JABLX vs. PFE

Last updated Apr 2, 2026

Compare and contrast key facts about Janus Henderson VIT Balanced Portfolio (JABLX) and Pfizer Inc. (PFE).

JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993.

Performance

JABLX vs. PFE - Performance Comparison

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

JABLX vs. PFE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
PFE Pfizer Inc.	16.58%	0.65%	-2.22%	-41.26%	-10.41%	66.70%	3.07%	-6.91%	24.82%	15.90%

Returns By Period

In the year-to-date period, JABLX achieves a -4.89% return, which is significantly lower than PFE's 16.58% return. Over the past 10 years, JABLX has outperformed PFE with an annualized return of 9.63%, while PFE has yielded a comparatively lower 4.49% 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%

PFE

• 1D: 1.67%
• 1M: 4.73%
• YTD: 16.58%
• 6M: 8.56%
• 1Y: 24.79%
• 3Y*: -5.70%
• 5Y*: 0.19%
• 10Y*: 4.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JABLX vs. PFE — Risk / Return Rank

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

JABLX

JABLX Risk / Return Rank: 52
JABLX Sharpe Ratio Rank: 46
JABLX Sortino Ratio Rank: 50
JABLX Omega Ratio Rank: 46
JABLX Calmar Ratio Rank: 60
JABLX Martin Ratio Rank: 59

PFE

PFE Risk / Return Rank: 69
PFE Sharpe Ratio Rank: 72
PFE Sortino Ratio Rank: 66
PFE Omega Ratio Rank: 63
PFE Calmar Ratio Rank: 72
PFE Martin Ratio Rank: 71

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. PFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Pfizer Inc. (PFE). 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.

	JABLX	PFE	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.94	+0.03
Sortino ratio Return per unit of downside risk	1.48	1.46	+0.02
Omega ratio Gain probability vs. loss probability	1.21	1.18	+0.02
Calmar ratio Return relative to maximum drawdown	1.49	1.66	-0.17
Martin ratio Return relative to average drawdown	5.93	3.73	+2.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JABLX vs. PFE - Sharpe Ratio Comparison

The current JABLX Sharpe Ratio is 0.97, which is comparable to the PFE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JABLX and PFE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JABLX	PFE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.94	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.01	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.19	+0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.27	+0.64

Correlation

The correlation between JABLX and PFE is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JABLX vs. PFE - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 5.42%, less than PFE's 6.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PFE Pfizer Inc.	6.02%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%

Drawdowns

JABLX vs. PFE - Drawdown Comparison

The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum PFE drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for JABLX and PFE.

Drawdown Indicators

	JABLX	PFE	Difference
Max Drawdown Largest peak-to-trough decline	-27.07%	-58.96%	+31.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.10%	-12.59%	+4.49%
Max Drawdown (5Y) Largest decline over 5 years	-21.30%	-58.96%	+37.66%
Max Drawdown (10Y) Largest decline over 10 years	-22.47%	-58.96%	+36.49%
Current Drawdown Current decline from peak	-6.20%	-41.79%	+35.59%
Average Drawdown Average peak-to-trough decline	-4.73%	-17.33%	+12.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	5.58%	-3.55%

Volatility

JABLX vs. PFE - Volatility Comparison

The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 4.07%, while Pfizer Inc. (PFE) has a volatility of 6.30%. This indicates that JABLX experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JABLX	PFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.07%	6.30%	-2.23%
Volatility (6M) Calculated over the trailing 6-month period	6.80%	17.39%	-10.59%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	26.78%	-14.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.14%	25.47%	-14.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.08%	23.90%	-12.82%