Correlation
The correlation between JAWGX and VOO is 0.93, 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. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAWGX or VOO.
Performance
JAWGX vs. VOO - Performance Comparison
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Key characteristics
JAWGX:
0.59
VOO:
0.74
JAWGX:
0.85
VOO:
1.04
JAWGX:
1.12
VOO:
1.15
JAWGX:
0.60
VOO:
0.68
JAWGX:
2.41
VOO:
2.58
JAWGX:
4.25%
VOO:
4.93%
JAWGX:
19.65%
VOO:
19.54%
JAWGX:
-69.93%
VOO:
-33.99%
JAWGX:
-0.35%
VOO:
-3.55%
Returns By Period
In the year-to-date period, JAWGX achieves a 6.71% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, JAWGX has underperformed VOO with an annualized return of 6.60%, while VOO has yielded a comparatively higher 12.81% annualized return.
JAWGX
6.71%
5.95%
4.30%
11.02%
9.35%
8.73%
6.60%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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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.
Risk-Adjusted Performance
JAWGX vs. VOO — Risk-Adjusted Performance Rank
JAWGX
VOO
JAWGX vs. VOO - Risk-Adjusted Performance 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.
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Dividends
JAWGX vs. VOO - Dividend Comparison
JAWGX's dividend yield for the trailing twelve months is around 3.57%, more than VOO'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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
JAWGX vs. VOO - Drawdown Comparison
The maximum JAWGX drawdown since its inception was -69.93%, 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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Volatility
JAWGX vs. VOO - Volatility Comparison
The current volatility for Janus Henderson VIT Global Research Portfolio (JAWGX) is 3.99%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that JAWGX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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