JANBX vs. VOOG
Compare and contrast key facts about Janus Henderson Balanced Fund (JANBX) and Vanguard S&P 500 Growth ETF (VOOG).
JANBX is managed by Janus Henderson. It was launched on Aug 31, 1992. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANBX or VOOG.
Key characteristics
| JANBX | VOOG | |
|---|---|---|
| YTD Return | 16.90% | 35.16% |
| 1Y Return | 23.00% | 41.67% |
| 3Y Return (Ann) | 4.42% | 8.09% |
| 5Y Return (Ann) | 9.11% | 17.87% |
| 10Y Return (Ann) | 8.87% | 15.23% |
| Sharpe Ratio | 2.92 | 2.59 |
| Sortino Ratio | 4.16 | 3.32 |
| Omega Ratio | 1.55 | 1.48 |
| Calmar Ratio | 2.70 | 3.19 |
| Martin Ratio | 18.89 | 13.70 |
| Ulcer Index | 1.31% | 3.21% |
| Daily Std Dev | 8.47% | 16.95% |
| Max Drawdown | -22.49% | -32.73% |
| Current Drawdown | -0.37% | -0.08% |
Correlation
The correlation between JANBX and VOOG is 0.93, 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.
Performance
JANBX vs. VOOG - Performance Comparison
In the year-to-date period, JANBX achieves a 16.90% return, which is significantly lower than VOOG's 35.16% return. Over the past 10 years, JANBX has underperformed VOOG with an annualized return of 8.87%, while VOOG has yielded a comparatively higher 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JANBX vs. VOOG - Expense Ratio Comparison
JANBX has a 0.70% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
JANBX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Balanced Fund (JANBX) and Vanguard S&P 500 Growth ETF (VOOG). 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
JANBX vs. VOOG - Dividend Comparison
JANBX's dividend yield for the trailing twelve months is around 1.87%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANBX Janus Henderson Balanced Fund | 1.87% | 2.25% | 1.10% | 0.84% | 1.36% | 1.80% | 1.91% | 1.91% | 2.17% | 1.68% | 1.91% | 1.69% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
JANBX vs. VOOG - Drawdown Comparison
The maximum JANBX drawdown since its inception was -22.49%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for JANBX and VOOG. For additional features, visit the drawdowns tool.
Volatility
JANBX vs. VOOG - Volatility Comparison
The current volatility for Janus Henderson Balanced Fund (JANBX) is 2.47%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.06%. This indicates that JANBX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.