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.
Performance
JABLX vs. VTSAX - Performance Comparison
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JABLX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | -6.82% | 15.13% | 15.42% | 15.41% | -16.36% | 17.20% | 14.21% | 22.60% | 0.68% | 18.44% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
The year-to-date returns for both investments are quite close, with JABLX having a -6.82% return and VTSAX slightly higher at -6.75%. Over the past 10 years, JABLX has underperformed VTSAX with an annualized return of 9.40%, while VTSAX has yielded a comparatively higher 13.27% annualized return.
JABLX
- 1D
- -0.06%
- 1M
- -6.60%
- YTD
- -6.82%
- 6M
- -5.27%
- 1Y
- 9.48%
- 3Y*
- 10.75%
- 5Y*
- 6.63%
- 10Y*
- 9.40%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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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.
Return for Risk
JABLX vs. VTSAX — Risk / Return Rank
JABLX
VTSAX
JABLX vs. VTSAX - Risk-Adjusted Trends 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.
| JABLX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.84 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.29 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.05 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.28 | 5.08 | -0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JABLX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.72 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.43 | +0.47 |
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.
Dividends
JABLX vs. VTSAX - Dividend Comparison
JABLX's dividend yield for the trailing twelve months is around 5.53%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 5.53% | 5.16% | 2.02% | 2.01% | 4.78% | 1.58% | 3.14% | 4.43% | 5.22% | 1.71% | 3.64% | 5.22% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
JABLX vs. VTSAX - Drawdown Comparison
The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for JABLX and VTSAX.
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Drawdown Indicators
| JABLX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.07% | -55.33% | +28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -12.41% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.30% | -25.36% | +4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -22.47% | -34.97% | +12.50% |
Current DrawdownCurrent decline from peak | -8.10% | -8.92% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -9.06% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.56% | -0.56% |
Volatility
JABLX vs. VTSAX - Volatility Comparison
The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 3.30%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.39%. 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.
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Volatility by Period
| JABLX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 4.39% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.48% | 9.33% | -2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 18.42% | -6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 17.32% | -6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.06% | 18.37% | -7.31% |