JGLTX vs. SWLGX
Compare and contrast key facts about Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
JGLTX is managed by Janus Henderson. It was launched on Jan 17, 2000. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
JGLTX vs. SWLGX - Performance Comparison
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JGLTX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | -10.57% | 25.19% | 32.10% | 54.55% | -36.42% | 18.28% | 50.42% | 45.29% | 1.17% | -0.87% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, JGLTX achieves a -10.57% return, which is significantly higher than SWLGX's -13.06% return.
JGLTX
- 1D
- -1.43%
- 1M
- -10.72%
- YTD
- -10.57%
- 6M
- -9.78%
- 1Y
- 24.46%
- 3Y*
- 23.30%
- 5Y*
- 11.02%
- 10Y*
- 20.23%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
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JGLTX vs. SWLGX - Expense Ratio Comparison
JGLTX has a 0.72% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
JGLTX vs. SWLGX — Risk / Return Rank
JGLTX
SWLGX
JGLTX vs. SWLGX - 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 Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| JGLTX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.66 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.10 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.72 | +0.57 |
Martin ratioReturn relative to average drawdown | 4.44 | 2.51 | +1.93 |
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
| JGLTX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.66 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.56 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.68 | -0.39 |
Correlation
The correlation between JGLTX and SWLGX 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
JGLTX vs. SWLGX - Dividend Comparison
JGLTX's dividend yield for the trailing twelve months is around 10.04%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGLTX Janus Henderson VIT Global Technology and Innovation Portfolio | 10.04% | 8.98% | 0.00% | 0.00% | 26.96% | 14.48% | 7.71% | 6.81% | 4.95% | 5.68% | 3.71% | 16.11% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
JGLTX vs. SWLGX - Drawdown Comparison
The maximum JGLTX drawdown since its inception was -81.78%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JGLTX and SWLGX.
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Drawdown Indicators
| JGLTX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.78% | -32.69% | -49.09% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -16.16% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -45.18% | -32.69% | -12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -45.18% | — | — |
Current DrawdownCurrent decline from peak | -15.81% | -16.16% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -36.83% | -7.13% | -29.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 4.62% | -0.04% |
Volatility
JGLTX vs. SWLGX - Volatility Comparison
Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a higher volatility of 6.94% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that JGLTX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGLTX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 5.38% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 11.82% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.03% | 22.31% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.89% | 21.47% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.28% | 22.78% | +1.50% |