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DRMCX vs. JANEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRMCX and JANEX is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DRMCX vs. JANEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Mid-Cap Growth Fund (DRMCX) and Janus Henderson Enterprise Fund (JANEX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
137.40%
199.10%
DRMCX
JANEX

Key characteristics

Sharpe Ratio

DRMCX:

0.55

JANEX:

0.07

Sortino Ratio

DRMCX:

0.92

JANEX:

0.23

Omega Ratio

DRMCX:

1.13

JANEX:

1.03

Calmar Ratio

DRMCX:

0.26

JANEX:

0.04

Martin Ratio

DRMCX:

1.82

JANEX:

0.18

Ulcer Index

DRMCX:

8.07%

JANEX:

7.83%

Daily Std Dev

DRMCX:

26.80%

JANEX:

19.50%

Max Drawdown

DRMCX:

-87.23%

JANEX:

-38.24%

Current Drawdown

DRMCX:

-46.10%

JANEX:

-26.02%

Returns By Period

In the year-to-date period, DRMCX achieves a 1.02% return, which is significantly higher than JANEX's -3.77% return. Both investments have delivered pretty close results over the past 10 years, with DRMCX having a 4.15% annualized return and JANEX not far ahead at 4.29%.


DRMCX

YTD

1.02%

1M

6.64%

6M

6.64%

1Y

14.45%

5Y*

6.94%

10Y*

4.15%

JANEX

YTD

-3.77%

1M

-1.24%

6M

-7.90%

1Y

1.26%

5Y*

2.92%

10Y*

4.29%

*Annualized

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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.


Expense ratio chart for DRMCX: current value is 0.83%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRMCX: 0.83%
Expense ratio chart for JANEX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JANEX: 0.79%

Risk-Adjusted Performance

DRMCX vs. JANEX — Risk-Adjusted Performance Rank

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

DRMCX
The Risk-Adjusted Performance Rank of DRMCX is 5151
Overall Rank
The Sharpe Ratio Rank of DRMCX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of DRMCX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DRMCX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of DRMCX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DRMCX is 5151
Martin Ratio Rank

JANEX
The Risk-Adjusted Performance Rank of JANEX is 2525
Overall Rank
The Sharpe Ratio Rank of JANEX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of JANEX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of JANEX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of JANEX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of JANEX is 2424
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.

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.


The chart of Sharpe ratio for DRMCX, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.00
DRMCX: 0.55
JANEX: 0.07
The chart of Sortino ratio for DRMCX, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.00
DRMCX: 0.92
JANEX: 0.23
The chart of Omega ratio for DRMCX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
DRMCX: 1.13
JANEX: 1.03
The chart of Calmar ratio for DRMCX, currently valued at 0.36, compared to the broader market0.002.004.006.008.00
DRMCX: 0.36
JANEX: 0.04
The chart of Martin ratio for DRMCX, currently valued at 1.82, compared to the broader market0.0010.0020.0030.0040.00
DRMCX: 1.82
JANEX: 0.18

The current DRMCX Sharpe Ratio is 0.55, which is higher than the JANEX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of DRMCX and JANEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.55
0.07
DRMCX
JANEX

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 1.13%.


TTM20242023202220212020201920182017201620152014
DRMCX
Virtus Mid-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JANEX
Janus Henderson Enterprise Fund
1.13%1.09%0.00%0.00%0.33%0.30%0.11%0.17%0.09%0.09%0.28%0.03%

Drawdowns

DRMCX vs. JANEX - Drawdown Comparison

The maximum DRMCX drawdown since its inception was -87.23%, 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.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%December2025FebruaryMarchAprilMay
-27.29%
-26.02%
DRMCX
JANEX

Volatility

DRMCX vs. JANEX - Volatility Comparison

Virtus Mid-Cap Growth Fund (DRMCX) has a higher volatility of 17.72% compared to Janus Henderson Enterprise Fund (JANEX) at 13.52%. 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
17.72%
13.52%
DRMCX
JANEX