JAWWX vs. VT
Compare and contrast key facts about Janus Henderson Global Research Fund Class T (JAWWX) and Vanguard Total World Stock ETF (VT).
JAWWX is an actively managed fund by Janus Henderson. It was launched on Feb 25, 2005. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
JAWWX vs. VT - Performance Comparison
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JAWWX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAWWX Janus Henderson Global Research Fund Class T | -8.00% | 20.67% | 23.40% | 26.66% | -19.64% | 17.72% | 20.09% | 28.78% | -6.97% | 26.75% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, JAWWX achieves a -8.00% return, which is significantly lower than VT's -1.71% return. Both investments have delivered pretty close results over the past 10 years, with JAWWX having a 12.12% annualized return and VT not far behind at 11.53%.
JAWWX
- 1D
- -0.42%
- 1M
- -9.22%
- YTD
- -8.00%
- 6M
- -6.06%
- 1Y
- 12.74%
- 3Y*
- 16.89%
- 5Y*
- 9.76%
- 10Y*
- 12.12%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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JAWWX vs. VT - Expense Ratio Comparison
JAWWX has a 0.87% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
JAWWX vs. VT — Risk / Return Rank
JAWWX
VT
JAWWX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Research Fund Class T (JAWWX) and Vanguard Total World Stock ETF (VT). 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.
| JAWWX | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.25 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.84 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.83 | -0.92 |
Martin ratioReturn relative to average drawdown | 3.96 | 8.51 | -4.55 |
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
| JAWWX | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.25 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.58 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.67 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.40 | -0.02 |
Correlation
The correlation between JAWWX and VT is 0.95, 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
JAWWX vs. VT - Dividend Comparison
JAWWX's dividend yield for the trailing twelve months is around 8.73%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAWWX Janus Henderson Global Research Fund Class T | 8.73% | 8.03% | 8.21% | 4.82% | 4.44% | 11.58% | 3.68% | 4.77% | 6.85% | 0.60% | 0.75% | 0.75% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
JAWWX vs. VT - Drawdown Comparison
The maximum JAWWX drawdown since its inception was -76.60%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for JAWWX and VT.
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Drawdown Indicators
| JAWWX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.60% | -50.27% | -26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -11.84% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -26.38% | -2.67% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -34.24% | -0.55% |
Current DrawdownCurrent decline from peak | -10.78% | -6.89% | -3.89% |
Average DrawdownAverage peak-to-trough decline | -26.03% | -7.08% | -18.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.55% | +0.08% |
Volatility
JAWWX vs. VT - Volatility Comparison
The current volatility for Janus Henderson Global Research Fund Class T (JAWWX) is 4.91%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that JAWWX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAWWX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 6.33% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 9.95% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 17.24% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 15.98% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 17.20% | +0.75% |