JANEX vs. VLIFX
Compare and contrast key facts about Janus Henderson Enterprise Fund (JANEX) and Value Line Mid Cap Focused Fund (VLIFX).
JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992. VLIFX is managed by Value Line. It was launched on Mar 1, 1950.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANEX or VLIFX.
Key characteristics
| JANEX | VLIFX | |
|---|---|---|
| YTD Return | 18.75% | 15.45% |
| 1Y Return | 21.58% | 24.27% |
| 3Y Return (Ann) | -5.63% | 3.89% |
| 5Y Return (Ann) | 1.67% | 8.07% |
| 10Y Return (Ann) | 5.86% | 9.92% |
| Sharpe Ratio | 1.68 | 2.03 |
| Sortino Ratio | 2.17 | 2.87 |
| Omega Ratio | 1.32 | 1.35 |
| Calmar Ratio | 0.73 | 2.62 |
| Martin Ratio | 9.97 | 11.48 |
| Ulcer Index | 2.45% | 2.38% |
| Daily Std Dev | 14.59% | 13.46% |
| Max Drawdown | -38.24% | -81.77% |
| Current Drawdown | -16.34% | -1.51% |
Correlation
The correlation between JANEX and VLIFX 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.
Performance
JANEX vs. VLIFX - Performance Comparison
In the year-to-date period, JANEX achieves a 18.75% return, which is significantly higher than VLIFX's 15.45% return. Over the past 10 years, JANEX has underperformed VLIFX with an annualized return of 5.86%, while VLIFX has yielded a comparatively higher 9.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JANEX vs. VLIFX - Expense Ratio Comparison
JANEX has a 0.79% expense ratio, which is lower than VLIFX's 1.07% expense ratio.
Risk-Adjusted Performance
JANEX vs. VLIFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund (JANEX) and Value Line Mid Cap Focused Fund (VLIFX). 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.
Dividends
JANEX vs. VLIFX - Dividend Comparison
JANEX has not paid dividends to shareholders, while VLIFX's dividend yield for the trailing twelve months is around 0.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANEX Janus Henderson Enterprise Fund | 0.00% | 0.00% | 0.00% | 0.33% | 0.30% | 0.11% | 0.17% | 0.09% | 0.09% | 0.28% | 0.03% | 0.14% |
VLIFX Value Line Mid Cap Focused Fund | 0.02% | 0.03% | 0.13% | 0.00% | 0.08% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.42% |
Drawdowns
JANEX vs. VLIFX - Drawdown Comparison
The maximum JANEX drawdown since its inception was -38.24%, smaller than the maximum VLIFX drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for JANEX and VLIFX. For additional features, visit the drawdowns tool.
Volatility
JANEX vs. VLIFX - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund (JANEX) is 3.34%, while Value Line Mid Cap Focused Fund (VLIFX) has a volatility of 4.30%. This indicates that JANEX experiences smaller price fluctuations and is considered to be less risky than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.