JDMNX vs. FSPSX
Compare and contrast key facts about Janus Henderson Enterprise Fund Class N (JDMNX) and Fidelity International Index Fund (FSPSX).
JDMNX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
JDMNX vs. FSPSX - Performance Comparison
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JDMNX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDMNX Janus Henderson Enterprise Fund Class N | -8.43% | 7.77% | 15.40% | 18.15% | -15.92% | 17.17% | 20.55% | 35.41% | -0.80% | 26.41% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, JDMNX achieves a -8.43% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, JDMNX has outperformed FSPSX with an annualized return of 11.40%, while FSPSX has yielded a comparatively lower 8.65% annualized return.
JDMNX
- 1D
- -0.36%
- 1M
- -8.29%
- YTD
- -8.43%
- 6M
- -6.78%
- 1Y
- 2.81%
- 3Y*
- 7.43%
- 5Y*
- 4.79%
- 10Y*
- 11.40%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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JDMNX vs. FSPSX - Expense Ratio Comparison
JDMNX has a 0.66% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
JDMNX vs. FSPSX — Risk / Return Rank
JDMNX
FSPSX
JDMNX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class N (JDMNX) and Fidelity International Index Fund (FSPSX). 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.
| JDMNX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.11 | -0.95 |
Sortino ratioReturn per unit of downside risk | 0.36 | 1.56 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.54 | -1.42 |
Martin ratioReturn relative to average drawdown | 0.42 | 5.93 | -5.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JDMNX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.11 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.51 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.53 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.46 | +0.26 |
Correlation
The correlation between JDMNX and FSPSX is 0.73, 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. FSPSX - Dividend Comparison
JDMNX's dividend yield for the trailing twelve months is around 8.14%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDMNX Janus Henderson Enterprise Fund Class N | 8.14% | 7.46% | 7.00% | 7.40% | 10.36% | 15.92% | 8.49% | 4.52% | 6.48% | 1.76% | 1.86% | 3.62% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
JDMNX vs. FSPSX - Drawdown Comparison
The maximum JDMNX drawdown since its inception was -38.24%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for JDMNX and FSPSX.
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Drawdown Indicators
| JDMNX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.24% | -33.69% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.39% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -29.41% | +5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -33.69% | -4.55% |
Current DrawdownCurrent decline from peak | -11.37% | -10.86% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -6.59% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.96% | +0.59% |
Volatility
JDMNX vs. FSPSX - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund Class N (JDMNX) is 4.44%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that JDMNX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDMNX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 7.04% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 10.63% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 16.79% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 15.77% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 16.47% | +2.18% |