JGLTX vs. BLDR
JGLTX (Janus Henderson VIT Global Technology and Innovation Portfolio) is Technology Equities fund managed by Janus Henderson, while BLDR (Builders FirstSource, Inc.) is a stock. Over the past 10 years, JGLTX returned 22.60%/yr vs 19.62%/yr for BLDR. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
JGLTX vs. BLDR - Performance Comparison
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Returns By Period
In the year-to-date period, JGLTX achieves a 22.16% return, which is significantly higher than BLDR's -26.75% return. Over the past 10 years, JGLTX has outperformed BLDR with an annualized return of 22.60%, while BLDR has yielded a comparatively lower 19.62% annualized return.
JGLTX
- 1D
- 1.15%
- 1M
- -2.86%
- 6M
- 23.13%
- YTD
- 22.16%
- 1Y
- 29.06%
- 3Y*
- 31.31%
- 5Y*
- 14.90%
- 10Y*
- 22.60%
- ALL TIME*
- 8.42%
BLDR
- 1D
- 3.99%
- 1M
- -11.00%
- 6M
- -36.43%
- YTD
- -26.75%
- 1Y
- -41.20%
- 3Y*
- -20.44%
- 5Y*
- 9.75%
- 10Y*
- 19.62%
- ALL TIME*
- 7.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $189.90M | $173.26M | $195.08M | |
| $0.00 | $0.00 | $0.00 |
JGLTX vs. BLDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 22.16% | 25.19% | 32.10% | 54.55% | -36.42% | 18.28% | 50.42% | 45.29% | 1.17% | 45.17% |
BLDR Builders FirstSource, Inc. | -26.75% | -28.01% | -14.38% | 157.31% | -24.30% | 110.02% | 60.61% | 132.91% | -49.93% | 98.63% |
Correlation
The correlation between JGLTX and BLDR is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2005 | 0.46 |
Over the past year, the correlation between JGLTX and BLDR has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
JGLTX vs. BLDR — Risk / Return Rank
JGLTX
BLDR
JGLTX vs. BLDR - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JGLTX | BLDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.88 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | -0.74 | +2.43 |
| Martin ratioReturn relative to average drawdown | 5.58 | -1.20 | +6.78 |
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Drawdowns
JGLTX vs. BLDR - Drawdown Comparison
The maximum JGLTX drawdown since its inception was -81.78%, 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.
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Drawdown Indicators
| JGLTX | BLDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.78% | -96.78% | +15.00% |
Max Drawdown (1Y)Largest decline over 1 year | -18.76% | -55.76% | +37.00% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -68.73% | +45.01% |
Max Drawdown (5Y)Largest decline over 5 years | -45.18% | -68.73% | +23.55% |
Max Drawdown (10Y)Largest decline over 10 years | -45.18% | -68.73% | +23.55% |
Current DrawdownCurrent decline from peak | -10.06% | -64.30% | +54.24% |
Average DrawdownAverage peak-to-trough decline | -36.41% | -47.97% | +11.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 34.35% | -28.67% |
Volatility
JGLTX vs. BLDR - Volatility Comparison
The current volatility for Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) is 12.24%, while Builders FirstSource, Inc. (BLDR) has a volatility of 18.00%. 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.
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Volatility by Period
| JGLTX | BLDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 18.00% | -5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 23.70% | 38.12% | -14.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.02% | 50.50% | -23.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.23% | 46.09% | -18.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | 48.06% | -23.02% |
Dividends
JGLTX vs. BLDR - Dividend Comparison
JGLTX's dividend yield for the trailing twelve months is around 11.50%, while BLDR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLDR Builders FirstSource, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 11.50% | 8.98% | 0.00% | 0.00% | 26.96% | 14.48% | 7.71% | 6.81% | 4.95% | 5.68% | 3.71% | 16.11% |
Frequently Asked Questions
JGLTX and BLDR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLDR has higher volatility (18.00%) compared to JGLTX (12.24%). In terms of maximum drawdown, JGLTX dropped -81.78% vs BLDR's -96.78%.
JGLTX currently has the higher Sharpe Ratio (1.18 vs -0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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