JNSMX vs. JATIX
Compare and contrast key facts about Janus Henderson Global Allocation Fund - Moderate (JNSMX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX).
JNSMX is managed by Janus Henderson. It was launched on Dec 29, 2005. JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
JNSMX vs. JATIX - Performance Comparison
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JNSMX vs. JATIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | -3.81% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
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, JNSMX achieves a -3.81% return, which is significantly higher than JATIX's -7.02% return. Over the past 10 years, JNSMX has underperformed JATIX with an annualized return of 5.82%, while JATIX has yielded a comparatively higher 20.47% annualized return.
JNSMX
- 1D
- -0.15%
- 1M
- -5.98%
- YTD
- -3.81%
- 6M
- -2.10%
- 1Y
- 10.86%
- 3Y*
- 8.82%
- 5Y*
- 3.31%
- 10Y*
- 5.82%
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%
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JNSMX vs. JATIX - Expense Ratio Comparison
JNSMX has a 0.25% expense ratio, which is lower than JATIX's 0.76% expense ratio.
Return for Risk
JNSMX vs. JATIX — Risk / Return Rank
JNSMX
JATIX
JNSMX vs. JATIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Moderate (JNSMX) 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.
| JNSMX | JATIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.16 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.73 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.80 | -0.52 |
Martin ratioReturn relative to average drawdown | 5.63 | 6.11 | -0.48 |
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 | JATIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.16 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.41 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.85 | -0.38 |
Correlation
The correlation between JNSMX and JATIX is 0.82, 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. JATIX - Dividend Comparison
JNSMX's dividend yield for the trailing twelve months is around 6.14%, less than JATIX's 14.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | 6.14% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
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
JNSMX vs. JATIX - Drawdown Comparison
The maximum JNSMX drawdown since its inception was -39.85%, smaller than the maximum JATIX drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JNSMX and JATIX.
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Drawdown Indicators
| JNSMX | JATIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.85% | -46.43% | +6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -15.94% | +8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -46.43% | +21.28% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | -46.43% | +21.28% |
Current DrawdownCurrent decline from peak | -7.00% | -12.54% | +5.54% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -6.78% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 4.69% | -2.90% |
Volatility
JNSMX vs. JATIX - Volatility Comparison
The current volatility for Janus Henderson Global Allocation Fund - Moderate (JNSMX) is 3.73%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 8.32%. This indicates that JNSMX 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
| JNSMX | JATIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 8.32% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 16.28% | -9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.49% | 25.51% | -15.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.33% | 26.26% | -15.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 24.38% | -14.29% |