JANEX vs. IMCG
Compare and contrast key facts about Janus Henderson Enterprise Fund (JANEX) and iShares Morningstar Mid-Cap Growth ETF (IMCG).
JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004.
Performance
JANEX vs. IMCG - Performance Comparison
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JANEX vs. IMCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANEX Janus Henderson Enterprise Fund | -5.96% | 7.64% | 15.25% | 17.99% | -16.03% | 17.02% | 20.38% | 35.22% | -0.95% | 26.36% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.05% | 6.55% | 18.14% | 20.73% | -25.79% | 15.39% | 45.64% | 35.70% | -3.68% | 25.57% |
Returns By Period
In the year-to-date period, JANEX achieves a -5.96% return, which is significantly lower than IMCG's 0.05% return. Over the past 10 years, JANEX has underperformed IMCG with an annualized return of 11.55%, while IMCG has yielded a comparatively higher 12.72% annualized return.
JANEX
- 1D
- 2.72%
- 1M
- -5.69%
- YTD
- -5.96%
- 6M
- -3.90%
- 1Y
- 5.14%
- 3Y*
- 8.26%
- 5Y*
- 4.89%
- 10Y*
- 11.55%
IMCG
- 1D
- 1.26%
- 1M
- -5.48%
- YTD
- 0.05%
- 6M
- -2.78%
- 1Y
- 11.82%
- 3Y*
- 12.40%
- 5Y*
- 5.34%
- 10Y*
- 12.72%
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JANEX vs. IMCG - Expense Ratio Comparison
JANEX has a 0.79% expense ratio, which is higher than IMCG's 0.06% expense ratio.
Return for Risk
JANEX vs. IMCG — Risk / Return Rank
JANEX
IMCG
JANEX vs. IMCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund (JANEX) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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.
| JANEX | IMCG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.58 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.55 | 0.97 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.13 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.97 | -0.52 |
Martin ratioReturn relative to average drawdown | 1.56 | 3.96 | -2.40 |
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
| JANEX | IMCG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.58 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.27 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.50 | -0.07 |
Correlation
The correlation between JANEX and IMCG is 0.92, 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
JANEX vs. IMCG - Dividend Comparison
JANEX's dividend yield for the trailing twelve months is around 7.99%, more than IMCG's 0.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANEX Janus Henderson Enterprise Fund | 7.99% | 7.51% | 7.00% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.78% | 1.64% | 3.64% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.79% | 0.78% | 0.78% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% |
Drawdowns
JANEX vs. IMCG - Drawdown Comparison
The maximum JANEX drawdown since its inception was -79.85%, which is greater than IMCG's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for JANEX and IMCG.
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Drawdown Indicators
| JANEX | IMCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -58.96% | -20.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -12.99% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -35.08% | +10.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -35.08% | -3.16% |
Current DrawdownCurrent decline from peak | -8.99% | -5.73% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -25.23% | -9.29% | -15.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.16% | +0.44% |
Volatility
JANEX vs. IMCG - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund (JANEX) is 5.41%, while iShares Morningstar Mid-Cap Growth ETF (IMCG) has a volatility of 7.19%. This indicates that JANEX experiences smaller price fluctuations and is considered to be less risky than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANEX | IMCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 7.19% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 12.15% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 20.30% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 20.09% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 20.44% | -1.77% |