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PRGTX vs. JATIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRGTX vs. JATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Technology Fund (PRGTX) 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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PRGTX vs. JATIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGTX
T. Rowe Price Global Technology Fund
-7.19%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%
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, PRGTX achieves a -7.19% return, which is significantly higher than JATIX's -10.63% return. Over the past 10 years, PRGTX has underperformed JATIX with an annualized return of 15.10%, while JATIX has yielded a comparatively higher 19.99% annualized return.


PRGTX

1D
-1.60%
1M
-9.81%
YTD
-7.19%
6M
-5.41%
1Y
32.83%
3Y*
25.62%
5Y*
3.37%
10Y*
15.10%

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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PRGTX vs. JATIX - Expense Ratio Comparison

PRGTX has a 0.95% expense ratio, which is higher than JATIX's 0.76% expense ratio.


Return for Risk

PRGTX vs. JATIX — Risk / Return Rank

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

PRGTX
PRGTX Risk / Return Rank: 7171
Overall Rank
PRGTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 6666
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 6969
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.

PRGTX vs. JATIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) 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.


PRGTXJATIXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.94

+0.22

Sortino ratio

Return per unit of downside risk

1.72

1.45

+0.27

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

2.06

1.27

+0.79

Martin ratio

Return relative to average drawdown

6.49

4.39

+2.11

PRGTX vs. JATIX - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 1.16, which is comparable to the JATIX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of PRGTX 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


PRGTXJATIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.94

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.41

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.82

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.83

-0.43

Correlation

The correlation between PRGTX 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

PRGTX vs. JATIX - Dividend Comparison

PRGTX has not paid dividends to shareholders, while JATIX's dividend yield for the trailing twelve months is around 14.75%.


TTM20252024202320222021202020192018201720162015
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%
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

PRGTX vs. JATIX - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -71.18%, which is greater than JATIX's maximum drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for PRGTX and JATIX.


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Drawdown Indicators


PRGTXJATIXDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-46.43%

-24.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-15.94%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-65.29%

-46.43%

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-65.29%

-46.43%

-18.86%

Current Drawdown

Current decline from peak

-13.06%

-15.94%

+2.88%

Average Drawdown

Average peak-to-trough decline

-21.68%

-6.77%

-14.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

4.62%

-0.18%

Volatility

PRGTX vs. JATIX - Volatility Comparison

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 8.97% compared to Janus Henderson Global Technology and Innovation Fund Class I (JATIX) at 7.01%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier 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


PRGTXJATIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

7.01%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

15.77%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

27.78%

25.26%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.74%

26.21%

+5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.17%

24.35%

+3.82%