JSIVX vs. VISVX
JSIVX (Janus Henderson Small Cap Value Fund) and VISVX (Vanguard Small Cap Value Index Fund) are both Small Cap Value Equities funds. Over the past 10 years, JSIVX returned 9.17%/yr vs 10.43%/yr for VISVX. Their 0.95 correlation means they have historically moved very closely together. JSIVX charges 0.81%/yr vs 0.19%/yr for VISVX.
Performance
JSIVX vs. VISVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JSIVX having a 16.85% return and VISVX slightly lower at 16.80%. Over the past 10 years, JSIVX has underperformed VISVX with an annualized return of 9.17%, while VISVX has yielded a comparatively higher 10.43% annualized return.
JSIVX
- 1D
- 0.39%
- 1M
- 1.60%
- 6M
- 10.04%
- YTD
- 16.85%
- 1Y
- 31.63%
- 3Y*
- 14.91%
- 5Y*
- 9.74%
- 10Y*
- 9.17%
- ALL TIME*
- 7.71%
VISVX
- 1D
- 0.00%
- 1M
- 0.74%
- 6M
- 10.88%
- YTD
- 16.80%
- 1Y
- 27.73%
- 3Y*
- 14.01%
- 5Y*
- 9.51%
- 10Y*
- 10.43%
- ALL TIME*
- 9.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JSIVX vs. VISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSIVX Janus Henderson Small Cap Value Fund | 16.85% | 7.86% | 15.40% | 13.47% | -9.75% | 22.89% | -6.64% | 26.31% | -13.05% | 12.91% |
VISVX Vanguard Small Cap Value Index Fund | 16.80% | 8.27% | 11.21% | 16.92% | -9.43% | 27.97% | 5.68% | 22.61% | -12.35% | 11.67% |
Correlation
The correlation between JSIVX and VISVX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 21, 1998 | 0.95 |
The correlation between JSIVX and VISVX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
JSIVX vs. VISVX — Risk / Return Rank
JSIVX
VISVX
JSIVX vs. VISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small Cap Value Fund (JSIVX) and Vanguard Small Cap Value Index Fund (VISVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JSIVX | VISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.79 | -0.09 |
| Martin ratioReturn relative to average drawdown | 9.99 | 10.23 | -0.24 |
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Drawdowns
JSIVX vs. VISVX - Drawdown Comparison
The maximum JSIVX drawdown since its inception was -46.98%, smaller than the maximum VISVX drawdown of -62.15%. Use the drawdown chart below to compare losses from any high point for JSIVX and VISVX.
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Drawdown Indicators
| JSIVX | VISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -62.15% | +15.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -8.87% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -24.24% | -24.60% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -24.60% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -40.58% | -45.39% | +4.81% |
Current DrawdownCurrent decline from peak | -1.08% | -1.23% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -8.98% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.43% | +0.37% |
Volatility
JSIVX vs. VISVX - Volatility Comparison
Janus Henderson Small Cap Value Fund (JSIVX) has a higher volatility of 3.63% compared to Vanguard Small Cap Value Index Fund (VISVX) at 3.33%. This indicates that JSIVX's price experiences larger fluctuations and is considered to be riskier than VISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSIVX | VISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.33% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 10.25% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 14.95% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.32% | 19.57% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 21.75% | -0.67% |
JSIVX vs. VISVX - Expense Ratio Comparison
JSIVX has a 0.81% expense ratio, which is higher than VISVX's 0.19% expense ratio.
Dividends
JSIVX vs. VISVX - Dividend Comparison
JSIVX's dividend yield for the trailing twelve months is around 3.48%, more than VISVX's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSIVX Janus Henderson Small Cap Value Fund | 3.48% | 4.07% | 20.33% | 5.34% | 4.94% | 1.84% | 1.15% | 1.11% | 8.15% | 8.74% | 3.76% | 14.24% |
VISVX Vanguard Small Cap Value Index Fund | 1.64% | 1.28% | 1.86% | 1.98% | 1.90% | 1.63% | 1.58% | 1.95% | 2.20% | 1.68% | 1.42% | 1.85% |
Frequently Asked Questions
With a correlation of 0.94, JSIVX and VISVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JSIVX has higher volatility (3.63%) compared to VISVX (3.33%). In terms of maximum drawdown, JSIVX dropped -46.98% vs VISVX's -62.15%.
JSIVX currently has the higher Sharpe Ratio (1.77 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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