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JAAGX vs. BARAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAAGX vs. BARAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Enterprise Portfolio (JAAGX) and Baron Asset Fund (BARAX). The values are adjusted to include any dividend payments, if applicable.

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JAAGX vs. BARAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAAGX
Janus Henderson VIT Enterprise Portfolio
-5.89%7.68%15.56%18.04%-15.71%16.89%18.93%35.54%-0.43%27.50%
BARAX
Baron Asset Fund
-7.87%7.89%10.35%17.05%-26.06%13.88%32.98%37.64%-0.15%26.18%

Returns By Period

In the year-to-date period, JAAGX achieves a -5.89% return, which is significantly higher than BARAX's -7.87% return. Over the past 10 years, JAAGX has outperformed BARAX with an annualized return of 11.72%, while BARAX has yielded a comparatively lower 10.32% annualized return.


JAAGX

1D
2.73%
1M
-5.65%
YTD
-5.89%
6M
-3.88%
1Y
5.28%
3Y*
8.49%
5Y*
5.07%
10Y*
11.72%

BARAX

1D
1.64%
1M
-5.84%
YTD
-7.87%
6M
-0.37%
1Y
2.50%
3Y*
6.84%
5Y*
1.42%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAAGX vs. BARAX - Expense Ratio Comparison

JAAGX has a 0.71% expense ratio, which is lower than BARAX's 1.29% expense ratio.


Return for Risk

JAAGX vs. BARAX — Risk / Return Rank

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

JAAGX
JAAGX Risk / Return Rank: 1111
Overall Rank
JAAGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JAAGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JAAGX Omega Ratio Rank: 99
Omega Ratio Rank
JAAGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
JAAGX Martin Ratio Rank: 1313
Martin Ratio Rank

BARAX
BARAX Risk / Return Rank: 99
Overall Rank
BARAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BARAX Sortino Ratio Rank: 77
Sortino Ratio Rank
BARAX Omega Ratio Rank: 77
Omega Ratio Rank
BARAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
BARAX Martin Ratio Rank: 1111
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.

JAAGX vs. BARAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Enterprise Portfolio (JAAGX) and Baron Asset Fund (BARAX). 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.


JAAGXBARAXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.13

+0.17

Sortino ratio

Return per unit of downside risk

0.56

0.35

+0.21

Omega ratio

Gain probability vs. loss probability

1.08

1.04

+0.03

Calmar ratio

Return relative to maximum drawdown

0.46

0.36

+0.10

Martin ratio

Return relative to average drawdown

1.60

0.90

+0.70

JAAGX vs. BARAX - Sharpe Ratio Comparison

The current JAAGX Sharpe Ratio is 0.30, which is higher than the BARAX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of JAAGX and BARAX, 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


JAAGXBARAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.13

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.07

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.52

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.49

-0.01

Correlation

The correlation between JAAGX and BARAX is 0.86, 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

JAAGX vs. BARAX - Dividend Comparison

JAAGX's dividend yield for the trailing twelve months is around 8.48%, less than BARAX's 12.49% yield.


TTM20252024202320222021202020192018201720162015
JAAGX
Janus Henderson VIT Enterprise Portfolio
8.48%7.98%4.65%6.88%20.52%8.86%6.34%5.74%5.49%6.23%8.15%12.63%
BARAX
Baron Asset Fund
12.49%11.51%19.23%3.48%0.01%7.65%3.05%1.78%7.42%7.25%4.88%11.50%

Drawdowns

JAAGX vs. BARAX - Drawdown Comparison

The maximum JAAGX drawdown since its inception was -80.37%, which is greater than BARAX's maximum drawdown of -59.71%. Use the drawdown chart below to compare losses from any high point for JAAGX and BARAX.


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Drawdown Indicators


JAAGXBARAXDifference

Max Drawdown

Largest peak-to-trough decline

-80.37%

-59.71%

-20.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-11.12%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

-37.53%

+13.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

-37.53%

-1.01%

Current Drawdown

Current decline from peak

-8.96%

-9.28%

+0.32%

Average Drawdown

Average peak-to-trough decline

-26.23%

-11.44%

-14.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

4.44%

-0.85%

Volatility

JAAGX vs. BARAX - Volatility Comparison

Janus Henderson VIT Enterprise Portfolio (JAAGX) has a higher volatility of 5.42% compared to Baron Asset Fund (BARAX) at 3.90%. This indicates that JAAGX's price experiences larger fluctuations and is considered to be riskier than BARAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAAGXBARAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

3.90%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

11.83%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

19.02%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

19.56%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

19.79%

-1.04%