JABAX vs. VT
Compare and contrast key facts about Janus Henderson Balanced Fund Class T (JABAX) and Vanguard Total World Stock ETF (VT).
JABAX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
JABAX vs. VT - Performance Comparison
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JABAX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JABAX Janus Henderson Balanced Fund Class T | -6.87% | 14.85% | 20.63% | 15.29% | -16.70% | 17.07% | 14.22% | 22.40% | 0.53% | 17.68% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, JABAX achieves a -6.87% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, JABAX has underperformed VT with an annualized return of 9.67%, while VT has yielded a comparatively higher 11.53% annualized return.
JABAX
- 1D
- -0.07%
- 1M
- -6.61%
- YTD
- -6.87%
- 6M
- -5.35%
- 1Y
- 9.22%
- 3Y*
- 12.23%
- 5Y*
- 7.38%
- 10Y*
- 9.67%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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JABAX vs. VT - Expense Ratio Comparison
JABAX has a 0.66% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
JABAX vs. VT — Risk / Return Rank
JABAX
VT
JABAX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Balanced Fund Class T (JABAX) and Vanguard Total World Stock ETF (VT). 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.
| JABAX | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.25 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.84 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.83 | -0.81 |
Martin ratioReturn relative to average drawdown | 4.14 | 8.51 | -4.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JABAX | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.25 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.58 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.67 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.40 | +0.53 |
Correlation
The correlation between JABAX and VT is 0.91, 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
JABAX vs. VT - Dividend Comparison
JABAX's dividend yield for the trailing twelve months is around 8.85%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABAX Janus Henderson Balanced Fund Class T | 8.85% | 8.67% | 11.71% | 2.15% | 1.83% | 4.38% | 2.41% | 2.76% | 6.95% | 4.59% | 3.28% | 6.18% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
JABAX vs. VT - Drawdown Comparison
The maximum JABAX drawdown since its inception was -25.98%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for JABAX and VT.
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Drawdown Indicators
| JABAX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.98% | -50.27% | +24.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -11.84% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.60% | -26.38% | +4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -22.50% | -34.24% | +11.74% |
Current DrawdownCurrent decline from peak | -8.14% | -6.89% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -7.08% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.55% | -0.55% |
Volatility
JABAX vs. VT - Volatility Comparison
The current volatility for Janus Henderson Balanced Fund Class T (JABAX) is 3.30%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that JABAX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JABAX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 6.33% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.46% | 9.95% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 17.24% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.29% | 15.98% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.18% | 17.20% | -6.02% |