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HSCYX vs. JATTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSCYX vs. JATTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Small Company Fund (HSCYX) and Janus Henderson Triton Fund Class T (JATTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSCYX achieves a 12.55% return, which is significantly lower than JATTX's 14.05% return. Over the past 10 years, HSCYX has outperformed JATTX with an annualized return of 12.18%, while JATTX has yielded a comparatively lower 9.99% annualized return.


HSCYX

1D
2.16%
1M
-2.87%
6M
11.30%
YTD
12.55%
1Y
29.03%
3Y*
13.67%
5Y*
2.26%
10Y*
12.18%
ALL TIME*
9.54%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HSCYX vs. JATTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSCYX
The Hartford Small Company Fund
12.55%12.82%11.70%16.35%-31.17%1.24%54.62%44.00%-4.49%25.76%
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 HSCYX 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 Feb 25, 2005

0.95

The correlation between HSCYX 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

HSCYX vs. JATTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HSCYX
HSCYX Risk / Return Rank: 4848
Overall Rank
HSCYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HSCYX Sortino Ratio Rank: 5151
Sortino Ratio Rank
HSCYX Omega Ratio Rank: 4141
Omega Ratio Rank
HSCYX Calmar Ratio Rank: 4848
Calmar Ratio Rank
HSCYX Martin Ratio Rank: 5151
Martin Ratio Rank

JATTX
JATTX Risk / Return Rank: 4848
Overall Rank
JATTX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JATTX Sortino Ratio Rank: 4747
Sortino Ratio Rank
JATTX Omega Ratio Rank: 3939
Omega Ratio Rank
JATTX Calmar Ratio Rank: 5151
Calmar Ratio Rank
JATTX Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HSCYX vs. JATTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Small Company Fund (HSCYX) 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.


HSCYXJATTXDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.91

1.86

+0.05

Martin ratioReturn relative to average drawdown

7.30

7.53

-0.24

HSCYX vs. JATTX - Sharpe Ratio Comparison

The current HSCYX Sharpe Ratio is 1.37, which is comparable to the JATTX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of HSCYX and JATTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HSCYX vs. JATTX - Drawdown Comparison

The maximum HSCYX drawdown since its inception was -61.55%, which is greater than JATTX's maximum drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for HSCYX and JATTX.


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Drawdown Indicators


HSCYXJATTXDifference

Max Drawdown

Largest peak-to-trough decline

-61.55%

-57.77%

-3.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-11.09%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-26.93%

-23.90%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-41.19%

-31.90%

-9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.85%

-39.71%

-3.14%

Current Drawdown

Current decline from peak

-4.88%

-3.17%

-1.71%

Average Drawdown

Average peak-to-trough decline

-17.51%

-8.71%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.74%

+0.89%

Volatility

HSCYX vs. JATTX - Volatility Comparison

The Hartford Small Company Fund (HSCYX) has a higher volatility of 5.38% compared to Janus Henderson Triton Fund Class T (JATTX) at 3.50%. This indicates that HSCYX'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


HSCYXJATTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

3.50%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

15.16%

13.33%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

16.77%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

19.71%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.38%

20.56%

+2.82%

HSCYX vs. JATTX - Expense Ratio Comparison

Both HSCYX and JATTX have an expense ratio of 0.91%.


Dividends

HSCYX vs. JATTX - Dividend Comparison

HSCYX has not paid dividends to shareholders, while JATTX's dividend yield for the trailing twelve months is around 10.11%.


PositionTTM20252024202320222021202020192018201720162015
HSCYX
The Hartford Small Company Fund
0.00%0.00%0.00%0.00%0.00%20.12%7.19%9.52%19.43%0.00%0.00%12.96%
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, HSCYX 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.

HSCYX has higher volatility (5.38%) compared to JATTX (3.50%). In terms of maximum drawdown, HSCYX dropped -61.55% vs JATTX's -57.77%.

HSCYX currently has the higher Sharpe Ratio (1.37 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.

Portfolio Optimizer

Find the right allocation for HSCYX and JATTX

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