JAWGX vs. MFWIX
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and MFS Global Total Return Fund Class I (MFWIX).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
JAWGX vs. MFWIX - Performance Comparison
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JAWGX vs. MFWIX - 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% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, JAWGX achieves a -7.96% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, JAWGX has outperformed MFWIX with an annualized return of 12.31%, while MFWIX has yielded a comparatively lower 6.19% 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%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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JAWGX vs. MFWIX - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
JAWGX vs. MFWIX — Risk / Return Rank
JAWGX
MFWIX
JAWGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and MFS Global Total Return Fund Class I (MFWIX). 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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.29 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.77 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.59 | -0.66 |
Martin ratioReturn relative to average drawdown | 4.06 | 6.26 | -2.20 |
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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.29 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.52 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.65 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.71 | -0.22 |
Correlation
The correlation between JAWGX and MFWIX is 0.81, 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. MFWIX - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 10.04%, more than MFWIX's 8.81% 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% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
JAWGX vs. MFWIX - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -70.46%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for JAWGX and MFWIX.
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Drawdown Indicators
| JAWGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -33.01% | -37.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -6.85% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -20.22% | -8.36% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -23.36% | -11.44% |
Current DrawdownCurrent decline from peak | -10.75% | -6.50% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -3.83% | -18.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.74% | +0.88% |
Volatility
JAWGX vs. MFWIX - Volatility Comparison
Janus Henderson VIT Global Research Portfolio (JAWGX) has a higher volatility of 4.90% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that JAWGX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAWGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.04% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 5.25% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 8.85% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 9.09% | +8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 9.60% | +8.34% |