PortfoliosLab logoPortfoliosLab logo
VMGIX vs. JAENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMGIX vs. JAENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Growth Index Fund (VMGIX) and Janus Henderson Enterprise Fund Class T (JAENX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VMGIX vs. JAENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMGIX
Vanguard Mid-Cap Growth Index Fund
-7.63%10.56%15.51%23.79%-28.93%20.32%34.30%33.69%-5.73%21.72%
JAENX
Janus Henderson Enterprise Fund Class T
-5.99%7.52%15.12%17.86%-16.12%16.89%20.26%35.07%-1.04%26.30%

Returns By Period

In the year-to-date period, VMGIX achieves a -7.63% return, which is significantly lower than JAENX's -5.99% return. Over the past 10 years, VMGIX has underperformed JAENX with an annualized return of 10.49%, while JAENX has yielded a comparatively higher 11.44% annualized return.


VMGIX

1D
3.15%
1M
-7.32%
YTD
-7.63%
6M
-12.16%
1Y
5.14%
3Y*
10.34%
5Y*
3.91%
10Y*
10.49%

JAENX

1D
2.72%
1M
-5.71%
YTD
-5.99%
6M
-3.96%
1Y
5.01%
3Y*
8.14%
5Y*
4.77%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VMGIX vs. JAENX - Expense Ratio Comparison

VMGIX has a 0.19% expense ratio, which is lower than JAENX's 0.91% expense ratio.


Return for Risk

VMGIX vs. JAENX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VMGIX
VMGIX Risk / Return Rank: 1111
Overall Rank
VMGIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VMGIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VMGIX Omega Ratio Rank: 1010
Omega Ratio Rank
VMGIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VMGIX Martin Ratio Rank: 1212
Martin Ratio Rank

JAENX
JAENX Risk / Return Rank: 1111
Overall Rank
JAENX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JAENX Sortino Ratio Rank: 1010
Sortino Ratio Rank
JAENX Omega Ratio Rank: 1010
Omega Ratio Rank
JAENX Calmar Ratio Rank: 1313
Calmar Ratio Rank
JAENX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VMGIX vs. JAENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth Index Fund (VMGIX) and Janus Henderson Enterprise Fund Class T (JAENX). 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.


VMGIXJAENXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.29

-0.01

Sortino ratio

Return per unit of downside risk

0.54

0.54

0.00

Omega ratio

Gain probability vs. loss probability

1.07

1.07

0.00

Calmar ratio

Return relative to maximum drawdown

0.38

0.44

-0.06

Martin ratio

Return relative to average drawdown

1.18

1.53

-0.34

VMGIX vs. JAENX - Sharpe Ratio Comparison

The current VMGIX Sharpe Ratio is 0.28, which is comparable to the JAENX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VMGIX and JAENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VMGIXJAENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.29

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.27

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.61

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.49

-0.08

Correlation

The correlation between VMGIX and JAENX is 0.94, 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

VMGIX vs. JAENX - Dividend Comparison

VMGIX's dividend yield for the trailing twelve months is around 0.58%, less than JAENX's 8.01% yield.


TTM20252024202320222021202020192018201720162015
VMGIX
Vanguard Mid-Cap Growth Index Fund
0.58%0.52%0.56%0.60%0.64%0.23%0.46%0.67%0.70%0.61%0.70%0.69%
JAENX
Janus Henderson Enterprise Fund Class T
8.01%7.53%6.98%7.62%10.62%15.94%8.43%4.41%6.32%1.79%1.72%3.93%

Drawdowns

VMGIX vs. JAENX - Drawdown Comparison

The maximum VMGIX drawdown since its inception was -60.20%, smaller than the maximum JAENX drawdown of -79.85%. Use the drawdown chart below to compare losses from any high point for VMGIX and JAENX.


Loading graphics...

Drawdown Indicators


VMGIXJAENXDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-79.85%

+19.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.99%

-12.57%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-37.25%

-24.31%

-12.94%

Max Drawdown (10Y)

Largest decline over 10 years

-37.25%

-38.25%

+1.00%

Current Drawdown

Current decline from peak

-13.35%

-9.01%

-4.34%

Average Drawdown

Average peak-to-trough decline

-10.06%

-25.05%

+14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

3.61%

+1.51%

Volatility

VMGIX vs. JAENX - Volatility Comparison

Vanguard Mid-Cap Growth Index Fund (VMGIX) has a higher volatility of 6.48% compared to Janus Henderson Enterprise Fund Class T (JAENX) at 5.42%. This indicates that VMGIX's price experiences larger fluctuations and is considered to be riskier than JAENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VMGIXJAENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

5.42%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

10.47%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.08%

18.67%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

17.62%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

18.67%

+2.26%