JAMRX vs. VOO
Compare and contrast key facts about Janus Henderson Research Fund Class I (JAMRX) and Vanguard S&P 500 ETF (VOO).
JAMRX is an actively managed fund by Janus Henderson. It was launched on May 3, 1993. 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
JAMRX vs. VOO - Performance Comparison
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JAMRX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAMRX Janus Henderson Research Fund Class I | -14.01% | 18.32% | 41.65% | 43.02% | -30.03% | 20.08% | 32.67% | 35.28% | -2.84% | 25.89% |
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, JAMRX achieves a -14.01% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with JAMRX having a 14.62% annualized return and VOO not far behind at 14.05%.
JAMRX
- 1D
- -0.62%
- 1M
- -9.38%
- YTD
- -14.01%
- 6M
- -13.22%
- 1Y
- 12.47%
- 3Y*
- 21.81%
- 5Y*
- 11.48%
- 10Y*
- 14.62%
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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JAMRX vs. VOO - Expense Ratio Comparison
JAMRX has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JAMRX vs. VOO — Risk / Return Rank
JAMRX
VOO
JAMRX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund Class I (JAMRX) 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.
| JAMRX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.98 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.50 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.53 | -0.98 |
Martin ratioReturn relative to average drawdown | 1.99 | 7.29 | -5.30 |
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
| JAMRX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.98 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.83 | -0.27 |
Correlation
The correlation between JAMRX and VOO is 0.94, 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
JAMRX vs. VOO - Dividend Comparison
JAMRX's dividend yield for the trailing twelve months is around 13.93%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAMRX Janus Henderson Research Fund Class I | 13.93% | 11.98% | 10.22% | 2.88% | 0.28% | 13.02% | 2.91% | 10.27% | 10.92% | 8.17% | 5.60% | 9.61% |
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
JAMRX vs. VOO - Drawdown Comparison
The maximum JAMRX drawdown since its inception was -71.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JAMRX and VOO.
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Drawdown Indicators
| JAMRX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.20% | -33.99% | -37.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -11.98% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -36.53% | -24.52% | -12.01% |
Max Drawdown (10Y)Largest decline over 10 years | -36.53% | -33.99% | -2.54% |
Current DrawdownCurrent decline from peak | -17.09% | -6.29% | -10.80% |
Average DrawdownAverage peak-to-trough decline | -21.74% | -3.72% | -18.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.52% | +2.19% |
Volatility
JAMRX vs. VOO - Volatility Comparison
Janus Henderson Research Fund Class I (JAMRX) has a higher volatility of 5.65% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that JAMRX's price experiences larger fluctuations and is considered to be riskier 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
| JAMRX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 5.29% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 9.44% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 18.10% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 16.82% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 17.99% | +3.29% |