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JABLX vs. JGLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JABLX vs. JGLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Balanced Portfolio (JABLX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX). The values are adjusted to include any dividend payments, if applicable.

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JABLX vs. JGLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JABLX
Janus Henderson VIT Balanced Portfolio
-4.89%15.13%15.42%15.41%-16.36%17.20%14.21%22.60%0.68%18.44%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
-7.02%25.19%32.10%54.55%-36.42%18.28%50.42%45.29%1.17%45.17%

Returns By Period

In the year-to-date period, JABLX achieves a -4.89% return, which is significantly higher than JGLTX's -7.02% return. Over the past 10 years, JABLX has underperformed JGLTX with an annualized return of 9.63%, while JGLTX has yielded a comparatively higher 20.70% annualized return.


JABLX

1D
2.07%
1M
-4.41%
YTD
-4.89%
6M
-3.63%
1Y
11.29%
3Y*
11.51%
5Y*
6.86%
10Y*
9.63%

JGLTX

1D
3.97%
1M
-7.40%
YTD
-7.02%
6M
-6.55%
1Y
27.79%
3Y*
24.91%
5Y*
11.25%
10Y*
20.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JABLX vs. JGLTX - Expense Ratio Comparison

JABLX has a 0.62% expense ratio, which is lower than JGLTX's 0.72% expense ratio.


Return for Risk

JABLX vs. JGLTX — Risk / Return Rank

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

JABLX
JABLX Risk / Return Rank: 5252
Overall Rank
JABLX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JABLX Sortino Ratio Rank: 5050
Sortino Ratio Rank
JABLX Omega Ratio Rank: 4646
Omega Ratio Rank
JABLX Calmar Ratio Rank: 6060
Calmar Ratio Rank
JABLX Martin Ratio Rank: 5959
Martin Ratio Rank

JGLTX
JGLTX Risk / Return Rank: 6565
Overall Rank
JGLTX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JGLTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JGLTX Omega Ratio Rank: 5959
Omega Ratio Rank
JGLTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JGLTX Martin Ratio Rank: 6262
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.

JABLX vs. JGLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX). 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.


JABLXJGLTXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.17

-0.20

Sortino ratio

Return per unit of downside risk

1.48

1.74

-0.26

Omega ratio

Gain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

1.49

1.81

-0.32

Martin ratio

Return relative to average drawdown

5.93

6.15

-0.21

JABLX vs. JGLTX - Sharpe Ratio Comparison

The current JABLX Sharpe Ratio is 0.97, which is comparable to the JGLTX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of JABLX and JGLTX, 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


JABLXJGLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.17

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.44

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.85

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.30

+0.61

Correlation

The correlation between JABLX and JGLTX is 0.85, 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

JABLX vs. JGLTX - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 5.42%, less than JGLTX's 9.66% yield.


TTM20252024202320222021202020192018201720162015
JABLX
Janus Henderson VIT Balanced Portfolio
5.42%5.16%2.02%2.01%4.78%1.58%3.14%4.43%5.22%1.71%3.64%5.22%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
9.66%8.98%0.00%0.00%26.96%14.48%7.71%6.81%4.95%5.68%3.71%16.11%

Drawdowns

JABLX vs. JGLTX - Drawdown Comparison

The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum JGLTX drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for JABLX and JGLTX.


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Drawdown Indicators


JABLXJGLTXDifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-81.78%

+54.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-15.81%

+7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-45.18%

+23.88%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

-45.18%

+22.71%

Current Drawdown

Current decline from peak

-6.20%

-12.47%

+6.27%

Average Drawdown

Average peak-to-trough decline

-4.73%

-36.82%

+32.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

4.65%

-2.62%

Volatility

JABLX vs. JGLTX - Volatility Comparison

The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 4.07%, while Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a volatility of 8.22%. This indicates that JABLX experiences smaller price fluctuations and is considered to be less risky than JGLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JABLXJGLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

8.22%

-4.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.80%

16.11%

-9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

25.28%

-13.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

25.93%

-14.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

24.31%

-13.23%