JDMNX vs. RIPIX
Compare and contrast key facts about Janus Henderson Enterprise Fund Class N (JDMNX) and Royce International Premier Fund Institutional Class (RIPIX).
JDMNX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. RIPIX is managed by Royce Investment Partners.
Performance
JDMNX vs. RIPIX - Performance Comparison
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JDMNX vs. RIPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JDMNX Janus Henderson Enterprise Fund Class N | -8.43% | 7.77% | 15.40% | 18.15% | -15.92% | 17.17% | 20.55% | 35.41% | -7.62% |
RIPIX Royce International Premier Fund Institutional Class | -9.90% | 9.89% | -7.04% | 8.14% | -26.99% | 6.22% | 16.11% | 34.69% | -12.52% |
Returns By Period
In the year-to-date period, JDMNX achieves a -8.43% return, which is significantly higher than RIPIX's -9.90% 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%
RIPIX
- 1D
- -0.44%
- 1M
- -10.68%
- YTD
- -9.90%
- 6M
- -12.89%
- 1Y
- -0.99%
- 3Y*
- -2.49%
- 5Y*
- -4.59%
- 10Y*
- —
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JDMNX vs. RIPIX - Expense Ratio Comparison
JDMNX has a 0.66% expense ratio, which is lower than RIPIX's 1.04% expense ratio.
Return for Risk
JDMNX vs. RIPIX — Risk / Return Rank
JDMNX
RIPIX
JDMNX vs. RIPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class N (JDMNX) and Royce International Premier Fund Institutional Class (RIPIX). 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 | RIPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | -0.14 | +0.30 |
Sortino ratioReturn per unit of downside risk | 0.36 | -0.09 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.99 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | -0.19 | +0.31 |
Martin ratioReturn relative to average drawdown | 0.42 | -0.51 | +0.93 |
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 | RIPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | -0.14 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | -0.30 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.04 | +0.67 |
Correlation
The correlation between JDMNX and RIPIX is 0.67, 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
JDMNX vs. RIPIX - Dividend Comparison
JDMNX's dividend yield for the trailing twelve months is around 8.14%, more than RIPIX's 1.62% 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% |
RIPIX Royce International Premier Fund Institutional Class | 1.62% | 1.46% | 5.66% | 3.09% | 3.87% | 5.02% | 0.36% | 0.58% | 0.54% | 0.00% | 0.00% | 0.00% |
Drawdowns
JDMNX vs. RIPIX - Drawdown Comparison
The maximum JDMNX drawdown since its inception was -38.24%, smaller than the maximum RIPIX drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for JDMNX and RIPIX.
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Drawdown Indicators
| JDMNX | RIPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.24% | -41.89% | +3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -16.38% | +3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -41.89% | +17.74% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | — | — |
Current DrawdownCurrent decline from peak | -11.37% | -33.58% | +22.21% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -17.83% | +13.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 6.03% | -2.48% |
Volatility
JDMNX vs. RIPIX - Volatility Comparison
The current volatility for Janus Henderson Enterprise Fund Class N (JDMNX) is 4.44%, while Royce International Premier Fund Institutional Class (RIPIX) has a volatility of 5.45%. This indicates that JDMNX experiences smaller price fluctuations and is considered to be less risky than RIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDMNX | RIPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 5.45% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 9.22% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 13.61% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 15.26% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 16.14% | +2.51% |