JNRFX vs. VOOG
Compare and contrast key facts about Janus Henderson Research Fund (JNRFX) and Vanguard S&P 500 Growth ETF (VOOG).
JNRFX is managed by Janus Henderson. It was launched on May 3, 1993. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNRFX or VOOG.
Key characteristics
| JNRFX | VOOG | |
|---|---|---|
| YTD Return | 35.56% | 35.27% |
| 1Y Return | 43.40% | 46.56% |
| 3Y Return (Ann) | 4.57% | 8.15% |
| 5Y Return (Ann) | 11.77% | 18.15% |
| 10Y Return (Ann) | 6.62% | 15.25% |
| Sharpe Ratio | 2.46 | 2.66 |
| Sortino Ratio | 3.22 | 3.40 |
| Omega Ratio | 1.44 | 1.49 |
| Calmar Ratio | 1.97 | 2.74 |
| Martin Ratio | 12.82 | 14.13 |
| Ulcer Index | 3.33% | 3.21% |
| Daily Std Dev | 17.35% | 17.04% |
| Max Drawdown | -43.98% | -32.73% |
| Current Drawdown | -0.04% | 0.00% |
Correlation
The correlation between JNRFX and VOOG is 0.96, 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.
Performance
JNRFX vs. VOOG - Performance Comparison
The year-to-date returns for both stocks are quite close, with JNRFX having a 35.56% return and VOOG slightly lower at 35.27%. Over the past 10 years, JNRFX has underperformed VOOG with an annualized return of 6.62%, while VOOG has yielded a comparatively higher 15.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JNRFX vs. VOOG - Expense Ratio Comparison
JNRFX has a 0.66% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
JNRFX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund (JNRFX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
JNRFX vs. VOOG - Dividend Comparison
JNRFX's dividend yield for the trailing twelve months is around 0.04%, less than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNRFX Janus Henderson Research Fund | 0.04% | 0.05% | 0.19% | 0.00% | 0.11% | 0.86% | 0.36% | 0.42% | 0.29% | 0.45% | 0.38% | 0.44% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
JNRFX vs. VOOG - Drawdown Comparison
The maximum JNRFX drawdown since its inception was -43.98%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for JNRFX and VOOG. For additional features, visit the drawdowns tool.
Volatility
JNRFX vs. VOOG - Volatility Comparison
Janus Henderson Research Fund (JNRFX) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.07% and 5.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.