JMGRX vs. VMGMX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX).
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. VMGMX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
JMGRX vs. VMGMX - Performance Comparison
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JMGRX vs. VMGMX - 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% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | -7.61% | 10.69% | 15.65% | 23.93% | -28.84% | 20.48% | 34.45% | 33.85% | -5.61% | 21.83% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly higher than VMGMX's -7.61% return. Over the past 10 years, JMGRX has outperformed VMGMX with an annualized return of 11.60%, while VMGMX has yielded a comparatively lower 10.62% 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%
VMGMX
- 1D
- 3.15%
- 1M
- -7.31%
- YTD
- -7.61%
- 6M
- -12.10%
- 1Y
- 5.25%
- 3Y*
- 10.47%
- 5Y*
- 4.04%
- 10Y*
- 10.62%
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JMGRX vs. VMGMX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is higher than VMGMX's 0.07% expense ratio.
Return for Risk
JMGRX vs. VMGMX — Risk / Return Rank
JMGRX
VMGMX
JMGRX vs. VMGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX). 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 | VMGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.28 | +0.01 |
Sortino ratioReturn per unit of downside risk | 0.55 | 0.55 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.07 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.39 | +0.06 |
Martin ratioReturn relative to average drawdown | 1.57 | 1.21 | +0.36 |
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 | VMGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.28 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.19 | +0.09 |
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 | 0.59 | -0.01 |
Correlation
The correlation between JMGRX and VMGMX is 0.93, 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. VMGMX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, more than VMGMX's 0.71% 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% |
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 0.71% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.82% |
Drawdowns
JMGRX vs. VMGMX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, which is greater than VMGMX's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for JMGRX and VMGMX.
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Drawdown Indicators
| JMGRX | VMGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -37.17% | -18.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -15.95% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -37.17% | +12.96% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -37.17% | -1.08% |
Current DrawdownCurrent decline from peak | -8.99% | -13.31% | +4.32% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -7.05% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 5.11% | -1.51% |
Volatility
JMGRX vs. VMGMX - Volatility Comparison
The current volatility for Janus Enterprise Fund Class I (JMGRX) is 5.41%, while Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) has a volatility of 6.47%. This indicates that JMGRX experiences smaller price fluctuations and is considered to be less risky than VMGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGRX | VMGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 6.47% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 12.40% | -1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 21.07% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 21.39% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 20.93% | -2.26% |