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JAWGX vs. GMGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAWGX vs. GMGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Global Research Portfolio (JAWGX) and GMO Global Equity Allocation Fund (GMGEX). The values are adjusted to include any dividend payments, if applicable.

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JAWGX vs. GMGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAWGX
Janus Henderson VIT Global Research Portfolio
-5.17%20.97%23.56%26.77%-19.21%18.12%19.64%29.06%-6.86%27.03%
GMGEX
GMO Global Equity Allocation Fund
3.72%29.14%4.12%22.27%-17.07%14.99%9.55%25.45%-13.04%26.39%

Returns By Period

In the year-to-date period, JAWGX achieves a -5.17% return, which is significantly lower than GMGEX's 3.72% return. Over the past 10 years, JAWGX has outperformed GMGEX with an annualized return of 12.64%, while GMGEX has yielded a comparatively lower 9.93% annualized return.


JAWGX

1D
3.03%
1M
-6.02%
YTD
-5.17%
6M
-3.47%
1Y
15.83%
3Y*
18.26%
5Y*
10.38%
10Y*
12.64%

GMGEX

1D
2.68%
1M
-5.76%
YTD
3.72%
6M
10.13%
1Y
30.15%
3Y*
16.98%
5Y*
8.06%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAWGX vs. GMGEX - Expense Ratio Comparison

JAWGX has a 0.64% expense ratio, which is higher than GMGEX's 0.01% expense ratio.


Return for Risk

JAWGX vs. GMGEX — Risk / Return Rank

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

JAWGX
JAWGX Risk / Return Rank: 4747
Overall Rank
JAWGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JAWGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
JAWGX Omega Ratio Rank: 4545
Omega Ratio Rank
JAWGX Calmar Ratio Rank: 5050
Calmar Ratio Rank
JAWGX Martin Ratio Rank: 5656
Martin Ratio Rank

GMGEX
GMGEX Risk / Return Rank: 9090
Overall Rank
GMGEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GMGEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GMGEX Omega Ratio Rank: 8888
Omega Ratio Rank
GMGEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
GMGEX Martin Ratio Rank: 9191
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.

JAWGX vs. GMGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and GMO Global Equity Allocation Fund (GMGEX). 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.


JAWGXGMGEXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.94

-1.00

Sortino ratio

Return per unit of downside risk

1.43

2.63

-1.20

Omega ratio

Gain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratio

Return relative to maximum drawdown

1.42

2.59

-1.16

Martin ratio

Return relative to average drawdown

6.11

11.30

-5.19

JAWGX vs. GMGEX - Sharpe Ratio Comparison

The current JAWGX Sharpe Ratio is 0.94, which is lower than the GMGEX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of JAWGX and GMGEX, 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


JAWGXGMGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.94

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.55

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.62

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.22

+0.27

Correlation

The correlation between JAWGX and GMGEX is 0.88, 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

JAWGX vs. GMGEX - Dividend Comparison

JAWGX's dividend yield for the trailing twelve months is around 9.74%, more than GMGEX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
JAWGX
Janus Henderson VIT Global Research Portfolio
9.74%9.24%3.81%3.46%14.54%5.09%5.34%6.73%1.27%0.75%1.06%0.69%
GMGEX
GMO Global Equity Allocation Fund
4.52%4.69%0.29%5.62%7.81%7.76%3.83%3.14%3.14%2.90%3.71%4.20%

Drawdowns

JAWGX vs. GMGEX - Drawdown Comparison

The maximum JAWGX drawdown since its inception was -70.46%, which is greater than GMGEX's maximum drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for JAWGX and GMGEX.


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Drawdown Indicators


JAWGXGMGEXDifference

Max Drawdown

Largest peak-to-trough decline

-70.46%

-58.47%

-11.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-11.62%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-28.58%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-34.98%

+0.18%

Current Drawdown

Current decline from peak

-8.05%

-6.81%

-1.24%

Average Drawdown

Average peak-to-trough decline

-22.25%

-16.84%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.66%

+0.01%

Volatility

JAWGX vs. GMGEX - Volatility Comparison

Janus Henderson VIT Global Research Portfolio (JAWGX) and GMO Global Equity Allocation Fund (GMGEX) have volatilities of 5.99% and 6.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAWGXGMGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.09%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

9.78%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

15.72%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

14.74%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

16.02%

+1.94%