JNSMX vs. JAGTX
Compare and contrast key facts about Janus Henderson Global Allocation Fund - Moderate (JNSMX) and Janus Global Technology and Innovation Fund (JAGTX).
JNSMX is managed by Janus Henderson. It was launched on Dec 29, 2005. JAGTX is a passively managed fund by Janus Henderson that tracks the performance of the MSCI All Country World Information Technology Index. It was launched on Dec 31, 1998.
Performance
JNSMX vs. JAGTX - Performance Comparison
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JNSMX vs. JAGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | -1.94% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
JAGTX Janus Global Technology and Innovation Fund | -7.05% | 24.86% | 47.04% | 55.16% | -37.69% | 17.39% | 51.00% | 45.08% | 0.78% | 44.62% |
Returns By Period
In the year-to-date period, JNSMX achieves a -1.94% return, which is significantly higher than JAGTX's -7.05% return. Over the past 10 years, JNSMX has underperformed JAGTX with an annualized return of 6.03%, while JAGTX has yielded a comparatively higher 21.58% annualized return.
JNSMX
- 1D
- 1.94%
- 1M
- -4.16%
- YTD
- -1.94%
- 6M
- -0.20%
- 1Y
- 13.01%
- 3Y*
- 9.52%
- 5Y*
- 3.50%
- 10Y*
- 6.03%
JAGTX
- 1D
- 4.03%
- 1M
- -7.48%
- YTD
- -7.05%
- 6M
- -6.61%
- 1Y
- 27.62%
- 3Y*
- 29.35%
- 5Y*
- 13.04%
- 10Y*
- 21.58%
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JNSMX vs. JAGTX - Expense Ratio Comparison
JNSMX has a 0.25% expense ratio, which is lower than JAGTX's 0.91% expense ratio.
Return for Risk
JNSMX vs. JAGTX — Risk / Return Rank
JNSMX
JAGTX
JNSMX vs. JAGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Moderate (JNSMX) and Janus Global Technology and Innovation Fund (JAGTX). 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.
| JNSMX | JAGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.15 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.72 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.79 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.32 | 6.06 | +1.26 |
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
| JNSMX | JAGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.15 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.49 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.88 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.01 |
Correlation
The correlation between JNSMX and JAGTX 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
JNSMX vs. JAGTX - Dividend Comparison
JNSMX's dividend yield for the trailing twelve months is around 6.02%, less than JAGTX's 14.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | 6.02% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
JAGTX Janus Global Technology and Innovation Fund | 14.73% | 13.69% | 23.66% | 0.78% | 0.00% | 16.05% | 9.00% | 8.62% | 6.56% | 7.50% | 4.85% | 8.12% |
Drawdowns
JNSMX vs. JAGTX - Drawdown Comparison
The maximum JNSMX drawdown since its inception was -39.85%, smaller than the maximum JAGTX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for JNSMX and JAGTX.
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Drawdown Indicators
| JNSMX | JAGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.85% | -84.57% | +44.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -15.95% | +8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -46.52% | +21.37% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | -46.52% | +21.37% |
Current DrawdownCurrent decline from peak | -5.19% | -12.56% | +7.37% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -40.07% | +34.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 4.70% | -2.88% |
Volatility
JNSMX vs. JAGTX - Volatility Comparison
The current volatility for Janus Henderson Global Allocation Fund - Moderate (JNSMX) is 4.33%, while Janus Global Technology and Innovation Fund (JAGTX) has a volatility of 8.31%. This indicates that JNSMX experiences smaller price fluctuations and is considered to be less risky than JAGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNSMX | JAGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 8.31% | -3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 16.28% | -9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 25.52% | -14.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 26.67% | -16.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.11% | 24.60% | -14.49% |