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JANIX vs. FDGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JANIX and FDGRX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

JANIX vs. FDGRX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
105.65%
570.59%
JANIX
FDGRX

Key characteristics

Sharpe Ratio

JANIX:

-0.26

FDGRX:

-0.03

Sortino Ratio

JANIX:

-0.21

FDGRX:

0.14

Omega Ratio

JANIX:

0.97

FDGRX:

1.02

Calmar Ratio

JANIX:

-0.11

FDGRX:

-0.03

Martin Ratio

JANIX:

-0.52

FDGRX:

-0.09

Ulcer Index

JANIX:

10.58%

FDGRX:

11.39%

Daily Std Dev

JANIX:

21.73%

FDGRX:

27.77%

Max Drawdown

JANIX:

-48.82%

FDGRX:

-71.50%

Current Drawdown

JANIX:

-41.12%

FDGRX:

-20.17%

Returns By Period

In the year-to-date period, JANIX achieves a -5.61% return, which is significantly higher than FDGRX's -9.82% return. Over the past 10 years, JANIX has underperformed FDGRX with an annualized return of 0.14%, while FDGRX has yielded a comparatively higher 10.48% annualized return.


JANIX

YTD

-5.61%

1M

5.65%

6M

-17.01%

1Y

-5.54%

5Y*

-1.50%

10Y*

0.14%

FDGRX

YTD

-9.82%

1M

4.48%

6M

-16.77%

1Y

-0.95%

5Y*

9.31%

10Y*

10.48%

*Annualized

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JANIX vs. FDGRX - Expense Ratio Comparison

JANIX has a 0.78% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


Risk-Adjusted Performance

JANIX vs. FDGRX — Risk-Adjusted Performance Rank

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

JANIX
The Risk-Adjusted Performance Rank of JANIX is 1010
Overall Rank
The Sharpe Ratio Rank of JANIX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of JANIX is 99
Sortino Ratio Rank
The Omega Ratio Rank of JANIX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of JANIX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of JANIX is 1010
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 2020
Overall Rank
The Sharpe Ratio Rank of FDGRX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JANIX vs. FDGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund (JANIX) and Fidelity Growth Company Fund (FDGRX). 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.


The current JANIX Sharpe Ratio is -0.26, which is lower than the FDGRX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of JANIX and FDGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.26
-0.03
JANIX
FDGRX

Dividends

JANIX vs. FDGRX - Dividend Comparison

Neither JANIX nor FDGRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JANIX
Janus Henderson Triton Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.14%0.16%0.10%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%

Drawdowns

JANIX vs. FDGRX - Drawdown Comparison

The maximum JANIX drawdown since its inception was -48.82%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for JANIX and FDGRX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-41.12%
-20.17%
JANIX
FDGRX

Volatility

JANIX vs. FDGRX - Volatility Comparison

The current volatility for Janus Henderson Triton Fund (JANIX) is 6.91%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 8.47%. This indicates that JANIX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
6.91%
8.47%
JANIX
FDGRX