JABLX vs. VTSAX
Compare and contrast key facts about Janus Henderson VIT Balanced Portfolio (JABLX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JABLX or VTSAX.
Performance
JABLX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, JABLX achieves a 15.93% return, which is significantly lower than VTSAX's 24.74% return. Over the past 10 years, JABLX has underperformed VTSAX with an annualized return of 8.48%, while VTSAX has yielded a comparatively higher 12.63% annualized return.
JABLX
15.93%
0.13%
7.79%
21.09%
9.15%
8.48%
VTSAX
24.74%
1.75%
12.49%
32.61%
14.94%
12.63%
Key characteristics
| JABLX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.57 |
| Sortino Ratio | 3.53 | 3.44 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 2.63 | 3.76 |
| Martin Ratio | 15.86 | 16.38 |
| Ulcer Index | 1.32% | 1.97% |
| Daily Std Dev | 8.44% | 12.55% |
| Max Drawdown | -27.07% | -55.34% |
| Current Drawdown | -1.24% | -1.50% |
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JABLX vs. VTSAX - Expense Ratio Comparison
JABLX has a 0.62% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Correlation
The correlation between JABLX and VTSAX is 0.94, 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.
Risk-Adjusted Performance
JABLX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
JABLX's dividend yield for the trailing twelve months is around 1.84%, more than VTSAX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 1.84% | 2.01% | 1.34% | 0.85% | 1.67% | 1.83% | 2.30% | 1.52% | 2.20% | 1.67% | 1.74% | 1.50% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
JABLX vs. VTSAX - Drawdown Comparison
The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for JABLX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
JABLX vs. VTSAX - Volatility Comparison
The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 2.70%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.25%. This indicates that JABLX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.