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JAFLX vs. JANRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAFLX vs. JANRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Flexible Bond Portfolio (JAFLX) and Janus Henderson Global Select Fund (JANRX). The values are adjusted to include any dividend payments, if applicable.

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JAFLX vs. JANRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAFLX
Janus Henderson VIT Flexible Bond Portfolio
-0.50%7.41%1.96%5.52%-13.64%-0.89%10.48%9.57%-1.00%3.62%
JANRX
Janus Henderson Global Select Fund
-3.93%19.49%17.21%17.41%-9.94%15.96%16.14%27.43%-9.80%31.08%

Returns By Period

In the year-to-date period, JAFLX achieves a -0.50% return, which is significantly higher than JANRX's -3.93% return. Over the past 10 years, JAFLX has underperformed JANRX with an annualized return of 2.06%, while JANRX has yielded a comparatively higher 12.00% annualized return.


JAFLX

1D
0.51%
1M
-2.27%
YTD
-0.50%
6M
0.64%
1Y
4.10%
3Y*
3.77%
5Y*
0.35%
10Y*
2.06%

JANRX

1D
-0.38%
1M
-9.63%
YTD
-3.93%
6M
-2.77%
1Y
17.75%
3Y*
14.31%
5Y*
9.29%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAFLX vs. JANRX - Expense Ratio Comparison

JAFLX has a 0.57% expense ratio, which is lower than JANRX's 0.82% expense ratio.


Return for Risk

JAFLX vs. JANRX — Risk / Return Rank

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

JAFLX
JAFLX Risk / Return Rank: 5353
Overall Rank
JAFLX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JAFLX Sortino Ratio Rank: 4949
Sortino Ratio Rank
JAFLX Omega Ratio Rank: 3939
Omega Ratio Rank
JAFLX Calmar Ratio Rank: 7171
Calmar Ratio Rank
JAFLX Martin Ratio Rank: 5353
Martin Ratio Rank

JANRX
JANRX Risk / Return Rank: 5757
Overall Rank
JANRX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JANRX Sortino Ratio Rank: 5959
Sortino Ratio Rank
JANRX Omega Ratio Rank: 6363
Omega Ratio Rank
JANRX Calmar Ratio Rank: 4545
Calmar Ratio Rank
JANRX Martin Ratio Rank: 5757
Martin Ratio Rank
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.

JAFLX vs. JANRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Flexible Bond Portfolio (JAFLX) and Janus Henderson Global Select Fund (JANRX). 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.


JAFLXJANRXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.05

-0.05

Sortino ratio

Return per unit of downside risk

1.41

1.52

-0.11

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.64

1.13

+0.51

Martin ratio

Return relative to average drawdown

5.17

5.45

-0.28

JAFLX vs. JANRX - Sharpe Ratio Comparison

The current JAFLX Sharpe Ratio is 1.00, which is comparable to the JANRX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of JAFLX and JANRX, 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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Sharpe Ratios by Period


JAFLXJANRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.05

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.58

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.67

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.26

+0.78

Correlation

The correlation between JAFLX and JANRX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JAFLX vs. JANRX - Dividend Comparison

JAFLX's dividend yield for the trailing twelve months is around 5.36%, less than JANRX's 11.14% yield.


TTM20252024202320222021202020192018201720162015
JAFLX
Janus Henderson VIT Flexible Bond Portfolio
5.36%5.34%5.09%4.27%4.75%4.84%2.87%3.31%3.21%2.98%2.92%2.90%
JANRX
Janus Henderson Global Select Fund
11.14%10.71%10.44%8.62%2.81%13.04%5.11%4.37%17.07%0.86%1.14%1.08%

Drawdowns

JAFLX vs. JANRX - Drawdown Comparison

The maximum JAFLX drawdown since its inception was -18.06%, smaller than the maximum JANRX drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for JAFLX and JANRX.


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Drawdown Indicators


JAFLXJANRXDifference

Max Drawdown

Largest peak-to-trough decline

-18.06%

-63.94%

+45.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-12.43%

+9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-23.48%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-18.06%

-39.17%

+21.11%

Current Drawdown

Current decline from peak

-2.27%

-9.67%

+7.40%

Average Drawdown

Average peak-to-trough decline

-2.12%

-17.90%

+15.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.58%

-1.67%

Volatility

JAFLX vs. JANRX - Volatility Comparison

The current volatility for Janus Henderson VIT Flexible Bond Portfolio (JAFLX) is 1.61%, while Janus Henderson Global Select Fund (JANRX) has a volatility of 4.48%. This indicates that JAFLX experiences smaller price fluctuations and is considered to be less risky than JANRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAFLXJANRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

4.48%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

8.32%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.23%

15.81%

-11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

16.05%

-10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

17.92%

-13.00%