JAENX vs. VOO
Compare and contrast key facts about Janus Henderson Enterprise Fund Class T (JAENX) and Vanguard S&P 500 ETF (VOO).
JAENX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JAENX vs. VOO - Performance Comparison
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JAENX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAENX Janus Henderson Enterprise Fund Class T | -8.48% | 7.52% | 15.12% | 17.86% | -16.12% | 16.89% | 20.26% | 35.07% | -1.04% | 26.30% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JAENX achieves a -8.48% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, JAENX has underperformed VOO with an annualized return of 11.15%, while VOO has yielded a comparatively higher 14.05% annualized return.
JAENX
- 1D
- -0.36%
- 1M
- -8.31%
- YTD
- -8.48%
- 6M
- -6.89%
- 1Y
- 2.56%
- 3Y*
- 7.18%
- 5Y*
- 4.54%
- 10Y*
- 11.15%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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JAENX vs. VOO - Expense Ratio Comparison
JAENX has a 0.91% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JAENX vs. VOO — Risk / Return Rank
JAENX
VOO
JAENX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class T (JAENX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.98 | -0.83 |
Sortino ratioReturn per unit of downside risk | 0.34 | 1.50 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.53 | -1.43 |
Martin ratioReturn relative to average drawdown | 0.35 | 7.29 | -6.94 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.98 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.70 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.78 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.34 |
Correlation
The correlation between JAENX and VOO is 0.90, 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. VOO - Dividend Comparison
JAENX's dividend yield for the trailing twelve months is around 8.23%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAENX Janus Henderson Enterprise Fund Class T | 8.23% | 7.53% | 6.98% | 7.62% | 10.62% | 15.94% | 8.43% | 4.41% | 6.32% | 1.79% | 1.72% | 3.93% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JAENX vs. VOO - Drawdown Comparison
The maximum JAENX drawdown since its inception was -79.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JAENX and VOO.
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Drawdown Indicators
| JAENX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -33.99% | -45.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -11.98% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -24.52% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -33.99% | -4.26% |
Current DrawdownCurrent decline from peak | -11.42% | -6.29% | -5.13% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -3.72% | -21.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.52% | +1.04% |
Volatility
JAENX vs. VOO - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund Class T (JAENX) is 4.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that JAENX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAENX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.29% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 9.44% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 18.10% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 16.82% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 17.99% | +0.66% |