GSIOX vs. JATTX
GSIOX (Goldman Sachs Small Cap Growth Insights Fund) and JATTX (Janus Henderson Triton Fund Class T) are both Small Cap Growth Equities funds. Over the past 10 years, GSIOX returned 11.38%/yr vs 9.99%/yr for JATTX. Their correlation of 0.95 means they have usually moved in the same direction. GSIOX charges 0.84%/yr vs 0.91%/yr for JATTX.
Performance
GSIOX vs. JATTX - Performance Comparison
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Returns By Period
In the year-to-date period, GSIOX achieves a 19.52% return, which is significantly higher than JATTX's 14.05% return. Over the past 10 years, GSIOX has outperformed JATTX with an annualized return of 11.38%, while JATTX has yielded a comparatively lower 9.99% annualized return.
GSIOX
- 1D
- 2.35%
- 1M
- -3.43%
- 6M
- 14.33%
- YTD
- 19.52%
- 1Y
- 40.03%
- 3Y*
- 19.70%
- 5Y*
- 8.83%
- 10Y*
- 11.38%
- ALL TIME*
- 10.20%
JATTX
- 1D
- 0.76%
- 1M
- -2.43%
- 6M
- 10.65%
- YTD
- 14.05%
- 1Y
- 23.37%
- 3Y*
- 11.74%
- 5Y*
- 4.07%
- 10Y*
- 9.99%
- ALL TIME*
- 11.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GSIOX vs. JATTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSIOX Goldman Sachs Small Cap Growth Insights Fund | 19.52% | 16.99% | 22.37% | 21.29% | -27.09% | 9.87% | 18.35% | 26.50% | -7.15% | 18.41% |
JATTX Janus Henderson Triton Fund Class T | 14.05% | 9.54% | 10.30% | 14.52% | -23.75% | 6.63% | 28.41% | 28.30% | -5.25% | 26.90% |
Correlation
The correlation between GSIOX and JATTX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.95 |
The correlation between GSIOX and JATTX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
GSIOX vs. JATTX — Risk / Return Rank
GSIOX
JATTX
GSIOX vs. JATTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Growth Insights Fund (GSIOX) and Janus Henderson Triton Fund Class T (JATTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSIOX | JATTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.86 | +0.89 |
| Martin ratioReturn relative to average drawdown | 9.75 | 7.53 | +2.21 |
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Drawdowns
GSIOX vs. JATTX - Drawdown Comparison
The maximum GSIOX drawdown since its inception was -53.27%, smaller than the maximum JATTX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for GSIOX and JATTX.
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Drawdown Indicators
| GSIOX | JATTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.27% | -57.77% | +4.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -11.09% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -28.21% | -23.90% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -39.12% | -31.90% | -7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -43.57% | -39.71% | -3.86% |
Current DrawdownCurrent decline from peak | -5.19% | -3.17% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -10.46% | -8.71% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 2.74% | +1.00% |
Volatility
GSIOX vs. JATTX - Volatility Comparison
Goldman Sachs Small Cap Growth Insights Fund (GSIOX) has a higher volatility of 5.51% compared to Janus Henderson Triton Fund Class T (JATTX) at 3.50%. This indicates that GSIOX's price experiences larger fluctuations and is considered to be riskier than JATTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIOX | JATTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 3.50% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 13.33% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.62% | 16.77% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.68% | 19.71% | +4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.64% | 20.56% | +4.08% |
GSIOX vs. JATTX - Expense Ratio Comparison
GSIOX has a 0.84% expense ratio, which is lower than JATTX's 0.91% expense ratio.
Dividends
GSIOX vs. JATTX - Dividend Comparison
GSIOX's dividend yield for the trailing twelve months is around 4.12%, less than JATTX's 10.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIOX Goldman Sachs Small Cap Growth Insights Fund | 4.12% | 4.93% | 0.80% | 0.00% | 0.39% | 113.92% | 2.94% | 1.11% | 10.85% | 3.67% | 0.00% | 8.38% |
JATTX Janus Henderson Triton Fund Class T | 10.11% | 11.54% | 7.74% | 7.29% | 6.35% | 20.71% | 4.17% | 4.30% | 7.56% | 5.11% | 2.83% | 7.89% |
Frequently Asked Questions
With a correlation of 0.90, GSIOX and JATTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GSIOX has higher volatility (5.51%) compared to JATTX (3.50%). In terms of maximum drawdown, GSIOX dropped -53.27% vs JATTX's -57.77%.
GSIOX currently has the higher Sharpe Ratio (1.62 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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