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ISGLX vs. JANIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISGLX vs. JANIX - Performance Comparison

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

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Returns By Period


ISGLX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JANIX

1D
0.03%
1M
1.07%
YTD
11.45%
6M
10.25%
1Y
25.16%
3Y*
13.27%
5Y*
4.18%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISGLX vs. JANIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
ISGLX
Columbia Integrated Small Cap Growth Fund
0.00%0.00%20.26%17.89%-19.47%
JANIX
Janus Henderson Triton Fund
11.45%9.66%10.40%14.68%-17.35%

Correlation

The correlation between ISGLX and JANIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.77

The correlation between ISGLX and JANIX shifts across timeframes, from 0.61 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISGLX vs. JANIX — Risk / Return Rank

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

ISGLX

JANIX
JANIX Risk / Return Rank: 3535
Overall Rank
JANIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
JANIX Omega Ratio Rank: 2727
Omega Ratio Rank
JANIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
JANIX Martin Ratio Rank: 4646
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.

ISGLX vs. JANIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Integrated Small Cap Growth Fund (ISGLX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ISGLX vs. JANIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ISGLXJANIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

Drawdowns

ISGLX vs. JANIX - Drawdown Comparison


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Drawdown Indicators


ISGLXJANIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.89%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

Current Drawdown

Current decline from peak

-0.98%

Average Drawdown

Average peak-to-trough decline

-10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

Volatility

ISGLX vs. JANIX - Volatility Comparison


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Volatility by Period


ISGLXJANIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

ISGLX vs. JANIX - Expense Ratio Comparison

ISGLX has a 0.98% expense ratio, which is higher than JANIX's 0.78% expense ratio.


Dividends

ISGLX vs. JANIX - Dividend Comparison

ISGLX has not paid dividends to shareholders, while JANIX's dividend yield for the trailing twelve months is around 10.08%.


PositionTTM20252024202320222021202020192018201720162015
ISGLX
Columbia Integrated Small Cap Growth Fund
0.00%0.00%0.00%0.00%5.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


ISGLX and JANIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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