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Janus Henderson Mid Cap Value Fund Class A JDPAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JDPAX | Replication |
|---|---|---|
| Annualized growth | 7.5% | 8.8% |
| Annualized volatility | 15.7% | 16.4% |
| Sharpe ratio | 0.54 | 0.60 |
| Maximum drawdown | 16.9% | 19.3% |
| Replication fit (R²) | 0.96 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model JDPAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOE | Mid-Cap · Value | 31.6% |
| IJH | US Mid Cap | 28.7% |
| VBR | Small-Cap · Value | 21.4% |
| VTV | Style · Value | 14.1% |
| XLB | Sector · Materials | 4.2% |