JANEX vs. SBHAX
Compare and contrast key facts about Janus Henderson Enterprise Fund (JANEX) and Segall Bryant & Hamill All Cap Fund (SBHAX).
JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992. SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013.
Performance
JANEX vs. SBHAX - Performance Comparison
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JANEX vs. SBHAX - 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% |
SBHAX Segall Bryant & Hamill All Cap Fund | -3.48% | 8.36% | 16.89% | 14.50% | -19.27% | 29.43% | 26.18% | 30.60% | -5.61% | 18.68% |
Returns By Period
In the year-to-date period, JANEX achieves a -5.96% return, which is significantly lower than SBHAX's -3.48% return. Over the past 10 years, JANEX has outperformed SBHAX with an annualized return of 11.55%, while SBHAX has yielded a comparatively lower 10.95% 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%
SBHAX
- 1D
- 3.00%
- 1M
- -5.90%
- YTD
- -3.48%
- 6M
- -2.03%
- 1Y
- 9.64%
- 3Y*
- 11.08%
- 5Y*
- 6.31%
- 10Y*
- 10.95%
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JANEX vs. SBHAX - Expense Ratio Comparison
JANEX has a 0.79% expense ratio, which is lower than SBHAX's 0.87% expense ratio.
Return for Risk
JANEX vs. SBHAX — Risk / Return Rank
JANEX
SBHAX
JANEX vs. SBHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund (JANEX) and Segall Bryant & Hamill All Cap Fund (SBHAX). 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 | SBHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.58 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.55 | 0.96 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.13 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.92 | -0.48 |
Martin ratioReturn relative to average drawdown | 1.56 | 4.13 | -2.57 |
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 | SBHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.58 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.32 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.57 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.54 | -0.11 |
Correlation
The correlation between JANEX and SBHAX 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. SBHAX - Dividend Comparison
JANEX's dividend yield for the trailing twelve months is around 7.99%, less than SBHAX's 30.52% 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% |
SBHAX Segall Bryant & Hamill All Cap Fund | 30.52% | 29.46% | 19.96% | 4.76% | 8.72% | 11.37% | 1.36% | 0.32% | 4.11% | 0.56% | 0.03% | 3.74% |
Drawdowns
JANEX vs. SBHAX - Drawdown Comparison
The maximum JANEX drawdown since its inception was -79.85%, which is greater than SBHAX's maximum drawdown of -32.81%. Use the drawdown chart below to compare losses from any high point for JANEX and SBHAX.
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Drawdown Indicators
| JANEX | SBHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -32.81% | -47.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.66% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -31.00% | +6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -32.81% | -5.43% |
Current DrawdownCurrent decline from peak | -8.99% | -15.10% | +6.11% |
Average DrawdownAverage peak-to-trough decline | -25.23% | -6.32% | -18.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.61% | +0.99% |
Volatility
JANEX vs. SBHAX - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund (JANEX) is 5.41%, while Segall Bryant & Hamill All Cap Fund (SBHAX) has a volatility of 5.71%. This indicates that JANEX experiences smaller price fluctuations and is considered to be less risky than SBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANEX | SBHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 5.71% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 9.40% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 17.51% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 19.97% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 19.37% | -0.70% |