JAWGX vs. VOO
Compare and contrast key facts about Janus Henderson VIT Global Research Portfolio (JAWGX) and Vanguard S&P 500 ETF (VOO).
JAWGX is managed by Janus Henderson. It was launched on Sep 12, 1993. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JAWGX vs. VOO - Performance Comparison
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JAWGX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAWGX Janus Henderson VIT Global Research Portfolio | -5.17% | 20.97% | 23.56% | 26.77% | -19.21% | 18.12% | 19.64% | 29.06% | -6.86% | 27.03% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JAWGX achieves a -5.17% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, JAWGX has underperformed VOO with an annualized return of 12.64%, while VOO has yielded a comparatively higher 14.14% annualized return.
JAWGX
- 1D
- 3.03%
- 1M
- -6.02%
- YTD
- -5.17%
- 6M
- -3.47%
- 1Y
- 15.83%
- 3Y*
- 18.26%
- 5Y*
- 10.38%
- 10Y*
- 12.64%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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JAWGX vs. VOO - Expense Ratio Comparison
JAWGX has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JAWGX vs. VOO — Risk / Return Rank
JAWGX
VOO
JAWGX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Research Portfolio (JAWGX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.01 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.53 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.55 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.11 | 7.31 | -1.20 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.01 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.79 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.35 |
Correlation
The correlation between JAWGX and VOO is 0.94, 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. VOO - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 9.74%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAWGX Janus Henderson VIT Global Research Portfolio | 9.74% | 9.24% | 3.81% | 3.46% | 14.54% | 5.09% | 5.34% | 6.73% | 1.27% | 0.75% | 1.06% | 0.69% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JAWGX vs. VOO - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -70.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JAWGX and VOO.
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Drawdown Indicators
| JAWGX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -33.99% | -36.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -11.98% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -24.52% | -4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -33.99% | -0.81% |
Current DrawdownCurrent decline from peak | -8.05% | -5.55% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -3.72% | -18.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.55% | +0.12% |
Volatility
JAWGX vs. VOO - Volatility Comparison
Janus Henderson VIT Global Research Portfolio (JAWGX) has a higher volatility of 5.99% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that JAWGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAWGX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 5.34% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 9.47% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 18.11% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 16.82% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 17.99% | -0.03% |