JANEX vs. JVASX
Compare and contrast key facts about Janus Henderson Enterprise Fund (JANEX) and JPMorgan Value Advantage Fund (JVASX).
JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992. JVASX is managed by JPMorgan. It was launched on Feb 28, 2005.
Performance
JANEX vs. JVASX - Performance Comparison
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JANEX vs. JVASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANEX Janus Henderson Enterprise Fund | -8.45% | 7.64% | 15.25% | 17.99% | -16.03% | 17.02% | 20.38% | 35.22% | -0.95% | 26.36% |
JVASX JPMorgan Value Advantage Fund | -2.27% | 9.70% | 27.34% | 9.89% | -3.87% | 28.48% | -1.79% | 27.07% | -9.20% | 13.96% |
Returns By Period
In the year-to-date period, JANEX achieves a -8.45% return, which is significantly lower than JVASX's -2.27% return. Both investments have delivered pretty close results over the past 10 years, with JANEX having a 11.25% annualized return and JVASX not far behind at 10.70%.
JANEX
- 1D
- -0.36%
- 1M
- -8.30%
- YTD
- -8.45%
- 6M
- -6.83%
- 1Y
- 2.68%
- 3Y*
- 7.30%
- 5Y*
- 4.65%
- 10Y*
- 11.25%
JVASX
- 1D
- -0.06%
- 1M
- -7.32%
- YTD
- -2.27%
- 6M
- 0.52%
- 1Y
- 5.99%
- 3Y*
- 15.07%
- 5Y*
- 10.18%
- 10Y*
- 10.70%
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JANEX vs. JVASX - Expense Ratio Comparison
Both JANEX and JVASX have an expense ratio of 0.79%.
Return for Risk
JANEX vs. JVASX — Risk / Return Rank
JANEX
JVASX
JANEX vs. JVASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund (JANEX) and JPMorgan Value Advantage Fund (JVASX). 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 | JVASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.43 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.35 | 0.72 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.10 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.11 | 0.49 | -0.38 |
Martin ratioReturn relative to average drawdown | 0.39 | 1.96 | -1.57 |
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 | JVASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.43 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.65 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.58 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.48 | -0.05 |
Correlation
The correlation between JANEX and JVASX is 0.87, 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. JVASX - Dividend Comparison
JANEX's dividend yield for the trailing twelve months is around 8.20%, less than JVASX's 13.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANEX Janus Henderson Enterprise Fund | 8.20% | 7.51% | 7.00% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.78% | 1.64% | 3.64% |
JVASX JPMorgan Value Advantage Fund | 13.00% | 12.70% | 19.48% | 7.18% | 10.52% | 14.21% | 3.13% | 3.94% | 7.38% | 2.05% | 1.23% | 1.71% |
Drawdowns
JANEX vs. JVASX - Drawdown Comparison
The maximum JANEX drawdown since its inception was -79.85%, which is greater than JVASX's maximum drawdown of -57.87%. Use the drawdown chart below to compare losses from any high point for JANEX and JVASX.
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Drawdown Indicators
| JANEX | JVASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -57.87% | -21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.76% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -17.50% | -6.74% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -41.09% | +2.85% |
Current DrawdownCurrent decline from peak | -11.40% | -8.04% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -25.23% | -6.57% | -18.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.95% | +0.60% |
Volatility
JANEX vs. JVASX - Volatility Comparison
Janus Henderson Enterprise Fund (JANEX) has a higher volatility of 4.44% compared to JPMorgan Value Advantage Fund (JVASX) at 3.43%. This indicates that JANEX's price experiences larger fluctuations and is considered to be riskier than JVASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANEX | JVASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 3.43% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 8.21% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 16.18% | +2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 15.70% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 18.41% | +0.24% |