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JANVX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JANVX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Venture Fund (JANVX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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JANVX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JANVX
Janus Henderson Venture Fund
-2.77%8.98%22.16%16.16%-24.15%7.45%31.77%30.80%-6.57%24.28%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, JANVX achieves a -2.77% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, JANVX has underperformed VOO with an annualized return of 10.54%, while VOO has yielded a comparatively higher 14.14% annualized return.


JANVX

1D
3.80%
1M
-5.09%
YTD
-2.77%
6M
0.80%
1Y
16.19%
3Y*
11.71%
5Y*
3.44%
10Y*
10.54%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JANVX vs. VOO - Expense Ratio Comparison

JANVX has a 0.78% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

JANVX vs. VOO — Risk / Return Rank

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

JANVX
JANVX Risk / Return Rank: 3434
Overall Rank
JANVX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JANVX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JANVX Omega Ratio Rank: 2727
Omega Ratio Rank
JANVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
JANVX Martin Ratio Rank: 3737
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JANVX vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Venture Fund (JANVX) and Vanguard S&P 500 ETF (VOO). 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.


JANVXVOODifference

Sharpe ratio

Return per unit of total volatility

0.77

1.01

-0.24

Sortino ratio

Return per unit of downside risk

1.22

1.53

-0.31

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.14

1.55

-0.42

Martin ratio

Return relative to average drawdown

4.12

7.31

-3.18

JANVX vs. VOO - Sharpe Ratio Comparison

The current JANVX Sharpe Ratio is 0.77, which is comparable to the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of JANVX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JANVXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.01

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.71

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.79

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.83

-0.55

Correlation

The correlation between JANVX and VOO is 0.85, 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

JANVX vs. VOO - Dividend Comparison

JANVX's dividend yield for the trailing twelve months is around 5.64%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
JANVX
Janus Henderson Venture Fund
5.64%5.48%14.11%5.22%4.42%12.59%5.46%3.86%10.26%5.32%1.76%4.58%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

JANVX vs. VOO - Drawdown Comparison

The maximum JANVX drawdown since its inception was -86.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JANVX and VOO.


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Drawdown Indicators


JANVXVOODifference

Max Drawdown

Largest peak-to-trough decline

-86.48%

-33.99%

-52.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-11.98%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

-24.52%

-10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-36.81%

-33.99%

-2.82%

Current Drawdown

Current decline from peak

-8.52%

-5.55%

-2.97%

Average Drawdown

Average peak-to-trough decline

-31.04%

-3.72%

-27.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.55%

+1.01%

Volatility

JANVX vs. VOO - Volatility Comparison

Janus Henderson Venture Fund (JANVX) has a higher volatility of 7.21% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that JANVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JANVXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

5.34%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

9.47%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.91%

18.11%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

16.82%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

17.99%

+2.84%