PortfoliosLab logo
JANVX vs. VGIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JANVX and VGIAX is 0.84, 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

JANVX vs. VGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Venture Fund (JANVX) and Vanguard Growth and Income Fund Admiral Shares (VGIAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

JANVX:

-0.23

VGIAX:

0.43

Sortino Ratio

JANVX:

-0.16

VGIAX:

0.76

Omega Ratio

JANVX:

0.98

VGIAX:

1.11

Calmar Ratio

JANVX:

-0.12

VGIAX:

0.47

Martin Ratio

JANVX:

-0.47

VGIAX:

1.73

Ulcer Index

JANVX:

10.72%

VGIAX:

5.29%

Daily Std Dev

JANVX:

22.80%

VGIAX:

19.83%

Max Drawdown

JANVX:

-43.41%

VGIAX:

-61.59%

Current Drawdown

JANVX:

-33.68%

VGIAX:

-7.87%

Returns By Period

In the year-to-date period, JANVX achieves a -6.27% return, which is significantly lower than VGIAX's -3.55% return. Over the past 10 years, JANVX has underperformed VGIAX with an annualized return of 1.41%, while VGIAX has yielded a comparatively higher 6.14% annualized return.


JANVX

YTD

-6.27%

1M

6.26%

6M

-17.00%

1Y

-5.26%

5Y*

1.42%

10Y*

1.41%

VGIAX

YTD

-3.55%

1M

5.11%

6M

-5.24%

1Y

8.54%

5Y*

8.52%

10Y*

6.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JANVX vs. VGIAX - Expense Ratio Comparison

JANVX has a 0.78% expense ratio, which is higher than VGIAX's 0.22% expense ratio.


Risk-Adjusted Performance

JANVX vs. VGIAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JANVX
The Risk-Adjusted Performance Rank of JANVX is 1111
Overall Rank
The Sharpe Ratio Rank of JANVX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of JANVX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of JANVX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of JANVX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of JANVX is 1111
Martin Ratio Rank

VGIAX
The Risk-Adjusted Performance Rank of VGIAX is 5555
Overall Rank
The Sharpe Ratio Rank of VGIAX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VGIAX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VGIAX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VGIAX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JANVX vs. VGIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Venture Fund (JANVX) and Vanguard Growth and Income Fund Admiral Shares (VGIAX). 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.


The current JANVX Sharpe Ratio is -0.23, which is lower than the VGIAX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of JANVX and VGIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

JANVX vs. VGIAX - Dividend Comparison

JANVX has not paid dividends to shareholders, while VGIAX's dividend yield for the trailing twelve months is around 1.11%.


TTM20242023202220212020201920182017201620152014
JANVX
Janus Henderson Venture Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIAX
Vanguard Growth and Income Fund Admiral Shares
1.11%1.07%1.29%1.76%1.26%1.45%1.67%1.91%1.59%2.19%1.99%1.77%

Drawdowns

JANVX vs. VGIAX - Drawdown Comparison

The maximum JANVX drawdown since its inception was -43.41%, smaller than the maximum VGIAX drawdown of -61.59%. Use the drawdown chart below to compare losses from any high point for JANVX and VGIAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

JANVX vs. VGIAX - Volatility Comparison


Loading data...