JDMNX vs. VTV
Compare and contrast key facts about Janus Henderson Enterprise Fund Class N (JDMNX) and Vanguard Value ETF (VTV).
JDMNX is an actively managed fund by Janus Henderson. It was launched on Sep 1, 1992. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Performance
JDMNX vs. VTV - Performance Comparison
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JDMNX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTV Vanguard Value ETF | 3.54% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, JDMNX achieves a -5.94% return, which is significantly lower than VTV's 3.54% return. Both investments have delivered pretty close results over the past 10 years, with JDMNX having a 11.70% annualized return and VTV not far ahead at 11.83%.
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%
VTV
- 1D
- 0.24%
- 1M
- -4.38%
- YTD
- 3.54%
- 6M
- 6.37%
- 1Y
- 16.56%
- 3Y*
- 15.18%
- 5Y*
- 10.91%
- 10Y*
- 11.83%
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JDMNX vs. VTV - Expense Ratio Comparison
JDMNX has a 0.66% expense ratio, which is higher than VTV's 0.04% expense ratio.
Return for Risk
JDMNX vs. VTV — Risk / Return Rank
JDMNX
VTV
JDMNX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class N (JDMNX) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.12 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.61 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.44 | -0.98 |
Martin ratioReturn relative to average drawdown | 1.60 | 6.48 | -4.88 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.12 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.79 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.71 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.49 | +0.24 |
Correlation
The correlation between JDMNX and VTV is 0.83, 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. VTV - Dividend Comparison
JDMNX's dividend yield for the trailing twelve months is around 7.93%, more than VTV's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
JDMNX vs. VTV - Drawdown Comparison
The maximum JDMNX drawdown since its inception was -38.24%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for JDMNX and VTV.
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Drawdown Indicators
| JDMNX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.24% | -59.27% | +21.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.32% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -17.04% | -7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -36.78% | -1.46% |
Current DrawdownCurrent decline from peak | -8.97% | -4.58% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -7.92% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.51% | +1.08% |
Volatility
JDMNX vs. VTV - Volatility Comparison
Janus Henderson Enterprise Fund Class N (JDMNX) has a higher volatility of 5.41% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that JDMNX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDMNX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 3.65% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 7.71% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 14.89% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 13.88% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 16.67% | +2.00% |