JNRFX vs. VOO
Compare and contrast key facts about Janus Henderson Research Fund (JNRFX) and Vanguard S&P 500 ETF (VOO).
JNRFX is managed by Janus Henderson. It was launched on May 3, 1993. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JNRFX vs. VOO - Performance Comparison
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JNRFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNRFX Janus Henderson Research Fund | -10.67% | 18.45% | 35.13% | 43.14% | -29.96% | 20.19% | 32.82% | 35.40% | -2.73% | 25.90% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JNRFX achieves a -10.67% return, which is significantly lower than VOO's -3.66% return. Both investments have delivered pretty close results over the past 10 years, with JNRFX having a 14.57% annualized return and VOO not far behind at 14.14%.
JNRFX
- 1D
- 3.86%
- 1M
- -6.01%
- YTD
- -10.67%
- 6M
- -10.21%
- 1Y
- 15.96%
- 3Y*
- 21.52%
- 5Y*
- 10.93%
- 10Y*
- 14.57%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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JNRFX vs. VOO - Expense Ratio Comparison
JNRFX has a 0.66% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JNRFX vs. VOO — Risk / Return Rank
JNRFX
VOO
JNRFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund (JNRFX) and Vanguard S&P 500 ETF (VOO). 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.
| JNRFX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.01 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.53 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.55 | -0.57 |
Martin ratioReturn relative to average drawdown | 3.52 | 7.31 | -3.79 |
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
| JNRFX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.01 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.71 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.79 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.83 | -0.39 |
Correlation
The correlation between JNRFX and VOO is 0.94, 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
JNRFX vs. VOO - Dividend Comparison
JNRFX's dividend yield for the trailing twelve months is around 13.36%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNRFX Janus Henderson Research Fund | 13.36% | 11.94% | 5.11% | 2.93% | 0.43% | 13.01% | 2.98% | 10.37% | 11.06% | 8.22% | 5.41% | 9.21% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JNRFX vs. VOO - Drawdown Comparison
The maximum JNRFX drawdown since its inception was -74.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JNRFX and VOO.
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Drawdown Indicators
| JNRFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.74% | -33.99% | -40.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.05% | -11.98% | -5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -36.48% | -24.52% | -11.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.48% | -33.99% | -2.49% |
Current DrawdownCurrent decline from peak | -13.85% | -5.55% | -8.30% |
Average DrawdownAverage peak-to-trough decline | -25.07% | -3.72% | -21.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 2.55% | +2.23% |
Volatility
JNRFX vs. VOO - Volatility Comparison
Janus Henderson Research Fund (JNRFX) has a higher volatility of 7.06% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that JNRFX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNRFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 5.34% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 9.47% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.52% | 18.11% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 16.82% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 17.99% | +3.28% |