JANEX vs. JUCIX
Compare and contrast key facts about Janus Henderson Enterprise Fund (JANEX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX).
JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992. JUCIX is managed by Janus Henderson. It was launched on May 26, 2014.
Performance
JANEX vs. JUCIX - Performance Comparison
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JANEX vs. JUCIX - 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% |
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | -0.25% | 6.68% | 6.13% | 7.02% | -1.46% | -0.43% | 3.56% | 2.60% | -3.85% | 2.37% |
Returns By Period
In the year-to-date period, JANEX achieves a -5.96% return, which is significantly lower than JUCIX's -0.25% return. Over the past 10 years, JANEX has outperformed JUCIX with an annualized return of 11.55%, while JUCIX has yielded a comparatively lower 2.48% 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%
JUCIX
- 1D
- 0.22%
- 1M
- -0.88%
- YTD
- -0.25%
- 6M
- 1.06%
- 1Y
- 5.11%
- 3Y*
- 5.87%
- 5Y*
- 3.52%
- 10Y*
- 2.48%
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JANEX vs. JUCIX - Expense Ratio Comparison
JANEX has a 0.79% expense ratio, which is higher than JUCIX's 0.71% expense ratio.
Return for Risk
JANEX vs. JUCIX — Risk / Return Rank
JANEX
JUCIX
JANEX vs. JUCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund (JANEX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX). 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 | JUCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 2.47 | -2.17 |
Sortino ratioReturn per unit of downside risk | 0.55 | 4.49 | -3.94 |
Omega ratioGain probability vs. loss probability | 1.07 | 2.05 | -0.98 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 4.19 | -3.75 |
Martin ratioReturn relative to average drawdown | 1.56 | 16.24 | -14.68 |
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 | JUCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.47 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.97 | -1.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.99 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.85 | -0.42 |
Correlation
The correlation between JANEX and JUCIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JANEX vs. JUCIX - Dividend Comparison
JANEX's dividend yield for the trailing twelve months is around 7.99%, more than JUCIX's 4.44% 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% |
JUCIX Janus Henderson Absolute Return Income Opportunities Fund | 4.44% | 4.86% | 4.66% | 3.73% | 2.09% | 1.48% | 1.70% | 2.68% | 3.24% | 2.56% | 4.76% | 2.28% |
Drawdowns
JANEX vs. JUCIX - Drawdown Comparison
The maximum JANEX drawdown since its inception was -79.85%, which is greater than JUCIX's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for JANEX and JUCIX.
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Drawdown Indicators
| JANEX | JUCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -8.25% | -71.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -1.32% | -11.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -3.81% | -20.43% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -8.25% | -29.99% |
Current DrawdownCurrent decline from peak | -8.99% | -0.99% | -8.00% |
Average DrawdownAverage peak-to-trough decline | -25.23% | -1.35% | -23.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 0.34% | +3.26% |
Volatility
JANEX vs. JUCIX - Volatility Comparison
Janus Henderson Enterprise Fund (JANEX) has a higher volatility of 5.41% compared to Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) at 0.61%. This indicates that JANEX's price experiences larger fluctuations and is considered to be riskier than JUCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANEX | JUCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 0.61% | +4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 1.64% | +8.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 2.11% | +16.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 1.80% | +15.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 2.51% | +16.16% |