JDMNX vs. VMCIX
Compare and contrast key facts about Janus Henderson Enterprise Fund Class N (JDMNX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX).
JDMNX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. VMCIX is managed by Vanguard. It was launched on May 21, 1998.
Performance
JDMNX vs. VMCIX - Performance Comparison
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JDMNX vs. VMCIX - 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% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | -2.79% | 11.67% | 14.68% | 16.54% | -18.70% | 24.53% | 18.20% | 31.04% | -9.25% | 19.30% |
Returns By Period
In the year-to-date period, JDMNX achieves a -8.43% return, which is significantly lower than VMCIX's -2.79% return. Over the past 10 years, JDMNX has outperformed VMCIX with an annualized return of 11.40%, while VMCIX has yielded a comparatively lower 10.43% 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%
VMCIX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.79%
- 6M
- -3.58%
- 1Y
- 10.31%
- 3Y*
- 11.79%
- 5Y*
- 6.51%
- 10Y*
- 10.43%
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JDMNX vs. VMCIX - Expense Ratio Comparison
JDMNX has a 0.66% expense ratio, which is higher than VMCIX's 0.04% expense ratio.
Return for Risk
JDMNX vs. VMCIX — Risk / Return Rank
JDMNX
VMCIX
JDMNX vs. VMCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class N (JDMNX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). 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 | VMCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.63 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.36 | 0.99 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.73 | -0.61 |
Martin ratioReturn relative to average drawdown | 0.42 | 3.40 | -2.97 |
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 | VMCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.63 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.37 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.55 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.47 | +0.25 |
Correlation
The correlation between JDMNX and VMCIX is 0.95, 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. VMCIX - Dividend Comparison
JDMNX's dividend yield for the trailing twelve months is around 8.14%, more than VMCIX's 1.54% 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% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.54% | 1.52% | 1.49% | 1.51% | 1.60% | 1.12% | 1.45% | 1.48% | 1.83% | 1.36% | 1.46% | 1.48% |
Drawdowns
JDMNX vs. VMCIX - Drawdown Comparison
The maximum JDMNX drawdown since its inception was -38.24%, smaller than the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for JDMNX and VMCIX.
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Drawdown Indicators
| JDMNX | VMCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.24% | -58.86% | +20.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -12.77% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -27.54% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -39.30% | +1.06% |
Current DrawdownCurrent decline from peak | -11.37% | -8.13% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -8.02% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.75% | +0.80% |
Volatility
JDMNX vs. VMCIX - Volatility Comparison
Janus Henderson Enterprise Fund Class N (JDMNX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) have volatilities of 4.44% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDMNX | VMCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.23% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 9.43% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 17.58% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 17.63% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 18.90% | -0.25% |