PortfoliosLab logo
VGSTX vs. JABLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGSTX and JABLX is 0.92, 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

VGSTX vs. JABLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard STAR Fund (VGSTX) and Janus Henderson VIT Balanced Portfolio (JABLX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VGSTX:

0.18

JABLX:

0.73

Sortino Ratio

VGSTX:

0.30

JABLX:

1.11

Omega Ratio

VGSTX:

1.04

JABLX:

1.15

Calmar Ratio

VGSTX:

0.09

JABLX:

0.78

Martin Ratio

VGSTX:

0.44

JABLX:

3.03

Ulcer Index

VGSTX:

4.58%

JABLX:

3.06%

Daily Std Dev

VGSTX:

12.76%

JABLX:

12.78%

Max Drawdown

VGSTX:

-43.45%

JABLX:

-32.03%

Current Drawdown

VGSTX:

-12.36%

JABLX:

-1.79%

Returns By Period

In the year-to-date period, VGSTX achieves a 2.80% return, which is significantly higher than JABLX's 1.78% return. Over the past 10 years, VGSTX has underperformed JABLX with an annualized return of 2.93%, while JABLX has yielded a comparatively higher 6.75% annualized return.


VGSTX

YTD

2.80%

1M

6.56%

6M

-2.57%

1Y

2.28%

3Y*

3.74%

5Y*

3.30%

10Y*

2.93%

JABLX

YTD

1.78%

1M

8.15%

6M

1.04%

1Y

9.22%

3Y*

8.95%

5Y*

8.30%

10Y*

6.75%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard STAR Fund

VGSTX vs. JABLX - Expense Ratio Comparison

VGSTX has a 0.31% expense ratio, which is lower than JABLX's 0.62% expense ratio.


Risk-Adjusted Performance

VGSTX vs. JABLX — Risk-Adjusted Performance Rank

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

VGSTX
The Risk-Adjusted Performance Rank of VGSTX is 3131
Overall Rank
The Sharpe Ratio Rank of VGSTX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSTX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VGSTX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VGSTX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VGSTX is 3131
Martin Ratio Rank

JABLX
The Risk-Adjusted Performance Rank of JABLX is 7575
Overall Rank
The Sharpe Ratio Rank of JABLX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of JABLX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of JABLX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of JABLX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of JABLX is 7777
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.

VGSTX vs. JABLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard STAR Fund (VGSTX) and Janus Henderson VIT Balanced Portfolio (JABLX). 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 VGSTX Sharpe Ratio is 0.18, which is lower than the JABLX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VGSTX and JABLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

VGSTX vs. JABLX - Dividend Comparison

VGSTX's dividend yield for the trailing twelve months is around 2.36%, more than JABLX's 1.98% yield.


TTM20242023202220212020201920182017201620152014
VGSTX
Vanguard STAR Fund
2.36%2.43%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%
JABLX
Janus Henderson VIT Balanced Portfolio
1.98%2.02%2.01%1.34%0.85%1.67%1.83%2.30%1.52%2.20%1.67%1.74%

Drawdowns

VGSTX vs. JABLX - Drawdown Comparison

The maximum VGSTX drawdown since its inception was -43.45%, which is greater than JABLX's maximum drawdown of -32.03%. Use the drawdown chart below to compare losses from any high point for VGSTX and JABLX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VGSTX vs. JABLX - Volatility Comparison

The current volatility for Vanguard STAR Fund (VGSTX) is 2.85%, while Janus Henderson VIT Balanced Portfolio (JABLX) has a volatility of 3.21%. This indicates that VGSTX experiences smaller price fluctuations and is considered to be less risky than JABLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...