JMGRX vs. EEOFX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Essex Environmental Opportunities Fund (EEOFX).
JMGRX is a passively managed fund by Janus Henderson that tracks the performance of the Russell Midcap® Growth Index. It was launched on Sep 1, 1992. EEOFX is managed by Pear Tree Funds. It was launched on Sep 1, 2017.
Performance
JMGRX vs. EEOFX - Performance Comparison
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JMGRX vs. EEOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | -5.96% | 7.66% | 15.28% | 18.03% | -15.99% | 17.07% | 20.43% | 35.28% | -0.88% | 7.59% |
EEOFX Essex Environmental Opportunities Fund | 0.37% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly lower than EEOFX's 0.37% return.
JMGRX
- 1D
- 2.71%
- 1M
- -5.70%
- YTD
- -5.96%
- 6M
- -3.90%
- 1Y
- 5.15%
- 3Y*
- 8.29%
- 5Y*
- 4.92%
- 10Y*
- 11.60%
EEOFX
- 1D
- 3.58%
- 1M
- -6.79%
- YTD
- 0.37%
- 6M
- -0.31%
- 1Y
- 33.61%
- 3Y*
- 5.36%
- 5Y*
- -1.61%
- 10Y*
- —
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JMGRX vs. EEOFX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is lower than EEOFX's 2.11% expense ratio.
Return for Risk
JMGRX vs. EEOFX — Risk / Return Rank
JMGRX
EEOFX
JMGRX vs. EEOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Essex Environmental Opportunities Fund (EEOFX). 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.
| JMGRX | EEOFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.52 | -1.22 |
Sortino ratioReturn per unit of downside risk | 0.55 | 2.12 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.27 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.09 | -1.64 |
Martin ratioReturn relative to average drawdown | 1.57 | 6.79 | -5.22 |
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
| JMGRX | EEOFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.52 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | -0.07 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.28 | +0.30 |
Correlation
The correlation between JMGRX and EEOFX 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
JMGRX vs. EEOFX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, more than EEOFX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | 7.93% | 7.46% | 6.97% | 7.46% | 10.42% | 15.91% | 8.44% | 4.47% | 6.42% | 1.77% | 1.81% | 3.63% |
EEOFX Essex Environmental Opportunities Fund | 0.06% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMGRX vs. EEOFX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, which is greater than EEOFX's maximum drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for JMGRX and EEOFX.
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Drawdown Indicators
| JMGRX | EEOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -50.17% | -5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -13.49% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -50.17% | +25.96% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | — | — |
Current DrawdownCurrent decline from peak | -8.99% | -22.58% | +13.59% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -19.83% | +14.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 4.28% | -0.68% |
Volatility
JMGRX vs. EEOFX - Volatility Comparison
The current volatility for Janus Enterprise Fund Class I (JMGRX) is 5.41%, while Essex Environmental Opportunities Fund (EEOFX) has a volatility of 7.95%. This indicates that JMGRX experiences smaller price fluctuations and is considered to be less risky than EEOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGRX | EEOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 7.95% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 16.62% | -6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 23.25% | -4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 24.89% | -7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 24.72% | -6.05% |