JABLX vs. VTSAX

Last updated Jun 24, 2026

JABLX (Janus Henderson VIT Balanced Portfolio) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - JABLX is a Diversified Portfolio fund managed by Janus Henderson, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, JABLX returned 10.75%/yr vs 15.29%/yr for VTSAX. Their correlation of 0.94 suggests significant overlap in exposure. JABLX charges 0.62%/yr vs 0.04%/yr for VTSAX.

Performance

JABLX vs. VTSAX - Performance Comparison

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

Returns By Period

In the year-to-date period, JABLX achieves a 3.48% return, which is significantly lower than VTSAX's 10.33% return. Over the past 10 years, JABLX has underperformed VTSAX with an annualized return of 10.75%, while VTSAX has yielded a comparatively higher 15.29% annualized return.

JABLX

• 1D: -0.42%
• 1M: 1.06%
• YTD: 3.48%
• 6M: 3.00%
• 1Y: 13.72%
• 3Y*: 13.78%
• 5Y*: 7.70%
• 10Y*: 10.75%

VTSAX

• 1D: -0.34%
• 1M: 0.55%
• YTD: 10.33%
• 6M: 9.19%
• 1Y: 25.93%
• 3Y*: 21.17%
• 5Y*: 12.36%
• 10Y*: 15.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JABLX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JABLX Janus Henderson VIT Balanced Portfolio	3.48%	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	10.33%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between JABLX and VTSAX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000	0.94

The correlation between JABLX and VTSAX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

JABLX vs. VTSAX — Risk / Return Rank

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

JABLX

JABLX Risk / Return Rank: 33
JABLX Sharpe Ratio Rank: 35
JABLX Sortino Ratio Rank: 34
JABLX Omega Ratio Rank: 33
JABLX Calmar Ratio Rank: 26
JABLX Martin Ratio Rank: 36

VTSAX

VTSAX Risk / Return Rank: 65
VTSAX Sharpe Ratio Rank: 62
VTSAX Sortino Ratio Rank: 56
VTSAX Omega Ratio Rank: 57
VTSAX Calmar Ratio Rank: 70
VTSAX Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JABLX	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.13	-0.56
Sortino ratio: Return per unit of downside risk	2.24	2.88	-0.64
Omega ratio: Gain probability vs. loss probability	1.28	1.38	-0.10
Calmar ratio: Return relative to maximum drawdown	1.78	3.05	-1.27
Martin ratio: Return relative to average drawdown	7.60	13.67	-6.07

JABLX vs. VTSAX - Sharpe Ratio Comparison

The current JABLX Sharpe Ratio is 1.57, which is comparable to the VTSAX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of JABLX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	JABLX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-27.07%	-55.33%	+28.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.10%	-8.92%	+0.82%
Max Drawdown (3Y) Largest decline over 3 years	-11.89%	-19.36%	+7.47%
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 Drawdown Current decline from peak	-0.61%	-1.47%	+0.86%
Average Drawdown Average peak-to-trough decline	-4.71%	-8.99%	+4.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.99%	-0.10%

Volatility

JABLX vs. VTSAX - Volatility Comparison

The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 3.51%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.77%. 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.

Volatility by Period

	JABLX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	4.77%	-1.26%
Volatility (6M) Calculated over the trailing 6-month period	7.54%	10.05%	-2.51%
Volatility (1Y) Calculated over the trailing 1-year period	9.23%	12.83%	-3.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.24%	17.45%	-6.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.16%	18.46%	-7.30%

JABLX vs. VTSAX - Expense Ratio Comparison

JABLX has a 0.62% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

JABLX vs. VTSAX - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 10.70%, more than VTSAX's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JABLX Janus Henderson VIT Balanced Portfolio	10.70%	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	1.01%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both JABLX and VTSAX in my portfolio?

With a correlation of 0.95, JABLX and VTSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JABLX or VTSAX?

VTSAX has higher volatility (4.77%) compared to JABLX (3.51%). In terms of maximum drawdown, JABLX dropped -27.07% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.13 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.