JMGRX vs. NEEGX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Needham Growth Fund (NEEGX).
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. NEEGX is managed by Needham. It was launched on Jan 2, 1996.
Performance
JMGRX vs. NEEGX - Performance Comparison
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JMGRX vs. NEEGX - 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% |
NEEGX Needham Growth Fund | 15.68% | 8.76% | 14.45% | 26.85% | -33.57% | 27.63% | 41.73% | 42.33% | -10.56% | 8.33% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly lower than NEEGX's 15.68% return. Over the past 10 years, JMGRX has underperformed NEEGX with an annualized return of 11.60%, while NEEGX has yielded a comparatively higher 12.74% 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%
NEEGX
- 1D
- 4.73%
- 1M
- -6.88%
- YTD
- 15.68%
- 6M
- 17.81%
- 1Y
- 49.67%
- 3Y*
- 18.80%
- 5Y*
- 7.05%
- 10Y*
- 12.74%
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JMGRX vs. NEEGX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is lower than NEEGX's 1.78% expense ratio.
Return for Risk
JMGRX vs. NEEGX — Risk / Return Rank
JMGRX
NEEGX
JMGRX vs. NEEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Needham Growth Fund (NEEGX). 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 | NEEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.56 | -1.27 |
Sortino ratioReturn per unit of downside risk | 0.55 | 2.16 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.29 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.25 | -2.80 |
Martin ratioReturn relative to average drawdown | 1.57 | 10.67 | -9.10 |
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 | NEEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.56 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.25 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.51 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.54 | +0.03 |
Correlation
The correlation between JMGRX and NEEGX is 0.87, 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. NEEGX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, more than NEEGX's 6.54% 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% |
NEEGX Needham Growth Fund | 6.54% | 7.57% | 3.92% | 0.00% | 1.78% | 6.92% | 5.73% | 11.31% | 17.79% | 9.70% | 4.22% | 6.74% |
Drawdowns
JMGRX vs. NEEGX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, roughly equal to the maximum NEEGX drawdown of -53.60%. Use the drawdown chart below to compare losses from any high point for JMGRX and NEEGX.
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Drawdown Indicators
| JMGRX | NEEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -53.60% | -1.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -15.15% | +2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -43.35% | +19.14% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -43.35% | +5.10% |
Current DrawdownCurrent decline from peak | -8.99% | -7.54% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -10.95% | +5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 4.61% | -1.01% |
Volatility
JMGRX vs. NEEGX - Volatility Comparison
The current volatility for Janus Enterprise Fund Class I (JMGRX) is 5.41%, while Needham Growth Fund (NEEGX) has a volatility of 11.31%. This indicates that JMGRX experiences smaller price fluctuations and is considered to be less risky than NEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGRX | NEEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 11.31% | -5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 20.91% | -10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 32.23% | -13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 28.04% | -10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 25.01% | -6.34% |