PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JABLX vs. VGSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JABLXVGSTX
YTD Return17.38%11.73%
1Y Return26.50%23.09%
3Y Return (Ann)4.60%1.67%
5Y Return (Ann)9.57%8.15%
10Y Return (Ann)8.73%7.66%
Sharpe Ratio2.992.49
Sortino Ratio4.253.59
Omega Ratio1.561.46
Calmar Ratio2.371.50
Martin Ratio19.5216.10
Ulcer Index1.31%1.37%
Daily Std Dev8.56%8.89%
Max Drawdown-27.07%-38.62%
Current Drawdown0.00%-0.07%

Correlation

-0.50.00.51.00.9

The correlation between JABLX and VGSTX is 0.91, 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. VGSTX - Performance Comparison

In the year-to-date period, JABLX achieves a 17.38% return, which is significantly higher than VGSTX's 11.73% return. Over the past 10 years, JABLX has outperformed VGSTX with an annualized return of 8.73%, while VGSTX has yielded a comparatively lower 7.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.31%
7.38%
JABLX
VGSTX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JABLX vs. VGSTX - Expense Ratio Comparison

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


JABLX
Janus Henderson VIT Balanced Portfolio
Expense ratio chart for JABLX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VGSTX: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%

Risk-Adjusted Performance

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.


JABLX
Sharpe ratio
The chart of Sharpe ratio for JABLX, currently valued at 2.99, compared to the broader market0.002.004.002.99
Sortino ratio
The chart of Sortino ratio for JABLX, currently valued at 4.25, compared to the broader market0.005.0010.004.25
Omega ratio
The chart of Omega ratio for JABLX, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for JABLX, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.0025.002.37
Martin ratio
The chart of Martin ratio for JABLX, currently valued at 19.52, compared to the broader market0.0020.0040.0060.0080.00100.0019.52
VGSTX
Sharpe ratio
The chart of Sharpe ratio for VGSTX, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for VGSTX, currently valued at 3.59, compared to the broader market0.005.0010.003.59
Omega ratio
The chart of Omega ratio for VGSTX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for VGSTX, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.0025.001.50
Martin ratio
The chart of Martin ratio for VGSTX, currently valued at 16.10, compared to the broader market0.0020.0040.0060.0080.00100.0016.10

JABLX vs. VGSTX - Sharpe Ratio Comparison

The current JABLX Sharpe Ratio is 2.99, which is comparable to the VGSTX Sharpe Ratio of 2.49. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.99
2.49
JABLX
VGSTX

Dividends

JABLX vs. VGSTX - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 1.82%, less than VGSTX's 2.19% yield.


TTM20232022202120202019201820172016201520142013
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%
VGSTX
Vanguard STAR Fund
2.19%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%1.82%

Drawdowns

JABLX vs. VGSTX - Drawdown Comparison

The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum VGSTX drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for JABLX and VGSTX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.07%
JABLX
VGSTX

Volatility

JABLX vs. VGSTX - Volatility Comparison

Janus Henderson VIT Balanced Portfolio (JABLX) has a higher volatility of 2.59% compared to Vanguard STAR Fund (VGSTX) at 2.28%. 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.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.59%
2.28%
JABLX
VGSTX