JVASX vs. JANEX
Compare and contrast key facts about JPMorgan Value Advantage Fund (JVASX) and Janus Henderson Enterprise Fund (JANEX).
JVASX is managed by JPMorgan Chase. It was launched on Feb 28, 2005. JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JVASX or JANEX.
Key characteristics
| JVASX | JANEX | |
|---|---|---|
| YTD Return | 15.79% | 13.55% |
| 1Y Return | 24.80% | 21.01% |
| 3Y Return (Ann) | 9.00% | 5.13% |
| 5Y Return (Ann) | 10.67% | 10.77% |
| 10Y Return (Ann) | 8.82% | 12.58% |
| Sharpe Ratio | 2.06 | 1.21 |
| Daily Std Dev | 11.89% | 17.17% |
| Max Drawdown | -56.92% | -38.24% |
| Current Drawdown | -0.60% | -1.01% |
Correlation
The correlation between JVASX and JANEX is 0.85, 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
JVASX vs. JANEX - Performance Comparison
In the year-to-date period, JVASX achieves a 15.79% return, which is significantly higher than JANEX's 13.55% return. Over the past 10 years, JVASX has underperformed JANEX with an annualized return of 8.82%, while JANEX has yielded a comparatively higher 12.58% 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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JVASX vs. JANEX - Expense Ratio Comparison
Both JVASX and JANEX have an expense ratio of 0.79%.
Risk-Adjusted Performance
JVASX vs. JANEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Value Advantage Fund (JVASX) and Janus Henderson Enterprise Fund (JANEX). 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
JVASX vs. JANEX - Dividend Comparison
JVASX's dividend yield for the trailing twelve months is around 6.20%, less than JANEX's 6.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVASX JPMorgan Value Advantage Fund | 6.20% | 7.18% | 10.52% | 14.21% | 3.13% | 3.94% | 7.38% | 2.05% | 1.23% | 0.67% | 3.43% | 3.33% |
JANEX Janus Henderson Enterprise Fund | 6.63% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.87% | 1.74% | 3.55% | 5.78% | 5.45% |
Drawdowns
JVASX vs. JANEX - Drawdown Comparison
The maximum JVASX drawdown since its inception was -56.92%, which is greater than JANEX's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for JVASX and JANEX. For additional features, visit the drawdowns tool.
Volatility
JVASX vs. JANEX - Volatility Comparison
The current volatility for JPMorgan Value Advantage Fund (JVASX) is 3.07%, while Janus Henderson Enterprise Fund (JANEX) has a volatility of 3.62%. This indicates that JVASX experiences smaller price fluctuations and is considered to be less risky than JANEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.