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MBCSX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MBCSX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Blue Chip Growth Fund (MBCSX) 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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MBCSX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBCSX
MassMutual Blue Chip Growth Fund
-14.78%16.68%35.05%51.00%-34.11%17.05%33.53%38.41%0.22%34.43%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
-10.63%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, MBCSX achieves a -14.78% return, which is significantly lower than JATIX's -10.63% return. Over the past 10 years, MBCSX has underperformed JATIX with an annualized return of 15.21%, while JATIX has yielded a comparatively higher 19.99% annualized return.


MBCSX

1D
-0.12%
1M
-9.17%
YTD
-14.78%
6M
-13.95%
1Y
9.58%
3Y*
19.53%
5Y*
9.03%
10Y*
15.21%

JATIX

1D
-1.42%
1M
-10.86%
YTD
-10.63%
6M
-9.83%
1Y
24.41%
3Y*
23.38%
5Y*
10.59%
10Y*
19.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MBCSX vs. JATIX - Expense Ratio Comparison

MBCSX has a 0.73% expense ratio, which is lower than JATIX's 0.76% expense ratio.


Return for Risk

MBCSX vs. JATIX — Risk / Return Rank

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

MBCSX
MBCSX Risk / Return Rank: 1616
Overall Rank
MBCSX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MBCSX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MBCSX Omega Ratio Rank: 1717
Omega Ratio Rank
MBCSX Calmar Ratio Rank: 1414
Calmar Ratio Rank
MBCSX Martin Ratio Rank: 1414
Martin Ratio Rank

JATIX
JATIX Risk / Return Rank: 5050
Overall Rank
JATIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JATIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JATIX Omega Ratio Rank: 4949
Omega Ratio Rank
JATIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JATIX Martin Ratio Rank: 4343
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.

MBCSX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Blue Chip Growth Fund (MBCSX) 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.


MBCSXJATIXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.94

-0.52

Sortino ratio

Return per unit of downside risk

0.78

1.45

-0.67

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.37

1.27

-0.90

Martin ratio

Return relative to average drawdown

1.29

4.39

-3.10

MBCSX vs. JATIX - Sharpe Ratio Comparison

The current MBCSX Sharpe Ratio is 0.42, which is lower than the JATIX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of MBCSX 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


MBCSXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.94

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.41

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.82

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.83

-0.43

Correlation

The correlation between MBCSX and JATIX is 0.93, 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

MBCSX vs. JATIX - Dividend Comparison

MBCSX's dividend yield for the trailing twelve months is around 50.80%, more than JATIX's 14.75% yield.


TTM20252024202320222021202020192018201720162015
MBCSX
MassMutual Blue Chip Growth Fund
50.80%43.29%13.12%23.06%18.44%21.93%4.59%11.06%6.70%4.00%4.77%18.85%
JATIX
Janus Henderson Global Technology and Innovation Fund Class I
14.75%13.19%11.48%0.76%0.00%15.67%8.94%8.47%6.65%7.41%4.80%7.71%

Drawdowns

MBCSX vs. JATIX - Drawdown Comparison

The maximum MBCSX drawdown since its inception was -54.66%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for MBCSX and JATIX.


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Drawdown Indicators


MBCSXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.66%

-46.43%

-8.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.47%

-15.94%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-48.37%

-46.43%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-48.37%

-46.43%

-1.94%

Current Drawdown

Current decline from peak

-17.47%

-15.94%

-1.53%

Average Drawdown

Average peak-to-trough decline

-12.08%

-6.77%

-5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

4.62%

+0.39%

Volatility

MBCSX vs. JATIX - Volatility Comparison

The current volatility for MassMutual Blue Chip Growth Fund (MBCSX) is 5.41%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 7.01%. This indicates that MBCSX 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


MBCSXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

7.01%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

15.77%

-3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

25.26%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.76%

26.21%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.53%

24.35%

+1.18%