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HSLYX vs. JANIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSLYX vs. JANIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Small Cap Growth Fund (HSLYX) and Janus Henderson Triton Fund (JANIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSLYX achieves a 19.95% return, which is significantly higher than JANIX's 11.41% return. Both investments have delivered pretty close results over the past 10 years, with HSLYX having a 10.28% annualized return and JANIX not far behind at 10.20%.


HSLYX

1D
1.13%
1M
5.59%
YTD
19.95%
6M
17.94%
1Y
38.87%
3Y*
15.68%
5Y*
4.38%
10Y*
10.28%

JANIX

1D
0.03%
1M
2.30%
YTD
11.41%
6M
11.11%
1Y
25.41%
3Y*
13.25%
5Y*
4.30%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSLYX vs. JANIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSLYX
Hartford Small Cap Growth Fund
19.95%6.86%11.36%18.16%-28.82%3.49%32.45%37.76%-12.65%20.14%
JANIX
Janus Henderson Triton Fund
11.41%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%

Correlation

The correlation between HSLYX and JANIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2005

0.95

The correlation between HSLYX and JANIX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

HSLYX vs. JANIX — Risk / Return Rank

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

HSLYX
HSLYX Risk / Return Rank: 5050
Overall Rank
HSLYX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HSLYX Sortino Ratio Rank: 4242
Sortino Ratio Rank
HSLYX Omega Ratio Rank: 3838
Omega Ratio Rank
HSLYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HSLYX Martin Ratio Rank: 6060
Martin Ratio Rank

JANIX
JANIX Risk / Return Rank: 3737
Overall Rank
JANIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JANIX Omega Ratio Rank: 2929
Omega Ratio Rank
JANIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
JANIX Martin Ratio Rank: 4848
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.

HSLYX vs. JANIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Growth Fund (HSLYX) and Janus Henderson Triton Fund (JANIX). 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.


HSLYXJANIXDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

3.08

2.43

+0.65

Martin ratioReturn relative to average drawdown

12.00

10.00

+2.00

HSLYX vs. JANIX - Sharpe Ratio Comparison

The current HSLYX Sharpe Ratio is 1.98, which is comparable to the JANIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of HSLYX and JANIX, 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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Sharpe Ratios by Period


HSLYXJANIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.67

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.22

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.50

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.49

-0.11

Drawdowns

HSLYX vs. JANIX - Drawdown Comparison

The maximum HSLYX drawdown since its inception was -59.62%, smaller than the maximum JANIX drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for HSLYX and JANIX.


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Drawdown Indicators


HSLYXJANIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-62.76%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-11.05%

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-31.16%

-23.89%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-31.80%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-39.70%

-0.94%

Current Drawdown

Current decline from peak

0.00%

-1.01%

+1.01%

Average Drawdown

Average peak-to-trough decline

-12.65%

-10.03%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.68%

+0.74%

Volatility

HSLYX vs. JANIX - Volatility Comparison

Hartford Small Cap Growth Fund (HSLYX) has a higher volatility of 6.23% compared to Janus Henderson Triton Fund (JANIX) at 5.24%. This indicates that HSLYX's price experiences larger fluctuations and is considered to be riskier than JANIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSLYXJANIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

5.24%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.85%

12.42%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

16.07%

+4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.77%

19.61%

+4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

20.59%

+3.35%

HSLYX vs. JANIX - Expense Ratio Comparison

HSLYX has a 0.87% expense ratio, which is higher than JANIX's 0.78% expense ratio.


Dividends

HSLYX vs. JANIX - Dividend Comparison

HSLYX's dividend yield for the trailing twelve months is around 6.17%, less than JANIX's 10.08% yield.


PositionTTM20252024202320222021202020192018201720162015
HSLYX
Hartford Small Cap Growth Fund
6.17%7.41%12.15%2.89%0.00%20.41%6.23%2.68%28.57%4.51%0.58%8.29%
JANIX
Janus Henderson Triton Fund
10.08%11.23%7.57%7.15%6.24%20.40%4.12%4.26%7.50%5.08%2.74%7.76%

Frequently Asked Questions


With a correlation of 0.92, HSLYX and JANIX 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.

HSLYX has higher volatility (6.23%) compared to JANIX (5.24%). In terms of maximum drawdown, HSLYX dropped -59.62% vs JANIX's -62.76%.

HSLYX currently has the higher Sharpe Ratio (1.98 vs 1.67), 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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