JAWGX vs. JANBX
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and Janus Henderson Balanced Fund (JANBX).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. JANBX is managed by Janus Henderson. It was launched on Aug 31, 1992.
Performance
JAWGX vs. JANBX - Performance Comparison
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JAWGX vs. JANBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JANBX Janus Henderson Balanced Fund | -5.36% | 14.99% | 15.36% | 15.38% | -16.60% | 17.22% | 14.34% | 22.53% | 0.64% | 17.78% |
Returns By Period
The year-to-date returns for both stocks are quite close, with JAWGX having a -5.17% return and JANBX slightly lower at -5.36%. Over the past 10 years, JAWGX has outperformed JANBX with an annualized return of 12.64%, while JANBX has yielded a comparatively lower 9.37% 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%
JANBX
- 1D
- 1.58%
- 1M
- -4.89%
- YTD
- -5.36%
- 6M
- -4.13%
- 1Y
- 10.63%
- 3Y*
- 11.24%
- 5Y*
- 6.65%
- 10Y*
- 9.37%
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JAWGX vs. JANBX - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is lower than JANBX's 0.70% expense ratio.
Return for Risk
JAWGX vs. JANBX — Risk / Return Rank
JAWGX
JANBX
JAWGX vs. JANBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and Janus Henderson Balanced Fund (JANBX). 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 | JANBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.92 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.41 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.40 | +0.02 |
Martin ratioReturn relative to average drawdown | 6.11 | 5.58 | +0.53 |
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 | JANBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.92 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.60 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.85 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.65 | -0.17 |
Correlation
The correlation between JAWGX and JANBX is 0.84, 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. JANBX - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 9.74%, more than JANBX's 8.80% 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% |
JANBX Janus Henderson Balanced Fund | 8.80% | 8.78% | 6.96% | 2.25% | 1.95% | 4.50% | 2.49% | 2.85% | 7.06% | 4.65% | 2.55% | 5.81% |
Drawdowns
JAWGX vs. JANBX - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -70.46%, which is greater than JANBX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for JAWGX and JANBX.
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Drawdown Indicators
| JAWGX | JANBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -31.70% | -38.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -8.13% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -21.52% | -7.06% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -22.49% | -12.31% |
Current DrawdownCurrent decline from peak | -8.05% | -6.68% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -6.66% | -15.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.04% | +0.63% |
Volatility
JAWGX vs. JANBX - Volatility Comparison
Janus Henderson VIT Global Research Portfolio (JAWGX) has a higher volatility of 5.99% compared to Janus Henderson Balanced Fund (JANBX) at 3.80%. This indicates that JAWGX's price experiences larger fluctuations and is considered to be riskier than JANBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAWGX | JANBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 3.80% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 6.65% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 12.08% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 11.16% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 11.12% | +6.84% |