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HSLYX vs. JATTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSLYX vs. JATTX - 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 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, HSLYX achieves a 16.62% return, which is significantly higher than JATTX's 14.05% return. Over the past 10 years, HSLYX has underperformed JATTX with an annualized return of 9.40%, while JATTX has yielded a comparatively higher 9.99% annualized return.


HSLYX

1D
2.88%
1M
-4.45%
6M
11.88%
YTD
16.62%
1Y
31.41%
3Y*
12.06%
5Y*
2.76%
10Y*
9.40%
ALL TIME*
8.81%

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

HSLYX vs. JATTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSLYX
Hartford Small Cap Growth Fund
16.62%6.86%11.36%18.16%-28.82%3.49%32.45%37.76%-12.65%20.14%
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 HSLYX and JATTX is 0.91, 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.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2005

0.95

The correlation between HSLYX and JATTX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

HSLYX vs. JATTX — Risk / Return Rank

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

HSLYX
HSLYX Risk / Return Rank: 4545
Overall Rank
HSLYX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HSLYX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HSLYX Omega Ratio Rank: 3636
Omega Ratio Rank
HSLYX Calmar Ratio Rank: 5656
Calmar Ratio Rank
HSLYX Martin Ratio Rank: 5353
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.

HSLYX vs. JATTX - 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 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.


HSLYXJATTXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

2.04

1.86

+0.19

Martin ratioReturn relative to average drawdown

7.43

7.53

-0.10

HSLYX vs. JATTX - Sharpe Ratio Comparison

The current HSLYX Sharpe Ratio is 1.23, which is comparable to the JATTX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of HSLYX 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

HSLYX vs. JATTX - Drawdown Comparison

The maximum HSLYX drawdown since its inception was -59.62%, roughly equal to the maximum JATTX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for HSLYX and JATTX.


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Drawdown Indicators


HSLYXJATTXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-57.77%

-1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-11.09%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-31.16%

-23.90%

-7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-31.90%

-7.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-39.71%

-0.93%

Current Drawdown

Current decline from peak

-6.48%

-3.17%

-3.31%

Average Drawdown

Average peak-to-trough decline

-12.59%

-8.71%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.74%

+0.95%

Volatility

HSLYX vs. JATTX - Volatility Comparison

Hartford Small Cap Growth Fund (HSLYX) has a higher volatility of 6.30% compared to Janus Henderson Triton Fund Class T (JATTX) at 3.50%. This indicates that HSLYX'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


HSLYXJATTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

3.50%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.55%

13.33%

+4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.32%

16.77%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

19.71%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

20.56%

+3.44%

HSLYX vs. JATTX - Expense Ratio Comparison

HSLYX has a 0.87% expense ratio, which is lower than JATTX's 0.91% expense ratio.


Dividends

HSLYX vs. JATTX - Dividend Comparison

HSLYX's dividend yield for the trailing twelve months is around 6.35%, less than JATTX's 10.11% yield.


PositionTTM20252024202320222021202020192018201720162015
HSLYX
Hartford Small Cap Growth Fund
6.35%7.41%12.15%2.89%0.00%20.41%6.23%2.68%28.57%4.51%0.58%8.29%
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 0.91, HSLYX 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.

HSLYX has higher volatility (6.30%) compared to JATTX (3.50%). In terms of maximum drawdown, HSLYX dropped -59.62% vs JATTX's -57.77%.

JATTX currently has the higher Sharpe Ratio (1.23 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 HSLYX and JATTX

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