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. It was launched on Feb 28, 2005. JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992.
Performance
JVASX vs. JANEX - Performance Comparison
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JVASX vs. JANEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVASX JPMorgan Value Advantage Fund | -2.27% | 9.70% | 27.34% | 9.89% | -3.87% | 28.48% | -1.79% | 27.07% | -9.20% | 13.96% |
JANEX Janus Henderson Enterprise Fund | -8.45% | 7.64% | 15.25% | 17.99% | -16.03% | 17.02% | 20.38% | 35.22% | -0.95% | 26.36% |
Returns By Period
In the year-to-date period, JVASX achieves a -2.27% return, which is significantly higher than JANEX's -8.45% return. Over the past 10 years, JVASX has underperformed JANEX with an annualized return of 10.70%, while JANEX has yielded a comparatively higher 11.25% annualized return.
JVASX
- 1D
- -0.06%
- 1M
- -7.32%
- YTD
- -2.27%
- 6M
- 0.52%
- 1Y
- 5.99%
- 3Y*
- 15.07%
- 5Y*
- 10.18%
- 10Y*
- 10.70%
JANEX
- 1D
- -0.36%
- 1M
- -8.30%
- YTD
- -8.45%
- 6M
- -6.83%
- 1Y
- 2.68%
- 3Y*
- 7.30%
- 5Y*
- 4.65%
- 10Y*
- 11.25%
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JVASX vs. JANEX - Expense Ratio Comparison
Both JVASX and JANEX have an expense ratio of 0.79%.
Return for Risk
JVASX vs. JANEX — Risk / Return Rank
JVASX
JANEX
JVASX vs. JANEX - Risk-Adjusted Trends 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.
| JVASX | JANEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.15 | +0.28 |
Sortino ratioReturn per unit of downside risk | 0.72 | 0.35 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.05 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.11 | +0.38 |
Martin ratioReturn relative to average drawdown | 1.96 | 0.39 | +1.57 |
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
| JVASX | JANEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.15 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.27 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.61 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.43 | +0.05 |
Correlation
The correlation between JVASX and JANEX is 0.87, 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
JVASX vs. JANEX - Dividend Comparison
JVASX's dividend yield for the trailing twelve months is around 13.00%, more than JANEX's 8.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVASX JPMorgan Value Advantage Fund | 13.00% | 12.70% | 19.48% | 7.18% | 10.52% | 14.21% | 3.13% | 3.94% | 7.38% | 2.05% | 1.23% | 1.71% |
JANEX Janus Henderson Enterprise Fund | 8.20% | 7.51% | 7.00% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.78% | 1.64% | 3.64% |
Drawdowns
JVASX vs. JANEX - Drawdown Comparison
The maximum JVASX drawdown since its inception was -57.87%, smaller than the maximum JANEX drawdown of -79.85%. Use the drawdown chart below to compare losses from any high point for JVASX and JANEX.
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Drawdown Indicators
| JVASX | JANEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -79.85% | +21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -12.56% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -24.24% | +6.74% |
Max Drawdown (10Y)Largest decline over 10 years | -41.09% | -38.24% | -2.85% |
Current DrawdownCurrent decline from peak | -8.04% | -11.40% | +3.36% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -25.23% | +18.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.55% | -0.60% |
Volatility
JVASX vs. JANEX - Volatility Comparison
The current volatility for JPMorgan Value Advantage Fund (JVASX) is 3.43%, while Janus Henderson Enterprise Fund (JANEX) has a volatility of 4.44%. 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.
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Volatility by Period
| JVASX | JANEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.44% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 10.12% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 18.51% | -2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 17.58% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 18.65% | -0.24% |