JMGRX vs. TGFRX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Tanaka Growth Fund (TGFRX).
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. TGFRX is managed by Tanaka. It was launched on Dec 30, 1998.
Performance
JMGRX vs. TGFRX - Performance Comparison
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JMGRX vs. TGFRX - 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% |
TGFRX Tanaka Growth Fund | 2.11% | 39.56% | 17.98% | 50.24% | -22.62% | 26.54% | 50.87% | 18.78% | -25.18% | 7.28% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly lower than TGFRX's 2.11% return. Over the past 10 years, JMGRX has underperformed TGFRX with an annualized return of 11.60%, while TGFRX has yielded a comparatively higher 13.73% 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%
TGFRX
- 1D
- 5.92%
- 1M
- -7.38%
- YTD
- 2.11%
- 6M
- 3.42%
- 1Y
- 38.93%
- 3Y*
- 31.29%
- 5Y*
- 11.64%
- 10Y*
- 13.73%
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JMGRX vs. TGFRX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is lower than TGFRX's 2.19% expense ratio.
Return for Risk
JMGRX vs. TGFRX — Risk / Return Rank
JMGRX
TGFRX
JMGRX vs. TGFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Tanaka Growth Fund (TGFRX). 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 | TGFRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.06 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.59 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.93 | -2.48 |
Martin ratioReturn relative to average drawdown | 1.57 | 7.48 | -5.91 |
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 | TGFRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.06 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.01 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.02 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.02 | +0.55 |
Correlation
The correlation between JMGRX and TGFRX is 0.78, 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. TGFRX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, less than TGFRX's 12.75% 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% |
TGFRX Tanaka Growth Fund | 12.75% | 13.02% | 6.89% | 0.00% | 0.11% | 7.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMGRX vs. TGFRX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, smaller than the maximum TGFRX drawdown of -95.35%. Use the drawdown chart below to compare losses from any high point for JMGRX and TGFRX.
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Drawdown Indicators
| JMGRX | TGFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -95.35% | +39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -16.01% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -95.35% | +71.14% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -95.35% | +57.10% |
Current DrawdownCurrent decline from peak | -8.99% | -92.38% | +83.39% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -31.67% | +25.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 7.24% | -3.64% |
Volatility
JMGRX vs. TGFRX - Volatility Comparison
The current volatility for Janus Enterprise Fund Class I (JMGRX) is 5.41%, while Tanaka Growth Fund (TGFRX) has a volatility of 12.37%. This indicates that JMGRX experiences smaller price fluctuations and is considered to be less risky than TGFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGRX | TGFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 12.37% | -6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 24.40% | -13.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 35.36% | -16.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 793.45% | -775.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 561.16% | -542.49% |