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JABLX vs. VGSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JABLX and VGSTX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

JABLX vs. VGSTX - Performance Comparison

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

250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
389.91%
280.68%
JABLX
VGSTX

Key characteristics

Sharpe Ratio

JABLX:

0.65

VGSTX:

0.18

Sortino Ratio

JABLX:

1.00

VGSTX:

0.33

Omega Ratio

JABLX:

1.14

VGSTX:

1.05

Calmar Ratio

JABLX:

0.69

VGSTX:

0.11

Martin Ratio

JABLX:

2.81

VGSTX:

0.55

Ulcer Index

JABLX:

2.92%

VGSTX:

4.28%

Daily Std Dev

JABLX:

12.68%

VGSTX:

12.74%

Max Drawdown

JABLX:

-32.03%

VGSTX:

-43.45%

Current Drawdown

JABLX:

-5.76%

VGSTX:

-15.30%

Returns By Period

In the year-to-date period, JABLX achieves a -2.34% return, which is significantly lower than VGSTX's -0.66% return. Over the past 10 years, JABLX has outperformed VGSTX with an annualized return of 6.31%, while VGSTX has yielded a comparatively lower 2.56% annualized return.


JABLX

YTD

-2.34%

1M

-1.48%

6M

-1.81%

1Y

9.01%

5Y*

7.95%

10Y*

6.31%

VGSTX

YTD

-0.66%

1M

-1.69%

6M

-5.46%

1Y

2.95%

5Y*

3.40%

10Y*

2.56%

*Annualized

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JABLX vs. VGSTX - Expense Ratio Comparison

JABLX has a 0.62% expense ratio, which is higher than VGSTX's 0.31% expense ratio.


Expense ratio chart for JABLX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JABLX: 0.62%
Expense ratio chart for VGSTX: current value is 0.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGSTX: 0.31%

Risk-Adjusted Performance

JABLX vs. VGSTX — Risk-Adjusted Performance Rank

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

JABLX
The Risk-Adjusted Performance Rank of JABLX is 6868
Overall Rank
The Sharpe Ratio Rank of JABLX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of JABLX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of JABLX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of JABLX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JABLX is 6969
Martin Ratio Rank

VGSTX
The Risk-Adjusted Performance Rank of VGSTX is 3232
Overall Rank
The Sharpe Ratio Rank of VGSTX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSTX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VGSTX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VGSTX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VGSTX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JABLX vs. VGSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Vanguard STAR Fund (VGSTX). 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.


The chart of Sharpe ratio for JABLX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.00
JABLX: 0.65
VGSTX: 0.18
The chart of Sortino ratio for JABLX, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
JABLX: 1.00
VGSTX: 0.33
The chart of Omega ratio for JABLX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
JABLX: 1.14
VGSTX: 1.05
The chart of Calmar ratio for JABLX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.00
JABLX: 0.69
VGSTX: 0.11
The chart of Martin ratio for JABLX, currently valued at 2.81, compared to the broader market0.0010.0020.0030.0040.0050.00
JABLX: 2.81
VGSTX: 0.55

The current JABLX Sharpe Ratio is 0.65, which is higher than the VGSTX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of JABLX and VGSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.65
0.18
JABLX
VGSTX

Dividends

JABLX vs. VGSTX - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 2.07%, less than VGSTX's 2.44% yield.


TTM20242023202220212020201920182017201620152014
JABLX
Janus Henderson VIT Balanced Portfolio
2.07%2.02%2.01%1.34%0.85%1.67%1.83%2.30%1.52%2.20%1.67%1.74%
VGSTX
Vanguard STAR Fund
2.44%2.43%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%

Drawdowns

JABLX vs. VGSTX - Drawdown Comparison

The maximum JABLX drawdown since its inception was -32.03%, smaller than the maximum VGSTX drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for JABLX and VGSTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.76%
-15.30%
JABLX
VGSTX

Volatility

JABLX vs. VGSTX - Volatility Comparison

Janus Henderson VIT Balanced Portfolio (JABLX) has a higher volatility of 8.92% compared to Vanguard STAR Fund (VGSTX) at 8.25%. This indicates that JABLX's price experiences larger fluctuations and is considered to be riskier than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.92%
8.25%
JABLX
VGSTX