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ISIN
US4710213038
Inception Date
Sep 12, 1993
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JAWGX Performance Chart

Janus Henderson VIT Global Research Portfolio (JAWGX) is up 9.4% since the beginning of the year. JAWGX is currently trading at $80 per share. Investors who bought $1,000 worth of JAWGX shares 5 years ago would now be looking at an investment worth $1,804.


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S&P 500 Index

Returns By Period

Janus Henderson VIT Global Research Portfolio (JAWGX) has returned 9.42% so far this year and 23.02% over the past 12 months. Over the last decade, JAWGX has posted an annualized return of 14.09%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


Janus Henderson VIT Global Research Portfolio

1D
0.90%
1M
2.60%
YTD
9.42%
6M
9.42%
1Y
23.02%
3Y*
21.38%
5Y*
12.53%
10Y*
14.09%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAWGX Monthly Returns History

Based on dividend-adjusted daily data since Sep 13, 1993, JAWGX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Dec 1999 with a return of +15.6%, while the worst month was Oct 2008 at -20.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JAWGX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.08%-0.70%-6.45%9.79%4.11%0.94%9.42%
20254.42%-0.49%-5.17%1.43%6.81%5.18%2.00%1.07%2.30%1.36%0.32%0.47%20.97%
20242.45%5.83%4.33%-3.04%4.88%1.82%0.04%2.62%1.78%-0.92%4.24%-2.26%23.56%
20237.96%-2.22%2.94%1.91%-0.11%5.44%3.10%-1.68%-4.39%-2.14%9.14%5.00%26.77%
2022-5.56%-3.02%1.52%-9.13%1.43%-9.41%8.74%-4.49%-9.57%7.98%8.17%-5.13%-19.21%
2021-1.96%3.08%1.99%5.25%1.43%2.38%1.09%2.70%-4.34%5.85%-3.94%3.84%18.12%

Benchmark Metrics

Janus Henderson VIT Global Research Portfolio has an annualized alpha of 1.72%, beta of 0.87, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 13, 1993.

  • With beta of 0.87 and R2 of 0.78, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.72%
Beta
0.87
0.78
Upside Capture
101.51%
Downside Capture
99.53%

Expense Ratio

JAWGX has an expense ratio of 0.64%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JAWGX ranks 40 for risk / return — below 40% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JAWGX Risk / Return Rank: 4040
Overall Rank
JAWGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JAWGX Sortino Ratio Rank: 3838
Sortino Ratio Rank
JAWGX Omega Ratio Rank: 3939
Omega Ratio Rank
JAWGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
JAWGX Martin Ratio Rank: 4747
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JAWGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

2.10

2.78

-0.68

Martin ratioReturn relative to average drawdown

9.24

12.44

-3.20

Dividends

Dividend History

Janus Henderson VIT Global Research Portfolio provided a 8.73% dividend yield over the last twelve months, with an annual payout of $7.02 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.02$7.36$2.77$2.12$7.28$3.63$3.40$3.81$0.60$0.39$0.43$0.28

Dividend yield

8.73%9.24%3.81%3.46%14.54%5.09%5.34%6.73%1.27%0.75%1.06%0.69%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$6.86$6.86
2025$0.00$0.00$0.00$0.00$0.00$7.21$0.00$0.00$0.00$0.00$0.00$0.15$7.36
2024$0.00$0.00$0.00$0.00$0.00$2.57$0.00$0.00$0.00$0.00$0.00$0.20$2.77
2023$0.00$0.00$0.00$0.00$0.00$1.90$0.00$0.00$0.00$0.00$0.00$0.22$2.12
2022$0.00$0.00$0.00$0.00$0.00$7.03$0.00$0.00$0.00$0.00$0.00$0.25$7.28
2021$0.00$0.00$0.00$0.00$0.00$3.45$0.00$0.00$0.00$0.00$0.00$0.18$3.63

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson VIT Global Research 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 Global Research Portfolio was 70.46%, occurring on Mar 9, 2009. Recovery took 2073 trading sessions.

The current Janus Henderson VIT Global Research Portfolio drawdown is 0.25%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-70.46%Mar 2009
9y 4d8y 2mo
17y 3moMar 2000 - Jun 2017
COVID crash2020
-34.80%Mar 2020
1mo 2d4mo 28d
6moFeb 2020 - Aug 2020
1998 bear market1998
-30.34%Oct 1998
2mo 19d3mo
5mo 19dJul 1998 - Jan 1999
Bear market2022
-28.58%Sep 2022
10mo 24d1y 2mo
2y 1moNov 2021 - Dec 2023
Rate-hike selloffLate 2018
-18.73%Dec 2018
3mo 26d3mo 19d
7mo 15dAug 2018 - Apr 2019

Drawdown Indicators


JAWGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-70.46%

-56.78%

-13.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-9.10%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.23%

-18.90%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-25.43%

-3.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-33.92%

-0.88%

Current Drawdown

Current decline from peak

-0.25%

-1.80%

+1.55%

Average Drawdown

Average peak-to-trough decline

-22.11%

-10.71%

-11.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.03%

+0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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