JAENX vs. VT
Compare and contrast key facts about Janus Henderson Enterprise Fund Class T (JAENX) and Vanguard Total World Stock ETF (VT).
JAENX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
JAENX vs. VT - Performance Comparison
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JAENX vs. VT - 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% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, JAENX achieves a -8.48% return, which is significantly lower than VT's -1.71% return. Both investments have delivered pretty close results over the past 10 years, with JAENX having a 11.15% annualized return and VT not far ahead at 11.53%.
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%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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JAENX vs. VT - Expense Ratio Comparison
JAENX has a 0.91% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
JAENX vs. VT — Risk / Return Rank
JAENX
VT
JAENX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class T (JAENX) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 1.25 | -1.11 |
Sortino ratioReturn per unit of downside risk | 0.34 | 1.84 | -1.51 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.83 | -1.73 |
Martin ratioReturn relative to average drawdown | 0.35 | 8.51 | -8.15 |
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 | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 1.25 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.58 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.67 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.40 | +0.09 |
Correlation
The correlation between JAENX and VT is 0.89, 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. VT - Dividend Comparison
JAENX's dividend yield for the trailing twelve months is around 8.23%, more than VT's 1.82% 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% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
JAENX vs. VT - Drawdown Comparison
The maximum JAENX drawdown since its inception was -79.85%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for JAENX and VT.
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Drawdown Indicators
| JAENX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -50.27% | -29.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -11.84% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -26.38% | +2.07% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -34.24% | -4.01% |
Current DrawdownCurrent decline from peak | -11.42% | -6.89% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -7.08% | -17.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.55% | +1.01% |
Volatility
JAENX vs. VT - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund Class T (JAENX) is 4.45%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that JAENX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAENX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 6.33% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 9.95% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 17.24% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 15.98% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 17.20% | +1.45% |