VRTVX vs. JSIVX
Compare and contrast key facts about Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and Janus Henderson Small Cap Value Fund (JSIVX).
VRTVX is managed by Vanguard. It was launched on Jul 13, 2012. JSIVX is managed by Janus Henderson. It was launched on Feb 14, 1985.
Performance
VRTVX vs. JSIVX - Performance Comparison
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VRTVX vs. JSIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 4.95% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
JSIVX Janus Henderson Small Cap Value Fund | 3.32% | 7.86% | 15.40% | 13.47% | -9.75% | 22.89% | -6.64% | 26.31% | -13.05% | 12.91% |
Returns By Period
In the year-to-date period, VRTVX achieves a 4.95% return, which is significantly higher than JSIVX's 3.32% return. Over the past 10 years, VRTVX has outperformed JSIVX with an annualized return of 9.58%, while JSIVX has yielded a comparatively lower 8.59% annualized return.
VRTVX
- 1D
- 2.63%
- 1M
- -4.39%
- YTD
- 4.95%
- 6M
- 7.82%
- 1Y
- 28.09%
- 3Y*
- 13.67%
- 5Y*
- 5.40%
- 10Y*
- 9.58%
JSIVX
- 1D
- 2.02%
- 1M
- -6.25%
- YTD
- 3.32%
- 6M
- 6.38%
- 1Y
- 17.85%
- 3Y*
- 13.13%
- 5Y*
- 6.73%
- 10Y*
- 8.59%
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VRTVX vs. JSIVX - Expense Ratio Comparison
VRTVX has a 0.08% expense ratio, which is lower than JSIVX's 0.81% expense ratio.
Return for Risk
VRTVX vs. JSIVX — Risk / Return Rank
VRTVX
JSIVX
VRTVX vs. JSIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and Janus Henderson Small Cap Value Fund (JSIVX). 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.
| VRTVX | JSIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.87 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.34 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.28 | +0.74 |
Martin ratioReturn relative to average drawdown | 8.00 | 4.74 | +3.25 |
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
| VRTVX | JSIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.87 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.33 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.41 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.39 | +0.05 |
Correlation
The correlation between VRTVX and JSIVX 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.
Dividends
VRTVX vs. JSIVX - Dividend Comparison
VRTVX's dividend yield for the trailing twelve months is around 1.79%, less than JSIVX's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.79% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
JSIVX Janus Henderson Small Cap Value Fund | 3.94% | 4.07% | 20.33% | 5.34% | 4.94% | 1.84% | 1.15% | 1.11% | 8.15% | 8.74% | 3.76% | 14.24% |
Drawdowns
VRTVX vs. JSIVX - Drawdown Comparison
The maximum VRTVX drawdown since its inception was -45.98%, roughly equal to the maximum JSIVX drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for VRTVX and JSIVX.
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Drawdown Indicators
| VRTVX | JSIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.98% | -46.98% | +1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -14.46% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -24.24% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -40.58% | -5.40% |
Current DrawdownCurrent decline from peak | -5.37% | -7.42% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -9.20% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.90% | -0.42% |
Volatility
VRTVX vs. JSIVX - Volatility Comparison
Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a higher volatility of 6.36% compared to Janus Henderson Small Cap Value Fund (JSIVX) at 5.61%. This indicates that VRTVX's price experiences larger fluctuations and is considered to be riskier than JSIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTVX | JSIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 5.61% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 11.32% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.05% | 21.12% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.79% | 20.54% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 21.09% | +2.61% |