JAENX vs. VMGMX
Compare and contrast key facts about Janus Henderson Enterprise Fund Class T (JAENX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX).
JAENX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. VMGMX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
JAENX vs. VMGMX - Performance Comparison
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JAENX vs. VMGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAENX Janus Henderson Enterprise Fund Class T | -5.99% | 7.52% | 15.12% | 17.86% | -16.12% | 16.89% | 20.26% | 35.07% | -1.04% | 26.30% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | -7.61% | 10.69% | 15.65% | 23.93% | -28.84% | 20.48% | 34.45% | 33.85% | -5.61% | 21.83% |
Returns By Period
In the year-to-date period, JAENX achieves a -5.99% return, which is significantly higher than VMGMX's -7.61% return. Over the past 10 years, JAENX has outperformed VMGMX with an annualized return of 11.44%, while VMGMX has yielded a comparatively lower 10.62% annualized return.
JAENX
- 1D
- 2.72%
- 1M
- -5.71%
- YTD
- -5.99%
- 6M
- -3.96%
- 1Y
- 5.01%
- 3Y*
- 8.14%
- 5Y*
- 4.77%
- 10Y*
- 11.44%
VMGMX
- 1D
- 3.15%
- 1M
- -7.31%
- YTD
- -7.61%
- 6M
- -12.10%
- 1Y
- 5.25%
- 3Y*
- 10.47%
- 5Y*
- 4.04%
- 10Y*
- 10.62%
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JAENX vs. VMGMX - Expense Ratio Comparison
JAENX has a 0.91% expense ratio, which is higher than VMGMX's 0.07% expense ratio.
Return for Risk
JAENX vs. VMGMX — Risk / Return Rank
JAENX
VMGMX
JAENX vs. VMGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class T (JAENX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX). 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.
| JAENX | VMGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.28 | +0.01 |
Sortino ratioReturn per unit of downside risk | 0.54 | 0.55 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.07 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.39 | +0.05 |
Martin ratioReturn relative to average drawdown | 1.53 | 1.21 | +0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JAENX | VMGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.28 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.19 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.51 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.59 | -0.10 |
Correlation
The correlation between JAENX and VMGMX is 0.93, 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.
Dividends
JAENX vs. VMGMX - Dividend Comparison
JAENX's dividend yield for the trailing twelve months is around 8.01%, more than VMGMX's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAENX Janus Henderson Enterprise Fund Class T | 8.01% | 7.53% | 6.98% | 7.62% | 10.62% | 15.94% | 8.43% | 4.41% | 6.32% | 1.79% | 1.72% | 3.93% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 0.71% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.82% |
Drawdowns
JAENX vs. VMGMX - Drawdown Comparison
The maximum JAENX drawdown since its inception was -79.85%, which is greater than VMGMX's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for JAENX and VMGMX.
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Drawdown Indicators
| JAENX | VMGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -37.17% | -42.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -15.95% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -37.17% | +12.86% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -37.17% | -1.08% |
Current DrawdownCurrent decline from peak | -9.01% | -13.31% | +4.30% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -7.05% | -18.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 5.11% | -1.50% |
Volatility
JAENX vs. VMGMX - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund Class T (JAENX) is 5.42%, while Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) has a volatility of 6.47%. This indicates that JAENX experiences smaller price fluctuations and is considered to be less risky than VMGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAENX | VMGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 6.47% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 12.40% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 21.07% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 21.39% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 20.93% | -2.26% |