JANWX vs. VGPMX
Compare and contrast key facts about Janus Henderson Global Research Fund (JANWX) and Vanguard Global Capital Cycles Fund (VGPMX).
JANWX is managed by Janus Henderson. It was launched on Feb 24, 2005. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
JANWX vs. VGPMX - Performance Comparison
Loading graphics...
JANWX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | -5.16% | 20.79% | 23.54% | 26.78% | -19.56% | 17.84% | 20.20% | 28.89% | -6.88% | 26.87% |
VGPMX Vanguard Global Capital Cycles Fund | 7.85% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, JANWX achieves a -5.16% return, which is significantly lower than VGPMX's 7.85% return. Both investments have delivered pretty close results over the past 10 years, with JANWX having a 12.56% annualized return and VGPMX not far ahead at 12.75%.
JANWX
- 1D
- 3.06%
- 1M
- -6.01%
- YTD
- -5.16%
- 6M
- -3.48%
- 1Y
- 15.74%
- 3Y*
- 18.19%
- 5Y*
- 10.19%
- 10Y*
- 12.56%
VGPMX
- 1D
- 3.18%
- 1M
- -6.80%
- YTD
- 7.85%
- 6M
- 20.12%
- 1Y
- 61.74%
- 3Y*
- 25.56%
- 5Y*
- 19.42%
- 10Y*
- 12.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JANWX vs. VGPMX - Expense Ratio Comparison
JANWX has a 0.75% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
JANWX vs. VGPMX — Risk / Return Rank
JANWX
VGPMX
JANWX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Research Fund (JANWX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
| JANWX | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 3.21 | -2.28 |
Sortino ratioReturn per unit of downside risk | 1.42 | 3.80 | -2.38 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.61 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 4.79 | -3.37 |
Martin ratioReturn relative to average drawdown | 6.06 | 19.71 | -13.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JANWX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 3.21 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.14 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.25 | +0.38 |
Correlation
The correlation between JANWX and VGPMX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JANWX vs. VGPMX - Dividend Comparison
JANWX's dividend yield for the trailing twelve months is around 8.53%, more than VGPMX's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | 8.53% | 8.09% | 8.33% | 4.90% | 4.56% | 11.67% | 3.75% | 4.84% | 6.93% | 0.68% | 0.83% | 0.81% |
VGPMX Vanguard Global Capital Cycles Fund | 3.62% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
JANWX vs. VGPMX - Drawdown Comparison
The maximum JANWX drawdown since its inception was -34.78%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for JANWX and VGPMX.
Loading graphics...
Drawdown Indicators
| JANWX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.78% | -78.85% | +44.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -12.80% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | -22.71% | -6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.78% | -54.59% | +19.81% |
Current DrawdownCurrent decline from peak | -8.03% | -7.89% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -34.68% | +29.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.11% | -0.44% |
Volatility
JANWX vs. VGPMX - Volatility Comparison
The current volatility for Janus Henderson Global Research Fund (JANWX) is 6.02%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 8.37%. This indicates that JANWX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JANWX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 8.37% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 13.47% | -3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 19.47% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 17.21% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 21.67% | -3.70% |