Correlation
The correlation between JNSGX and VOO is 0.91, 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.
JNSGX vs. VOO
Compare and contrast key facts about Janus Henderson Global Allocation Fund - Growth (JNSGX) and Vanguard S&P 500 ETF (VOO).
JNSGX is managed by Janus Henderson. It was launched on Dec 29, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNSGX or VOO.
Performance
JNSGX vs. VOO - Performance Comparison
Loading data...
Key characteristics
JNSGX:
0.23
VOO:
0.74
JNSGX:
0.32
VOO:
1.04
JNSGX:
1.05
VOO:
1.15
JNSGX:
0.10
VOO:
0.68
JNSGX:
0.44
VOO:
2.58
JNSGX:
6.08%
VOO:
4.93%
JNSGX:
15.92%
VOO:
19.54%
JNSGX:
-34.83%
VOO:
-33.99%
JNSGX:
-13.93%
VOO:
-3.55%
Returns By Period
In the year-to-date period, JNSGX achieves a 5.41% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, JNSGX has underperformed VOO with an annualized return of 0.76%, while VOO has yielded a comparatively higher 12.81% annualized return.
JNSGX
5.41%
4.92%
-3.96%
3.00%
4.28%
3.22%
0.76%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JNSGX vs. VOO - Expense Ratio Comparison
JNSGX has a 0.26% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
JNSGX vs. VOO — Risk-Adjusted Performance Rank
JNSGX
VOO
JNSGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Growth (JNSGX) 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.
Loading data...
Dividends
JNSGX vs. VOO - Dividend Comparison
JNSGX's dividend yield for the trailing twelve months is around 8.73%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNSGX Janus Henderson Global Allocation Fund - Growth | 8.73% | 9.20% | 1.46% | 4.67% | 16.70% | 4.75% | 7.16% | 5.35% | 6.43% | 2.55% | 10.31% | 5.50% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
JNSGX vs. VOO - Drawdown Comparison
The maximum JNSGX drawdown since its inception was -34.83%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JNSGX and VOO.
Loading data...
Volatility
JNSGX vs. VOO - Volatility Comparison
The current volatility for Janus Henderson Global Allocation Fund - Growth (JNSGX) is 2.99%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that JNSGX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...