JAAGX vs. VIIIX
Compare and contrast key facts about Janus Henderson VIT Enterprise Portfolio (JAAGX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX).
JAAGX is managed by Janus Henderson. It was launched on Sep 13, 1993. VIIIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAAGX or VIIIX.
Key characteristics
| JAAGX | VIIIX | |
|---|---|---|
| YTD Return | 14.95% | 26.91% |
| 1Y Return | 30.51% | 35.86% |
| 3Y Return (Ann) | -4.37% | 8.17% |
| 5Y Return (Ann) | 1.60% | 13.88% |
| 10Y Return (Ann) | 4.17% | 12.31% |
| Sharpe Ratio | 2.29 | 3.06 |
| Sortino Ratio | 3.03 | 4.07 |
| Omega Ratio | 1.41 | 1.57 |
| Calmar Ratio | 0.93 | 4.09 |
| Martin Ratio | 11.12 | 20.00 |
| Ulcer Index | 2.88% | 1.90% |
| Daily Std Dev | 14.00% | 12.36% |
| Max Drawdown | -79.07% | -55.18% |
| Current Drawdown | -14.75% | 0.00% |
Correlation
The correlation between JAAGX and VIIIX is 0.87, 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.
Performance
JAAGX vs. VIIIX - Performance Comparison
In the year-to-date period, JAAGX achieves a 14.95% return, which is significantly lower than VIIIX's 26.91% return. Over the past 10 years, JAAGX has underperformed VIIIX with an annualized return of 4.17%, while VIIIX has yielded a comparatively higher 12.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JAAGX vs. VIIIX - Expense Ratio Comparison
JAAGX has a 0.71% expense ratio, which is higher than VIIIX's 0.02% expense ratio.
Risk-Adjusted Performance
JAAGX vs. VIIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Enterprise Portfolio (JAAGX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.
Dividends
JAAGX vs. VIIIX - Dividend Comparison
JAAGX's dividend yield for the trailing twelve months is around 0.71%, less than VIIIX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAAGX Janus Henderson VIT Enterprise Portfolio | 0.71% | 0.28% | 0.25% | 0.32% | 0.06% | 0.19% | 0.27% | 0.24% | 0.14% | 0.70% | 0.16% | 0.44% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 1.25% | 1.49% | 1.75% | 1.30% | 1.60% | 1.93% | 2.14% | 1.84% | 2.09% | 2.47% | 1.90% | 1.87% |
Drawdowns
JAAGX vs. VIIIX - Drawdown Comparison
The maximum JAAGX drawdown since its inception was -79.07%, which is greater than VIIIX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for JAAGX and VIIIX. For additional features, visit the drawdowns tool.
Volatility
JAAGX vs. VIIIX - Volatility Comparison
The current volatility for Janus Henderson VIT Enterprise Portfolio (JAAGX) is 3.51%, while Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) has a volatility of 3.89%. This indicates that JAAGX experiences smaller price fluctuations and is considered to be less risky than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.