Correlation
The correlation between JAWGX and PRGSX is 0.87, 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.
JAWGX vs. PRGSX
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and T. Rowe Price Global Stock Fund (PRGSX).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAWGX or PRGSX.
Performance
JAWGX vs. PRGSX - Performance Comparison
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Key characteristics
JAWGX:
0.59
PRGSX:
0.39
JAWGX:
0.85
PRGSX:
0.57
JAWGX:
1.12
PRGSX:
1.08
JAWGX:
0.60
PRGSX:
0.30
JAWGX:
2.41
PRGSX:
1.11
JAWGX:
4.25%
PRGSX:
5.70%
JAWGX:
19.65%
PRGSX:
20.69%
JAWGX:
-69.93%
PRGSX:
-64.06%
JAWGX:
-0.35%
PRGSX:
-4.00%
Returns By Period
In the year-to-date period, JAWGX achieves a 6.71% return, which is significantly higher than PRGSX's 3.36% return. Over the past 10 years, JAWGX has underperformed PRGSX with an annualized return of 6.60%, while PRGSX has yielded a comparatively higher 12.60% annualized return.
JAWGX
6.71%
5.95%
4.30%
11.02%
9.35%
8.73%
6.60%
PRGSX
3.36%
5.35%
0.95%
7.61%
11.77%
11.59%
12.60%
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JAWGX vs. PRGSX - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is lower than PRGSX's 0.82% expense ratio.
Risk-Adjusted Performance
JAWGX vs. PRGSX — Risk-Adjusted Performance Rank
JAWGX
PRGSX
JAWGX vs. PRGSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and T. Rowe Price Global Stock Fund (PRGSX). 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.
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Dividends
JAWGX vs. PRGSX - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 3.57%, less than PRGSX's 6.51% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAWGX Janus Henderson VIT Global Research Portfolio | 3.57% | 3.81% | 3.74% | 14.55% | 5.09% | 5.34% | 6.73% | 1.27% | 0.75% | 1.07% | 0.70% | 1.06% |
PRGSX T. Rowe Price Global Stock Fund | 6.51% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 1.25% | 5.81% | 0.37% | 0.63% | 0.33% | 0.71% |
Drawdowns
JAWGX vs. PRGSX - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -69.93%, which is greater than PRGSX's maximum drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for JAWGX and PRGSX.
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Volatility
JAWGX vs. PRGSX - Volatility Comparison
Janus Henderson VIT Global Research Portfolio (JAWGX) and T. Rowe Price Global Stock Fund (PRGSX) have volatilities of 3.99% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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