 7.71% | 6.81% | 4.95% | 5.68% | 3.71% | 16.11% |
JNSGX Janus Henderson Global Allocation Fund - Growth | 6.11% | 6.68% | 9.20% | 1.46% | 4.67% | 16.70% | 4.75% | 7.16% | 5.35% | 6.43% | 2.55% | 10.31% |
Frequently Asked Questions
JNSGX and JGLTX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JGLTX has higher volatility (6.92%) compared to JNSGX (3.76%). In terms of maximum drawdown, JNSGX dropped -50.39% vs JGLTX's -81.78%.
JGLTX currently has the higher Sharpe Ratio (2.88 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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