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

Correlation

The correlation between JABLX and VHGEX is 0.86, 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. VHGEX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JABLX:

0.70

VHGEX:

0.41

Sortino Ratio

JABLX:

1.10

VHGEX:

0.72

Omega Ratio

JABLX:

1.15

VHGEX:

1.10

Calmar Ratio

JABLX:

0.78

VHGEX:

0.42

Martin Ratio

JABLX:

3.02

VHGEX:

1.64

Ulcer Index

JABLX:

3.06%

VHGEX:

4.89%

Daily Std Dev

JABLX:

12.78%

VHGEX:

19.73%

Max Drawdown

JABLX:

-32.03%

VHGEX:

-64.62%

Current Drawdown

JABLX:

-1.90%

VHGEX:

-2.50%

Returns By Period

In the year-to-date period, JABLX achieves a 1.66% return, which is significantly lower than VHGEX's 4.39% return. Over the past 10 years, JABLX has underperformed VHGEX with an annualized return of 6.74%, while VHGEX has yielded a comparatively higher 8.78% annualized return.


JABLX

YTD

1.66%

1M

9.85%

6M

1.22%

1Y

8.87%

3Y*

9.26%

5Y*

8.27%

10Y*

6.74%

VHGEX

YTD

4.39%

1M

15.04%

6M

2.29%

1Y

8.13%

3Y*

12.29%

5Y*

12.04%

10Y*

8.78%

*Annualized

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Vanguard Global Equity Fund

JABLX vs. VHGEX - Expense Ratio Comparison

JABLX has a 0.62% expense ratio, which is higher than VHGEX's 0.45% expense ratio.


Risk-Adjusted Performance

JABLX vs. VHGEX — 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 7272
Overall Rank
The Sharpe Ratio Rank of JABLX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of JABLX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of JABLX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JABLX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of JABLX is 7474
Martin Ratio Rank

VHGEX
The Risk-Adjusted Performance Rank of VHGEX is 4949
Overall Rank
The Sharpe Ratio Rank of VHGEX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VHGEX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VHGEX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VHGEX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VHGEX is 5151
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. VHGEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Vanguard Global Equity Fund (VHGEX). 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 current JABLX Sharpe Ratio is 0.70, which is higher than the VHGEX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of JABLX and VHGEX, 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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Dividends

JABLX vs. VHGEX - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 1.99%, more than VHGEX's 1.20% yield.


TTM20242023202220212020201920182017201620152014
JABLX
Janus Henderson VIT Balanced Portfolio
1.99%2.02%2.01%1.34%0.85%1.67%1.83%2.30%1.52%2.20%1.67%1.74%
VHGEX
Vanguard Global Equity Fund
1.20%1.25%1.15%1.65%0.92%0.67%2.33%1.59%1.29%1.51%1.71%1.56%

Drawdowns

JABLX vs. VHGEX - Drawdown Comparison

The maximum JABLX drawdown since its inception was -32.03%, smaller than the maximum VHGEX drawdown of -64.62%. Use the drawdown chart below to compare losses from any high point for JABLX and VHGEX. For additional features, visit the drawdowns tool.


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Volatility

JABLX vs. VHGEX - Volatility Comparison

The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 3.35%, while Vanguard Global Equity Fund (VHGEX) has a volatility of 4.83%. This indicates that JABLX experiences smaller price fluctuations and is considered to be less risky than VHGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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