JGLTX vs. BLDR
Compare and contrast key facts about Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Builders FirstSource, Inc. (BLDR).
JGLTX is managed by Janus Henderson. It was launched on Jan 17, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGLTX or BLDR.
Key characteristics
| JGLTX | BLDR | |
|---|---|---|
| YTD Return | 34.42% | 6.83% |
| 1Y Return | 49.79% | 47.14% |
| 3Y Return (Ann) | -0.28% | 38.24% |
| 5Y Return (Ann) | 9.20% | 49.21% |
| 10Y Return (Ann) | 10.14% | 40.67% |
| Sharpe Ratio | 2.35 | 0.97 |
| Sortino Ratio | 3.03 | 1.46 |
| Omega Ratio | 1.42 | 1.21 |
| Calmar Ratio | 1.36 | 1.16 |
| Martin Ratio | 11.27 | 2.60 |
| Ulcer Index | 4.35% | 16.54% |
| Daily Std Dev | 20.87% | 44.20% |
| Max Drawdown | -79.71% | -96.78% |
| Current Drawdown | -4.16% | -15.52% |
Correlation
The correlation between JGLTX and BLDR is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JGLTX vs. BLDR - Performance Comparison
In the year-to-date period, JGLTX achieves a 34.42% return, which is significantly higher than BLDR's 6.83% return. Over the past 10 years, JGLTX has underperformed BLDR with an annualized return of 10.14%, while BLDR has yielded a comparatively higher 40.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JGLTX vs. BLDR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Builders FirstSource, Inc. (BLDR). 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.
Dividends
JGLTX vs. BLDR - Dividend Comparison
Neither JGLTX nor BLDR has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.92% |
BLDR Builders FirstSource, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JGLTX vs. BLDR - Drawdown Comparison
The maximum JGLTX drawdown since its inception was -79.71%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for JGLTX and BLDR. For additional features, visit the drawdowns tool.
Volatility
JGLTX vs. BLDR - Volatility Comparison
The current volatility for Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) is 5.86%, while Builders FirstSource, Inc. (BLDR) has a volatility of 11.88%. This indicates that JGLTX experiences smaller price fluctuations and is considered to be less risky than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.