Correlation
The correlation between JAWGX and SPLG is 0.86, 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. SPLG
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and SPDR Portfolio S&P 500 ETF (SPLG).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAWGX or SPLG.
Performance
JAWGX vs. SPLG - Performance Comparison
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Key characteristics
JAWGX:
0.59
SPLG:
0.73
JAWGX:
0.85
SPLG:
1.04
JAWGX:
1.12
SPLG:
1.15
JAWGX:
0.60
SPLG:
0.68
JAWGX:
2.41
SPLG:
2.58
JAWGX:
4.25%
SPLG:
4.93%
JAWGX:
19.65%
SPLG:
19.61%
JAWGX:
-69.93%
SPLG:
-54.52%
JAWGX:
-0.35%
SPLG:
-3.53%
Returns By Period
In the year-to-date period, JAWGX achieves a 6.71% return, which is significantly higher than SPLG's 0.89% return. Over the past 10 years, JAWGX has underperformed SPLG with an annualized return of 6.60%, while SPLG has yielded a comparatively higher 12.72% annualized return.
JAWGX
6.71%
5.95%
4.30%
11.02%
9.35%
8.73%
6.60%
SPLG
0.89%
5.54%
-1.55%
13.29%
14.31%
15.91%
12.72%
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JAWGX vs. SPLG - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
JAWGX vs. SPLG — Risk-Adjusted Performance Rank
JAWGX
SPLG
JAWGX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and SPDR Portfolio S&P 500 ETF (SPLG). 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. SPLG - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 3.57%, more than SPLG's 1.29% 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% |
SPLG SPDR Portfolio S&P 500 ETF | 1.29% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
JAWGX vs. SPLG - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -69.93%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for JAWGX and SPLG.
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Volatility
JAWGX vs. SPLG - Volatility Comparison
The current volatility for Janus Henderson VIT Global Research Portfolio (JAWGX) is 3.99%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.80%. This indicates that JAWGX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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