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JABLX vs. JNGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JABLX vs. JNGTX - Performance Comparison

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

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JABLX vs. JNGTX - 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%
JNGTX
Janus Henderson Global Technology and Innovation Fund Class D
-7.02%25.00%32.34%55.33%-37.63%17.53%51.18%45.15%0.92%44.69%

Returns By Period

In the year-to-date period, JABLX achieves a -4.89% return, which is significantly higher than JNGTX's -7.02% return. Over the past 10 years, JABLX has underperformed JNGTX with an annualized return of 9.63%, while JNGTX has yielded a comparatively higher 20.41% 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%

JNGTX

1D
4.03%
1M
-7.48%
YTD
-7.02%
6M
-6.55%
1Y
27.77%
3Y*
24.99%
5Y*
10.78%
10Y*
20.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JABLX vs. JNGTX - Expense Ratio Comparison

JABLX has a 0.62% expense ratio, which is lower than JNGTX's 0.79% expense ratio.


Return for Risk

JABLX vs. JNGTX — 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

JNGTX
JNGTX Risk / Return Rank: 6565
Overall Rank
JNGTX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JNGTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JNGTX Omega Ratio Rank: 6060
Omega Ratio Rank
JNGTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JNGTX Martin Ratio Rank: 6363
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. JNGTX - Risk-Adjusted Trends Comparison

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


JABLXJNGTXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.16

-0.19

Sortino ratio

Return per unit of downside risk

1.48

1.73

-0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

1.49

1.80

-0.31

Martin ratio

Return relative to average drawdown

5.93

6.10

-0.17

JABLX vs. JNGTX - Sharpe Ratio Comparison

The current JABLX Sharpe Ratio is 0.97, which is comparable to the JNGTX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of JABLX and JNGTX, 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


JABLXJNGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.16

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.41

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.84

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.44

+0.47

Correlation

The correlation between JABLX and JNGTX is 0.84, 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. JNGTX - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 5.42%, less than JNGTX's 14.43% 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%
JNGTX
Janus Henderson Global Technology and Innovation Fund Class D
14.43%13.42%11.65%0.77%0.00%15.86%8.99%8.55%6.61%7.47%4.83%7.75%

Drawdowns

JABLX vs. JNGTX - Drawdown Comparison

The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum JNGTX drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for JABLX and JNGTX.


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Drawdown Indicators


JABLXJNGTXDifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-84.79%

+57.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-15.93%

+7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-46.46%

+25.16%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

-46.46%

+23.99%

Current Drawdown

Current decline from peak

-6.20%

-12.54%

+6.34%

Average Drawdown

Average peak-to-trough decline

-4.73%

-40.47%

+35.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

4.69%

-2.66%

Volatility

JABLX vs. JNGTX - Volatility Comparison

The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 4.07%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 8.32%. This indicates that JABLX experiences smaller price fluctuations and is considered to be less risky than JNGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JABLXJNGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

8.32%

-4.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.80%

16.27%

-9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

25.51%

-13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

26.29%

-15.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

24.40%

-13.32%