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VXX vs. GJAN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXX vs. GJAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) and FT Vest U.S. Equity Moderate Buffer ETF - January (GJAN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VXX achieves a -22.52% return, which is significantly lower than GJAN's 6.75% return.


VXX

1D
-3.57%
1M
-4.56%
6M
-25.82%
YTD
-22.52%
1Y
-52.58%
3Y*
-41.67%
5Y*
-46.15%
10Y*
-46.01%
ALL TIME*
-51.51%

GJAN

1D
-0.13%
1M
1.16%
6M
6.38%
YTD
6.75%
1Y
12.96%
3Y*
11.86%
5Y*
10Y*
ALL TIME*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$501.99K$608.59K$1.11M
$215.68M$176.91M$223.32M

VXX vs. GJAN - Yearly Performance Comparison


2026 (YTD)202520242023
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
-22.52%-42.21%-26.22%-68.12%
GJAN
FT Vest U.S. Equity Moderate Buffer ETF - January
6.75%10.71%12.09%13.83%

Correlation

The correlation between VXX and GJAN is -0.80, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.80

Correlation (3Y)
Balances recent behavior with more history.

-0.75

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2023

-0.72

The correlation between VXX and GJAN has been stable across timeframes, ranging from -0.80 to -0.72 - a consistent structural relationship.

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Return for Risk

VXX vs. GJAN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VXX
VXX Risk / Return Rank: 11
Overall Rank
VXX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 22
Sortino Ratio Rank
VXX Omega Ratio Rank: 22
Omega Ratio Rank
VXX Calmar Ratio Rank: 00
Calmar Ratio Rank
VXX Martin Ratio Rank: 00
Martin Ratio Rank

GJAN
GJAN Risk / Return Rank: 8484
Overall Rank
GJAN Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GJAN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GJAN Omega Ratio Rank: 8989
Omega Ratio Rank
GJAN Calmar Ratio Rank: 6969
Calmar Ratio Rank
GJAN Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VXX vs. GJAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) and FT Vest U.S. Equity Moderate Buffer ETF - January (GJAN). 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.


VXXGJANDifference
Sharpe ratioReturn per unit of total volatility

-3.15

Sortino ratioReturn per unit of downside risk

-4.74

Omega ratioGain probability vs. loss probability

0.84

1.45

-0.61

Calmar ratioReturn relative to maximum drawdown

-1.03

2.76

-3.79

Martin ratioReturn relative to average drawdown

-1.69

14.06

-15.75

VXX vs. GJAN - Sharpe Ratio Comparison

The current VXX Sharpe Ratio is -0.93, which is lower than the GJAN Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VXX and GJAN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VXX vs. GJAN - Drawdown Comparison

The maximum VXX drawdown since its inception was -100.00%, which is greater than GJAN's maximum drawdown of -10.60%. Use the drawdown chart below to compare losses from any high point for VXX and GJAN.


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Drawdown Indicators


VXXGJANDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-10.60%

-89.40%

Max Drawdown (1Y)

Largest decline over 1 year

-51.41%

-4.71%

-46.70%

Max Drawdown (3Y)

Largest decline over 3 years

-81.07%

-10.60%

-70.47%

Max Drawdown (5Y)

Largest decline over 5 years

-95.73%

Max Drawdown (10Y)

Largest decline over 10 years

-99.80%

Current Drawdown

Current decline from peak

-100.00%

-0.13%

-99.87%

Average Drawdown

Average peak-to-trough decline

-95.11%

-0.77%

-94.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.62%

0.92%

+31.70%

Volatility

VXX vs. GJAN - Volatility Comparison

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a higher volatility of 14.67% compared to FT Vest U.S. Equity Moderate Buffer ETF - January (GJAN) at 1.61%. This indicates that VXX's price experiences larger fluctuations and is considered to be riskier than GJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXXGJANDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.67%

1.61%

+13.06%

Volatility (6M)

Calculated over the trailing 6-month period

42.51%

4.93%

+37.58%

Volatility (1Y)

Calculated over the trailing 1-year period

56.52%

5.88%

+50.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.61%

7.52%

+60.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.36%

7.52%

+62.84%

VXX vs. GJAN - Expense Ratio Comparison

VXX has a 0.89% expense ratio, which is higher than GJAN's 0.85% expense ratio.


Dividends

VXX vs. GJAN - Dividend Comparison

Neither VXX nor GJAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VXX and GJAN have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXX has higher volatility (14.67%) compared to GJAN (1.61%). In terms of maximum drawdown, VXX dropped -100.00% vs GJAN's -10.60%.

On 3-year performance, GJAN leads with 11.86% vs -41.67% for VXX. On fees, GJAN is cheaper at 0.85% per year. On volatility, GJAN has been the lower-risk option at 1.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GJAN has performed better with a 11.86% return vs -41.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GJAN is cheaper with a 0.85% expense ratio, compared with 0.89% for VXX.

VXX and GJAN have nearly identical dividend yields, around 0.00%.

VXX is categorized as Volatility, while GJAN is Defined Outcome. VXX tracks S&P 500 VIX Short-Term Futures Index Total Return, while GJAN tracks S&P 500. They also come from different issuers: Barclays Capital and FT Vest. Their fees differ too: 0.89% for VXX and 0.85% for GJAN.

GJAN currently has the higher Sharpe Ratio (2.22 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for VXX and GJAN

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