DRMCX vs. JANEX
Compare and contrast key facts about Virtus Mid-Cap Growth Fund (DRMCX) and Janus Henderson Enterprise Fund (JANEX).
DRMCX is managed by Allianz Global Investors. It was launched on Nov 6, 1979. JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRMCX or JANEX.
Key characteristics
| DRMCX | JANEX | |
|---|---|---|
| YTD Return | 9.84% | 6.90% |
| 1Y Return | 27.32% | 16.78% |
| 3Y Return (Ann) | 1.61% | 5.19% |
| 5Y Return (Ann) | 13.22% | 10.81% |
| 10Y Return (Ann) | 12.24% | 12.63% |
| Sharpe Ratio | 1.77 | 1.07 |
| Daily Std Dev | 16.29% | 16.56% |
| Max Drawdown | -85.98% | -38.24% |
| Current Drawdown | -27.17% | -1.49% |
Correlation
The correlation between DRMCX and JANEX 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
DRMCX vs. JANEX - Performance Comparison
In the year-to-date period, DRMCX achieves a 9.84% return, which is significantly higher than JANEX's 6.90% return. Both investments have delivered pretty close results over the past 10 years, with DRMCX having a 12.24% annualized return and JANEX not far ahead at 12.63%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DRMCX vs. JANEX - Expense Ratio Comparison
DRMCX has a 0.83% expense ratio, which is higher than JANEX's 0.79% expense ratio.
Risk-Adjusted Performance
DRMCX vs. JANEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Mid-Cap Growth Fund (DRMCX) and Janus Henderson Enterprise Fund (JANEX). 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.
Dividends
DRMCX vs. JANEX - Dividend Comparison
DRMCX has not paid dividends to shareholders, while JANEX's dividend yield for the trailing twelve months is around 7.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRMCX Virtus Mid-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 27.35% | 9.02% | 4.12% | 14.34% | 8.78% | 7.35% | 5.65% | 14.19% | 0.00% |
JANEX Janus Henderson Enterprise Fund | 7.04% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.87% | 1.74% | 3.55% | 5.78% | 5.45% |
Drawdowns
DRMCX vs. JANEX - Drawdown Comparison
The maximum DRMCX drawdown since its inception was -85.98%, which is greater than JANEX's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for DRMCX and JANEX. For additional features, visit the drawdowns tool.
Volatility
DRMCX vs. JANEX - Volatility Comparison
Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 4.50% compared to Janus Henderson Enterprise Fund (JANEX) at 2.46%. This indicates that DRMCX's price experiences larger fluctuations and is considered to be riskier than JANEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.