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JVSIX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JVSIX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Small-Mid Cap Value Fund (JVSIX) 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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JVSIX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JVSIX
Janus Henderson Small-Mid Cap Value Fund
2.24%4.45%16.28%15.25%-8.87%16.34%-3.09%26.95%-7.24%14.06%
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, JVSIX achieves a 2.24% return, which is significantly higher than JATIX's -7.02% return. Over the past 10 years, JVSIX has underperformed JATIX with an annualized return of 8.73%, while JATIX has yielded a comparatively higher 20.47% annualized return.


JVSIX

1D
2.44%
1M
-8.17%
YTD
2.24%
6M
4.49%
1Y
15.98%
3Y*
12.06%
5Y*
5.95%
10Y*
8.73%

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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JVSIX vs. JATIX - Expense Ratio Comparison

JVSIX has a 0.81% expense ratio, which is higher than JATIX's 0.76% expense ratio.


Return for Risk

JVSIX vs. JATIX — Risk / Return Rank

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

JVSIX
JVSIX Risk / Return Rank: 2727
Overall Rank
JVSIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JVSIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
JVSIX Omega Ratio Rank: 2323
Omega Ratio Rank
JVSIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
JVSIX Martin Ratio Rank: 2828
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.

JVSIX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small-Mid Cap Value Fund (JVSIX) 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.


JVSIXJATIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.16

-0.44

Sortino ratio

Return per unit of downside risk

1.16

1.73

-0.57

Omega ratio

Gain probability vs. loss probability

1.15

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

1.11

1.80

-0.69

Martin ratio

Return relative to average drawdown

3.67

6.11

-2.44

JVSIX vs. JATIX - Sharpe Ratio Comparison

The current JVSIX Sharpe Ratio is 0.72, which is lower than the JATIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of JVSIX 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


JVSIXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.16

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.41

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.84

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.85

-0.32

Correlation

The correlation between JVSIX and JATIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JVSIX vs. JATIX - Dividend Comparison

JVSIX's dividend yield for the trailing twelve months is around 9.11%, less than JATIX's 14.18% yield.


TTM20252024202320222021202020192018201720162015
JVSIX
Janus Henderson Small-Mid Cap Value Fund
9.11%9.31%7.89%0.91%0.56%2.96%0.75%10.80%14.38%5.56%5.44%6.93%
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

JVSIX vs. JATIX - Drawdown Comparison

The maximum JVSIX drawdown since its inception was -39.82%, smaller than the maximum JATIX drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for JVSIX and JATIX.


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Drawdown Indicators


JVSIXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.82%

-46.43%

+6.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.89%

-15.94%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-28.11%

-46.43%

+18.32%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

-46.43%

+6.61%

Current Drawdown

Current decline from peak

-9.71%

-12.54%

+2.83%

Average Drawdown

Average peak-to-trough decline

-5.16%

-6.78%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

4.69%

-0.21%

Volatility

JVSIX vs. JATIX - Volatility Comparison

The current volatility for Janus Henderson Small-Mid Cap Value Fund (JVSIX) is 6.66%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 8.32%. This indicates that JVSIX 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


JVSIXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

8.32%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

16.28%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.88%

25.51%

-2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

26.26%

-6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

24.38%

-4.67%