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JDMNX vs. BFGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDMNX vs. BFGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Enterprise Fund Class N (JDMNX) and Baron Focused Growth Fund (BFGFX). The values are adjusted to include any dividend payments, if applicable.

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JDMNX vs. BFGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JDMNX
Janus Henderson Enterprise Fund Class N
-5.94%7.77%15.40%18.15%-15.92%17.17%20.55%35.41%-0.80%26.41%
BFGFX
Baron Focused Growth Fund
-5.05%21.94%29.52%27.40%-28.21%18.67%122.38%30.05%3.76%26.36%

Returns By Period

In the year-to-date period, JDMNX achieves a -5.94% return, which is significantly lower than BFGFX's -5.05% return. Over the past 10 years, JDMNX has underperformed BFGFX with an annualized return of 11.70%, while BFGFX has yielded a comparatively higher 20.15% annualized return.


JDMNX

1D
2.72%
1M
-5.69%
YTD
-5.94%
6M
-3.85%
1Y
5.27%
3Y*
8.39%
5Y*
5.02%
10Y*
11.70%

BFGFX

1D
2.40%
1M
-6.03%
YTD
-5.05%
6M
6.51%
1Y
25.31%
3Y*
18.65%
5Y*
10.00%
10Y*
20.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDMNX vs. BFGFX - Expense Ratio Comparison

JDMNX has a 0.66% expense ratio, which is lower than BFGFX's 1.32% expense ratio.


Return for Risk

JDMNX vs. BFGFX — Risk / Return Rank

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

JDMNX
JDMNX Risk / Return Rank: 1111
Overall Rank
JDMNX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JDMNX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JDMNX Omega Ratio Rank: 99
Omega Ratio Rank
JDMNX Calmar Ratio Rank: 1313
Calmar Ratio Rank
JDMNX Martin Ratio Rank: 1313
Martin Ratio Rank

BFGFX
BFGFX Risk / Return Rank: 7575
Overall Rank
BFGFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BFGFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BFGFX Omega Ratio Rank: 6666
Omega Ratio Rank
BFGFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BFGFX Martin Ratio Rank: 8383
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.

JDMNX vs. BFGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class N (JDMNX) and Baron Focused Growth Fund (BFGFX). 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.


JDMNXBFGFXDifference

Sharpe ratio

Return per unit of total volatility

0.30

1.13

-0.83

Sortino ratio

Return per unit of downside risk

0.56

1.99

-1.43

Omega ratio

Gain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratio

Return relative to maximum drawdown

0.46

2.29

-1.83

Martin ratio

Return relative to average drawdown

1.60

8.56

-6.96

JDMNX vs. BFGFX - Sharpe Ratio Comparison

The current JDMNX Sharpe Ratio is 0.30, which is lower than the BFGFX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of JDMNX and BFGFX, 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


JDMNXBFGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.13

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.45

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.84

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.69

+0.04

Correlation

The correlation between JDMNX and BFGFX is 0.80, 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

JDMNX vs. BFGFX - Dividend Comparison

JDMNX's dividend yield for the trailing twelve months is around 7.93%, while BFGFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JDMNX
Janus Henderson Enterprise Fund Class N
7.93%7.46%7.00%7.40%10.36%15.92%8.49%4.52%6.48%1.76%1.86%3.62%
BFGFX
Baron Focused Growth Fund
0.00%0.00%0.00%0.00%12.28%15.53%2.85%1.78%1.07%2.11%6.02%5.80%

Drawdowns

JDMNX vs. BFGFX - Drawdown Comparison

The maximum JDMNX drawdown since its inception was -38.24%, smaller than the maximum BFGFX drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for JDMNX and BFGFX.


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Drawdown Indicators


JDMNXBFGFXDifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-59.52%

+21.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-11.95%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.15%

-35.93%

+11.78%

Max Drawdown (10Y)

Largest decline over 10 years

-38.24%

-43.62%

+5.38%

Current Drawdown

Current decline from peak

-8.97%

-7.56%

-1.41%

Average Drawdown

Average peak-to-trough decline

-4.19%

-12.43%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.19%

+0.40%

Volatility

JDMNX vs. BFGFX - Volatility Comparison

Janus Henderson Enterprise Fund Class N (JDMNX) has a higher volatility of 5.41% compared to Baron Focused Growth Fund (BFGFX) at 4.99%. This indicates that JDMNX's price experiences larger fluctuations and is considered to be riskier than BFGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDMNXBFGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

4.99%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

15.79%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

23.03%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

22.57%

-4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

23.96%

-5.29%