PortfoliosLab logoPortfoliosLab logo
JHAI vs. VOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHAI vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Artificial Intelligence ETF (JHAI) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JHAI achieves a 31.29% return, which is significantly higher than VOX's -1.38% return.


JHAI

1D
-1.50%
1M
14.89%
YTD
31.29%
6M
30.57%
1Y
3Y*
5Y*
10Y*

VOX

1D
-0.84%
1M
-2.77%
YTD
-1.38%
6M
0.47%
1Y
20.55%
3Y*
24.02%
5Y*
7.58%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHAI vs. VOX - Yearly Performance Comparison


Correlation

The correlation between JHAI and VOX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 21, 2025

0.51

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

JHAI vs. VOX — Risk / Return Rank

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

JHAI

VOX
VOX Risk / Return Rank: 3535
Overall Rank
VOX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VOX Omega Ratio Rank: 3535
Omega Ratio Rank
VOX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VOX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JHAI vs. VOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Artificial Intelligence ETF (JHAI) and Vanguard Communication Services ETF (VOX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JHAI vs. VOX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


JHAIVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

2.36

0.43

+1.92

Drawdowns

JHAI vs. VOX - Drawdown Comparison

The maximum JHAI drawdown since its inception was -15.38%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for JHAI and VOX.


Loading charts...

Drawdown Indicators


JHAIVOXDifference

Max Drawdown

Largest peak-to-trough decline

-15.38%

-57.18%

+41.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

Max Drawdown (5Y)

Largest decline over 5 years

-46.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.76%

Current Drawdown

Current decline from peak

-1.50%

-4.70%

+3.20%

Average Drawdown

Average peak-to-trough decline

-3.62%

-11.91%

+8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

Volatility

JHAI vs. VOX - Volatility Comparison


Loading charts...

Volatility by Period


JHAIVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

25.52%

15.45%

+10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

21.15%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.52%

20.89%

+4.63%

JHAI vs. VOX - Expense Ratio Comparison

JHAI has a 0.59% expense ratio, which is higher than VOX's 0.10% expense ratio.


Dividends

JHAI vs. VOX - Dividend Comparison

JHAI's dividend yield for the trailing twelve months is around 0.31%, less than VOX's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
JHAI
Janus Henderson Global Artificial Intelligence ETF
0.31%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.00%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Frequently Asked Questions


JHAI and VOX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOX is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOX is cheaper with a 0.10% expense ratio, compared with 0.59% for JHAI.

VOX has the higher dividend yield at 1.00%, compared with 0.31% for JHAI.

They also come from different issuers: Janus Henderson and Vanguard. Their fees differ too: 0.59% for JHAI and 0.10% for VOX.

Portfolio Optimizer

Find the right allocation for JHAI and VOX

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