JMGRX vs. JANBX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Janus Henderson Balanced Fund (JANBX).
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. JANBX is managed by Janus Henderson. It was launched on Aug 31, 1992.
Performance
JMGRX vs. JANBX - Performance Comparison
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JMGRX vs. JANBX - 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% | 26.36% |
JANBX Janus Henderson Balanced Fund | -5.36% | 14.99% | 15.36% | 15.38% | -16.60% | 17.22% | 14.34% | 22.53% | 0.64% | 17.78% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly lower than JANBX's -5.36% return. Over the past 10 years, JMGRX has outperformed JANBX with an annualized return of 11.60%, while JANBX has yielded a comparatively lower 9.37% annualized 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%
JANBX
- 1D
- 1.58%
- 1M
- -4.89%
- YTD
- -5.36%
- 6M
- -4.13%
- 1Y
- 10.63%
- 3Y*
- 11.24%
- 5Y*
- 6.65%
- 10Y*
- 9.37%
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JMGRX vs. JANBX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is higher than JANBX's 0.70% expense ratio.
Return for Risk
JMGRX vs. JANBX — Risk / Return Rank
JMGRX
JANBX
JMGRX vs. JANBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Janus Henderson Balanced Fund (JANBX). 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 | JANBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.92 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.41 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.40 | -0.95 |
Martin ratioReturn relative to average drawdown | 1.57 | 5.58 | -4.01 |
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 | JANBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.92 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.60 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.85 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.65 | -0.08 |
Correlation
The correlation between JMGRX and JANBX is 0.88, 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. JANBX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, less than JANBX's 8.80% 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% |
JANBX Janus Henderson Balanced Fund | 8.80% | 8.78% | 6.96% | 2.25% | 1.95% | 4.50% | 2.49% | 2.85% | 7.06% | 4.65% | 2.55% | 5.81% |
Drawdowns
JMGRX vs. JANBX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, which is greater than JANBX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for JMGRX and JANBX.
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Drawdown Indicators
| JMGRX | JANBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -31.70% | -23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -8.13% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -21.52% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -22.49% | -15.76% |
Current DrawdownCurrent decline from peak | -8.99% | -6.68% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -6.66% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.04% | +1.56% |
Volatility
JMGRX vs. JANBX - Volatility Comparison
Janus Enterprise Fund Class I (JMGRX) has a higher volatility of 5.41% compared to Janus Henderson Balanced Fund (JANBX) at 3.80%. This indicates that JMGRX's price experiences larger fluctuations and is considered to be riskier than JANBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGRX | JANBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 3.80% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 6.65% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 12.08% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 11.16% | +6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 11.12% | +7.55% |