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 | 24.81% | 24.29% |
1Y Return | 37.56% | 32.42% |
3Y Return (Ann) | 9.15% | 7.43% |
5Y Return (Ann) | 16.73% | 16.55% |
10Y Return (Ann) | 14.08% | 14.54% |
Sharpe Ratio | 1.99 | 1.82 |
Daily Std Dev | 17.58% | 16.84% |
Max Drawdown | -36.48% | -32.73% |
Current Drawdown | -4.01% | -4.17% |
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 24.81% return and VOOG slightly lower at 24.29%. Both investments have delivered pretty close results over the past 10 years, with JNRFX having a 14.08% annualized return and VOOG not far ahead at 14.54%. 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 2.34%, more than VOOG's 0.71% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Janus Henderson Research Fund | 2.34% | 2.93% | 0.43% | 13.01% | 2.98% | 10.76% | 11.06% | 8.47% | 5.70% | 9.66% | 14.60% | 0.74% |
Vanguard S&P 500 Growth ETF | 0.71% | 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 -36.48%, 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) has a higher volatility of 5.92% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.56%. This indicates that JNRFX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.