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JGLTX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JGLTX and VOO is 0.86, 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.


Performance

JGLTX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
355.54%
566.78%
JGLTX
VOO

Key characteristics

Sharpe Ratio

JGLTX:

0.60

VOO:

0.63

Sortino Ratio

JGLTX:

0.99

VOO:

1.00

Omega Ratio

JGLTX:

1.14

VOO:

1.15

Calmar Ratio

JGLTX:

0.67

VOO:

0.65

Martin Ratio

JGLTX:

2.25

VOO:

2.54

Ulcer Index

JGLTX:

7.30%

VOO:

4.78%

Daily Std Dev

JGLTX:

27.57%

VOO:

19.12%

Max Drawdown

JGLTX:

-79.71%

VOO:

-33.99%

Current Drawdown

JGLTX:

-8.62%

VOO:

-8.57%

Returns By Period

In the year-to-date period, JGLTX achieves a -2.98% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, JGLTX has underperformed VOO with an annualized return of 8.86%, while VOO has yielded a comparatively higher 12.23% annualized return.


JGLTX

YTD

-2.98%

1M

19.49%

6M

-1.35%

1Y

10.88%

5Y*

6.07%

10Y*

8.86%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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JGLTX vs. VOO - Expense Ratio Comparison

JGLTX has a 0.72% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

JGLTX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGLTX
The Risk-Adjusted Performance Rank of JGLTX is 5656
Overall Rank
The Sharpe Ratio Rank of JGLTX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JGLTX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of JGLTX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JGLTX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of JGLTX is 5555
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGLTX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


The current JGLTX Sharpe Ratio is 0.60, which is comparable to the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of JGLTX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.55
0.63
JGLTX
VOO

Dividends

JGLTX vs. VOO - Dividend Comparison

JGLTX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20242023202220212020201920182017201620152014
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
0.00%0.00%0.00%0.00%0.23%0.00%0.00%0.00%0.00%0.19%0.92%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JGLTX vs. VOO - Drawdown Comparison

The maximum JGLTX drawdown since its inception was -79.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JGLTX and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.62%
-8.57%
JGLTX
VOO

Volatility

JGLTX vs. VOO - Volatility Comparison

Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a higher volatility of 14.14% compared to Vanguard S&P 500 ETF (VOO) at 11.27%. This indicates that JGLTX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.14%
11.27%
JGLTX
VOO