JAWGX vs. GQFPX
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and GQG Partners Global Quality Dividend Income Fund (GQFPX).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. GQFPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
JAWGX vs. GQFPX - Performance Comparison
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JAWGX vs. GQFPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JAWGX Janus Henderson VIT Global Research Portfolio | -5.17% | 20.97% | 23.56% | 26.77% | -19.21% | 4.86% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 10.08% | 19.29% | 4.81% | 15.09% | -1.13% | 5.03% |
Returns By Period
In the year-to-date period, JAWGX achieves a -5.17% return, which is significantly lower than GQFPX's 10.08% 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%
GQFPX
- 1D
- 0.37%
- 1M
- -2.10%
- YTD
- 10.08%
- 6M
- 11.45%
- 1Y
- 19.15%
- 3Y*
- 16.47%
- 5Y*
- —
- 10Y*
- —
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JAWGX vs. GQFPX - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is lower than GQFPX's 0.86% expense ratio.
Return for Risk
JAWGX vs. GQFPX — Risk / Return Rank
JAWGX
GQFPX
JAWGX vs. GQFPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.
| JAWGX | GQFPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.58 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.03 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.96 | -0.54 |
Martin ratioReturn relative to average drawdown | 6.11 | 9.35 | -3.24 |
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
| JAWGX | GQFPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.58 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.87 | -0.38 |
Correlation
The correlation between JAWGX and GQFPX is 0.66, 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
JAWGX vs. GQFPX - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 9.74%, more than GQFPX's 4.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 4.83% | 5.32% | 3.71% | 3.69% | 5.18% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JAWGX vs. GQFPX - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -70.46%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for JAWGX and GQFPX.
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Drawdown Indicators
| JAWGX | GQFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -16.95% | -53.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -9.37% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -8.05% | -2.80% | -5.25% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -3.03% | -19.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.08% | +0.59% |
Volatility
JAWGX vs. GQFPX - Volatility Comparison
Janus Henderson VIT Global Research Portfolio (JAWGX) has a higher volatility of 5.99% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.97%. This indicates that JAWGX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAWGX | GQFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 3.97% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 6.99% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 12.37% | +5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 12.88% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 12.88% | +5.08% |