JAGRX vs. VTMGX
Compare and contrast key facts about Janus Henderson VIT Research Portfolio (JAGRX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
JAGRX is managed by Janus Henderson. It was launched on Sep 13, 1993. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
JAGRX vs. VTMGX - Performance Comparison
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JAGRX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAGRX Janus Henderson VIT Research Portfolio | -10.66% | 18.43% | 35.33% | 43.17% | -29.45% | 20.41% | 32.28% | 35.60% | -2.58% | 27.90% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, JAGRX achieves a -10.66% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, JAGRX has outperformed VTMGX with an annualized return of 14.71%, while VTMGX has yielded a comparatively lower 9.31% annualized return.
JAGRX
- 1D
- 3.87%
- 1M
- -6.00%
- YTD
- -10.66%
- 6M
- -10.22%
- 1Y
- 16.02%
- 3Y*
- 21.59%
- 5Y*
- 11.17%
- 10Y*
- 14.71%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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JAGRX vs. VTMGX - Expense Ratio Comparison
JAGRX has a 0.60% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
JAGRX vs. VTMGX — Risk / Return Rank
JAGRX
VTMGX
JAGRX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Research Portfolio (JAGRX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| JAGRX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.79 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.35 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.44 | -1.45 |
Martin ratioReturn relative to average drawdown | 3.52 | 9.56 | -6.04 |
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
| JAGRX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.79 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.55 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.57 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.29 | +0.19 |
Correlation
The correlation between JAGRX and VTMGX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JAGRX vs. VTMGX - Dividend Comparison
JAGRX's dividend yield for the trailing twelve months is around 8.29%, more than VTMGX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAGRX Janus Henderson VIT Research Portfolio | 8.29% | 7.41% | 2.63% | 0.12% | 24.98% | 4.91% | 7.66% | 10.73% | 6.12% | 1.23% | 6.99% | 22.73% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
JAGRX vs. VTMGX - Drawdown Comparison
The maximum JAGRX drawdown since its inception was -63.35%, roughly equal to the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for JAGRX and VTMGX.
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Drawdown Indicators
| JAGRX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.35% | -60.58% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -11.67% | -5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -35.99% | -29.71% | -6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | -35.68% | -0.31% |
Current DrawdownCurrent decline from peak | -13.86% | -9.01% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -18.47% | -14.74% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 2.97% | +1.82% |
Volatility
JAGRX vs. VTMGX - Volatility Comparison
The current volatility for Janus Henderson VIT Research Portfolio (JAGRX) is 7.07%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.83%. This indicates that JAGRX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAGRX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 7.83% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 11.28% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 16.68% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 15.65% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 16.45% | +4.81% |