JAWGX vs. SSGLX
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
JAWGX vs. SSGLX - Performance Comparison
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JAWGX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, JAWGX achieves a -7.96% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, JAWGX has outperformed SSGLX with an annualized return of 12.31%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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JAWGX vs. SSGLX - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
JAWGX vs. SSGLX — Risk / Return Rank
JAWGX
SSGLX
JAWGX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.56 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.12 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.00 | -1.07 |
Martin ratioReturn relative to average drawdown | 4.06 | 7.90 | -3.83 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.56 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.48 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.53 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.37 | +0.11 |
Correlation
The correlation between JAWGX and SSGLX is 0.80, 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. SSGLX - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 10.04%, more than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
JAWGX vs. SSGLX - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -70.46%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for JAWGX and SSGLX.
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Drawdown Indicators
| JAWGX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -35.88% | -34.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -11.22% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -30.08% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -35.88% | +1.08% |
Current DrawdownCurrent decline from peak | -10.75% | -10.87% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -8.32% | -13.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.84% | -0.22% |
Volatility
JAWGX vs. SSGLX - Volatility Comparison
The current volatility for Janus Henderson VIT Global Research Portfolio (JAWGX) is 4.90%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that JAWGX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAWGX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 6.44% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 10.02% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 15.49% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 14.49% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 16.15% | +1.79% |