JANEX vs. MGWIX
Compare and contrast key facts about Janus Henderson Enterprise Fund (JANEX) and MFS Growth Allocation Fund (MGWIX).
JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992. MGWIX is managed by MFS. It was launched on Jun 27, 2002.
Performance
JANEX vs. MGWIX - Performance Comparison
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JANEX vs. MGWIX - 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% |
MGWIX MFS Growth Allocation Fund | -1.13% | 13.63% | 10.71% | 14.86% | -15.92% | 16.01% | 14.75% | 26.55% | -5.59% | 19.22% |
Returns By Period
In the year-to-date period, JANEX achieves a -5.96% return, which is significantly lower than MGWIX's -1.13% return. Over the past 10 years, JANEX has outperformed MGWIX with an annualized return of 11.55%, while MGWIX has yielded a comparatively lower 9.22% 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%
MGWIX
- 1D
- 2.06%
- 1M
- -4.92%
- YTD
- -1.13%
- 6M
- 0.06%
- 1Y
- 11.84%
- 3Y*
- 11.04%
- 5Y*
- 6.03%
- 10Y*
- 9.22%
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JANEX vs. MGWIX - Expense Ratio Comparison
JANEX has a 0.79% expense ratio, which is higher than MGWIX's 0.69% expense ratio.
Return for Risk
JANEX vs. MGWIX — Risk / Return Rank
JANEX
MGWIX
JANEX vs. MGWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund (JANEX) and MFS Growth Allocation Fund (MGWIX). 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 | MGWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.00 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.46 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.32 | -0.87 |
Martin ratioReturn relative to average drawdown | 1.56 | 5.95 | -4.39 |
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 | MGWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.00 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.50 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.72 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.57 | -0.15 |
Correlation
The correlation between JANEX and MGWIX is 0.93, 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. MGWIX - Dividend Comparison
JANEX's dividend yield for the trailing twelve months is around 7.99%, less than MGWIX's 8.34% 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% |
MGWIX MFS Growth Allocation Fund | 8.34% | 8.24% | 6.24% | 3.84% | 4.83% | 7.28% | 3.79% | 5.00% | 6.89% | 5.04% | 3.11% | 5.08% |
Drawdowns
JANEX vs. MGWIX - Drawdown Comparison
The maximum JANEX drawdown since its inception was -79.85%, which is greater than MGWIX's maximum drawdown of -47.83%. Use the drawdown chart below to compare losses from any high point for JANEX and MGWIX.
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Drawdown Indicators
| JANEX | MGWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -47.83% | -32.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -9.31% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -23.39% | -0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -29.09% | -9.15% |
Current DrawdownCurrent decline from peak | -8.99% | -5.42% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -25.23% | -5.39% | -19.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.06% | +1.54% |
Volatility
JANEX vs. MGWIX - Volatility Comparison
Janus Henderson Enterprise Fund (JANEX) has a higher volatility of 5.41% compared to MFS Growth Allocation Fund (MGWIX) at 4.14%. This indicates that JANEX's price experiences larger fluctuations and is considered to be riskier than MGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANEX | MGWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.14% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 6.96% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 12.22% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 12.11% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 12.83% | +5.84% |