JGLTX vs. VITAX
JGLTX (Janus Henderson VIT Global Technology and Innovation Portfolio) and VITAX (Vanguard Information Technology Index Fund Admiral Shares) are both Technology Equities funds. Over the past 10 years, JGLTX returned 22.60%/yr vs 24.00%/yr for VITAX. Their correlation of 0.94 means they have usually moved in the same direction. JGLTX charges 0.72%/yr vs 0.09%/yr for VITAX.
Performance
JGLTX vs. VITAX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with JGLTX having a 22.16% return and VITAX slightly higher at 22.50%. Over the past 10 years, JGLTX has underperformed VITAX with an annualized return of 22.60%, while VITAX has yielded a comparatively higher 24.00% 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%
VITAX
- 1D
- 1.74%
- 1M
- 0.34%
- 6M
- 25.41%
- YTD
- 22.50%
- 1Y
- 34.15%
- 3Y*
- 29.11%
- 5Y*
- 18.08%
- 10Y*
- 24.00%
- ALL TIME*
- 14.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JGLTX vs. VITAX - 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% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 22.50% | 21.78% | 29.26% | 52.69% | -29.67% | 30.36% | 45.93% | 48.72% | 2.51% | 37.07% |
Correlation
The correlation between JGLTX and VITAX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.94 |
The correlation between JGLTX and VITAX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JGLTX vs. VITAX — Risk / Return Rank
JGLTX
VITAX
JGLTX vs. VITAX - 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 Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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 | VITAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.28 | -0.59 |
| Martin ratioReturn relative to average drawdown | 5.58 | 6.11 | -0.54 |
Loading charts...
Drawdowns
JGLTX vs. VITAX - Drawdown Comparison
The maximum JGLTX drawdown since its inception was -81.78%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for JGLTX and VITAX.
Loading charts...
Drawdown Indicators
| JGLTX | VITAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.78% | -54.81% | -26.97% |
Max Drawdown (1Y)Largest decline over 1 year | -18.76% | -16.38% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -27.38% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -45.18% | -35.10% | -10.08% |
Max Drawdown (10Y)Largest decline over 10 years | -45.18% | -35.10% | -10.08% |
Current DrawdownCurrent decline from peak | -10.06% | -8.34% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -36.41% | -8.01% | -28.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 6.10% | -0.42% |
Volatility
JGLTX vs. VITAX - Volatility Comparison
Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a higher volatility of 12.24% compared to Vanguard Information Technology Index Fund Admiral Shares (VITAX) at 8.37%. This indicates that JGLTX's price experiences larger fluctuations and is considered to be riskier than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JGLTX | VITAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 8.37% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 23.70% | 20.15% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.02% | 24.31% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.23% | 26.05% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | 25.14% | -0.10% |
JGLTX vs. VITAX - Expense Ratio Comparison
JGLTX has a 0.72% expense ratio, which is higher than VITAX's 0.09% expense ratio.
Dividends
JGLTX vs. VITAX - Dividend Comparison
JGLTX's dividend yield for the trailing twelve months is around 11.50%, more than VITAX's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.63% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
With a correlation of 0.91, JGLTX and VITAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JGLTX has higher volatility (12.24%) compared to VITAX (8.37%). In terms of maximum drawdown, JGLTX dropped -81.78% vs VITAX's -54.81%.
VITAX currently has the higher Sharpe Ratio (1.54 vs 1.18), 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.
Find the right allocation for JGLTX and VITAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer