JABLX vs. SWOBX
Compare and contrast key facts about Janus Henderson VIT Balanced Portfolio (JABLX) and Schwab Balanced Fund™ (SWOBX).
JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993. SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JABLX or SWOBX.
Key characteristics
| JABLX | SWOBX | |
|---|---|---|
| YTD Return | 17.38% | 14.61% |
| 1Y Return | 26.50% | 20.54% |
| 3Y Return (Ann) | 4.60% | -1.41% |
| 5Y Return (Ann) | 9.57% | 4.23% |
| 10Y Return (Ann) | 8.73% | 3.52% |
| Sharpe Ratio | 2.99 | 2.03 |
| Sortino Ratio | 4.25 | 2.73 |
| Omega Ratio | 1.56 | 1.39 |
| Calmar Ratio | 2.37 | 0.94 |
| Martin Ratio | 19.52 | 10.53 |
| Ulcer Index | 1.31% | 1.87% |
| Daily Std Dev | 8.56% | 9.68% |
| Max Drawdown | -27.07% | -41.46% |
| Current Drawdown | 0.00% | -4.78% |
Correlation
The correlation between JABLX and SWOBX is 0.79, 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
JABLX vs. SWOBX - Performance Comparison
In the year-to-date period, JABLX achieves a 17.38% return, which is significantly higher than SWOBX's 14.61% return. Over the past 10 years, JABLX has outperformed SWOBX with an annualized return of 8.73%, while SWOBX has yielded a comparatively lower 3.52% 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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JABLX vs. SWOBX - Expense Ratio Comparison
JABLX has a 0.62% expense ratio, which is higher than SWOBX's 0.00% expense ratio.
Risk-Adjusted Performance
JABLX vs. SWOBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Schwab Balanced Fund™ (SWOBX). 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
JABLX vs. SWOBX - Dividend Comparison
JABLX's dividend yield for the trailing twelve months is around 1.82%, less than SWOBX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 1.82% | 2.01% | 1.34% | 0.85% | 1.67% | 1.83% | 2.30% | 1.52% | 2.20% | 1.67% | 1.74% | 1.50% |
SWOBX Schwab Balanced Fund™ | 1.88% | 2.15% | 1.72% | 4.50% | 1.06% | 1.42% | 2.66% | 3.08% | 1.57% | 2.30% | 2.24% | 1.42% |
Drawdowns
JABLX vs. SWOBX - Drawdown Comparison
The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum SWOBX drawdown of -41.46%. Use the drawdown chart below to compare losses from any high point for JABLX and SWOBX. For additional features, visit the drawdowns tool.
Volatility
JABLX vs. SWOBX - Volatility Comparison
Janus Henderson VIT Balanced Portfolio (JABLX) has a higher volatility of 2.59% compared to Schwab Balanced Fund™ (SWOBX) at 2.46%. This indicates that JABLX's price experiences larger fluctuations and is considered to be riskier than SWOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.