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Janus Henderson VIT Balanced Portfolio (JABLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4710214028

Issuer

Janus Henderson

Inception Date

Sep 12, 1993

Min. Investment

$0

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JABLX vs. VGSTX JABLX vs. PHG JABLX vs. QQQ JABLX vs. KOS JABLX vs. VTSAX JABLX vs. SWOBX JABLX vs. SCHD JABLX vs. VHT JABLX vs. BABA JABLX vs. VHGEX
Popular comparisons:
JABLX vs. VGSTX JABLX vs. PHG JABLX vs. QQQ JABLX vs. KOS JABLX vs. VTSAX JABLX vs. SWOBX JABLX vs. SCHD JABLX vs. VHT JABLX vs. BABA JABLX vs. VHGEX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus Henderson VIT Balanced Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.79%
11.50%
JABLX (Janus Henderson VIT Balanced Portfolio)
Benchmark (^GSPC)

Returns By Period

Janus Henderson VIT Balanced Portfolio had a return of 15.93% year-to-date (YTD) and 21.09% in the last 12 months. Over the past 10 years, Janus Henderson VIT Balanced Portfolio had an annualized return of 8.48%, while the S&P 500 had an annualized return of 11.13%, indicating that Janus Henderson VIT Balanced Portfolio did not perform as well as the benchmark.


JABLX

YTD

15.93%

1M

0.13%

6M

7.79%

1Y

21.09%

5Y (annualized)

9.15%

10Y (annualized)

8.48%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of JABLX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.92%2.86%2.15%-3.59%3.64%3.20%0.36%2.29%1.75%-1.62%15.93%
20234.59%-2.29%2.96%1.57%-0.82%2.87%1.92%-1.25%-3.93%-1.63%7.05%3.95%15.41%
2022-4.54%-2.11%0.30%-6.95%-0.07%-4.86%6.24%-3.31%-6.95%3.94%4.95%-3.25%-16.36%
2021-1.56%1.51%1.72%4.06%0.24%2.39%2.53%1.59%-3.64%4.78%-0.08%2.74%17.20%
20201.11%-4.66%-8.28%6.99%3.35%2.62%3.80%4.99%-1.96%-2.29%6.96%2.52%14.85%
20194.36%2.50%1.50%2.81%-3.05%4.31%1.47%0.81%0.72%0.82%2.68%1.84%22.60%
20183.71%-1.97%-1.06%-2.96%2.62%0.11%2.38%2.36%0.14%-4.00%1.51%-4.54%-2.10%
20172.41%2.93%-0.50%1.38%1.55%0.48%1.75%0.36%1.63%1.93%2.27%0.90%18.44%
2016-4.02%-0.21%3.51%-0.03%0.74%-0.26%3.09%-0.57%-0.27%-0.87%2.54%1.09%4.60%
2015-0.80%3.11%-0.90%0.63%0.50%-1.80%1.16%-3.69%-1.63%5.28%0.13%-1.07%0.61%
2014-1.75%3.53%-0.49%0.59%2.27%0.78%-0.98%2.31%-1.19%1.67%1.96%-0.36%8.51%
20133.02%0.93%2.65%1.76%0.78%-1.00%2.59%-1.28%2.78%2.98%1.67%1.80%20.22%

Expense Ratio

JABLX features an expense ratio of 0.62%, falling within the medium range.


Expense ratio chart for JABLX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JABLX is 82, placing it in the top 18% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JABLX is 8282
Combined Rank
The Sharpe Ratio Rank of JABLX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of JABLX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of JABLX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of JABLX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of JABLX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JABLX, currently valued at 2.49, compared to the broader market-1.000.001.002.003.004.005.002.492.46
The chart of Sortino ratio for JABLX, currently valued at 3.53, compared to the broader market0.005.0010.003.533.31
The chart of Omega ratio for JABLX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.46
The chart of Calmar ratio for JABLX, currently valued at 2.63, compared to the broader market0.005.0010.0015.0020.0025.002.633.55
The chart of Martin ratio for JABLX, currently valued at 15.86, compared to the broader market0.0020.0040.0060.0080.00100.0015.8615.76
JABLX
^GSPC

The current Janus Henderson VIT Balanced Portfolio Sharpe ratio is 2.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Janus Henderson VIT Balanced Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.49
2.46
JABLX (Janus Henderson VIT Balanced Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

Janus Henderson VIT Balanced Portfolio provided a 1.84% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.96$0.91$0.54$0.43$0.73$0.72$0.78$0.54$0.67$0.50$0.55$0.45

Dividend yield

1.84%2.01%1.34%0.85%1.67%1.83%2.30%1.52%2.20%1.67%1.74%1.50%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson VIT Balanced Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.00$0.00$0.00$0.49
2023$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$0.47$0.91
2022$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.31$0.54
2021$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.19$0.43
2020$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.36$0.73
2019$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.35$0.72
2018$0.00$0.00$0.00$0.44$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.24$0.78
2017$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.20$0.54
2016$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.28$0.67
2015$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.16$0.50
2014$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.18$0.55
2013$0.34$0.00$0.00$0.00$0.00$0.00$0.12$0.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.24%
-1.40%
JABLX (Janus Henderson VIT Balanced Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson VIT Balanced Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Janus Henderson VIT Balanced Portfolio was 27.07%, occurring on Nov 20, 2008. Recovery took 225 trading sessions.

The current Janus Henderson VIT Balanced Portfolio drawdown is 1.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.07%May 19, 2008130Nov 20, 2008225Oct 14, 2009355
-25.19%Mar 28, 2000578Jul 23, 2002734Jun 22, 20051312
-22.47%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-21.3%Dec 28, 2021202Oct 14, 2022331Feb 9, 2024533
-13.84%Jul 8, 201161Oct 3, 201185Feb 3, 2012146

Volatility

Volatility Chart

The current Janus Henderson VIT Balanced Portfolio volatility is 2.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.70%
4.07%
JABLX (Janus Henderson VIT Balanced Portfolio)
Benchmark (^GSPC)