JAWGX vs. JARTX
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and Janus Henderson Forty Fund (JARTX).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. JARTX is managed by Janus Henderson. It was launched on May 1, 1997.
Performance
JAWGX vs. JARTX - Performance Comparison
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JAWGX vs. JARTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
JAWGX
JARTX
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.
| JAWGX | JARTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.59 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.00 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.66 | +0.27 |
Martin ratioReturn relative to average drawdown | 4.06 | 2.24 | +1.82 |
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 | JARTX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| JAWGX | JARTX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.75% | -15.58% | +4.83% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -16.91% | -5.34% |
Ulcer IndexDepth 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
| JAWGX | JARTX | Difference | |
|---|---|---|---|
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% |