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JAWGX vs. JARTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAWGX vs. JARTX - Performance Comparison

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

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JAWGX vs. JARTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAWGX
Janus Henderson VIT Global Research Portfolio
-7.96%20.97%23.56%26.77%-19.21%18.12%19.64%29.06%-6.86%27.03%
JARTX
Janus Henderson Forty Fund
-12.33%17.88%27.76%39.50%-33.81%22.30%38.69%36.30%1.10%29.05%

Returns By Period

In the year-to-date period, JAWGX achieves a -7.96% return, which is significantly higher than JARTX's -12.33% return. Over the past 10 years, JAWGX has underperformed JARTX with an annualized return of 12.31%, while JARTX has yielded a comparatively higher 14.39% annualized return.


JAWGX

1D
-0.42%
1M
-9.20%
YTD
-7.96%
6M
-5.97%
1Y
12.99%
3Y*
17.09%
5Y*
10.06%
10Y*
12.31%

JARTX

1D
4.46%
1M
-5.15%
YTD
-12.33%
6M
-12.64%
1Y
12.58%
3Y*
17.35%
5Y*
7.53%
10Y*
14.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAWGX vs. JARTX - Expense Ratio Comparison

JAWGX has a 0.64% expense ratio, which is lower than JARTX's 1.20% expense ratio.


Return for Risk

JAWGX vs. JARTX — Risk / Return Rank

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

JAWGX
JAWGX Risk / Return Rank: 3535
Overall Rank
JAWGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JAWGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JAWGX Omega Ratio Rank: 3636
Omega Ratio Rank
JAWGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
JAWGX Martin Ratio Rank: 3939
Martin Ratio Rank

JARTX
JARTX Risk / Return Rank: 2121
Overall Rank
JARTX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JARTX Sortino Ratio Rank: 2323
Sortino Ratio Rank
JARTX Omega Ratio Rank: 2121
Omega Ratio Rank
JARTX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JARTX Martin Ratio Rank: 2020
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. JARTX - 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 Forty Fund (JARTX). 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.


JAWGXJARTXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.59

+0.16

Sortino ratio

Return per unit of downside risk

1.16

1.00

+0.17

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

0.93

0.66

+0.27

Martin ratio

Return relative to average drawdown

4.06

2.24

+1.82

JAWGX vs. JARTX - Sharpe Ratio Comparison

The current JAWGX Sharpe Ratio is 0.75, which is comparable to the JARTX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of JAWGX and JARTX, 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


JAWGXJARTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.59

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.34

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.68

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.56

-0.07

Correlation

The correlation between JAWGX and JARTX 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. JARTX - Dividend Comparison

JAWGX's dividend yield for the trailing twelve months is around 10.04%, less than JARTX's 15.57% yield.


TTM20252024202320222021202020192018201720162015
JAWGX
Janus Henderson VIT Global Research Portfolio
10.04%9.24%3.81%3.46%14.54%5.09%5.34%6.73%1.27%0.75%1.06%0.69%
JARTX
Janus Henderson Forty Fund
15.57%13.65%11.51%9.10%0.06%10.26%8.38%7.05%8.95%14.50%6.57%15.93%

Drawdowns

JAWGX vs. JARTX - Drawdown Comparison

The maximum JAWGX drawdown since its inception was -70.46%, which is greater than JARTX's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for JAWGX and JARTX.


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Drawdown Indicators


JAWGXJARTXDifference

Max Drawdown

Largest peak-to-trough decline

-70.46%

-56.70%

-13.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-19.19%

+7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-41.09%

+12.51%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-41.09%

+6.29%

Current Drawdown

Current decline from peak

-10.75%

-15.58%

+4.83%

Average Drawdown

Average peak-to-trough decline

-22.25%

-16.91%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

5.62%

-3.00%

Volatility

JAWGX vs. JARTX - Volatility Comparison

The current volatility for Janus Henderson VIT Global Research Portfolio (JAWGX) is 4.90%, while Janus Henderson Forty Fund (JARTX) has a volatility of 7.78%. This indicates that JAWGX experiences smaller price fluctuations and is considered to be less risky than JARTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAWGXJARTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

7.78%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

13.74%

-4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

22.93%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

21.98%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

21.38%

-3.44%