JANIX vs. FXAIX
Compare and contrast key facts about Janus Henderson Triton Fund (JANIX) and Fidelity 500 Index Fund (FXAIX).
JANIX is managed by Janus Henderson. It was launched on Feb 25, 2005. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANIX or FXAIX.
Key characteristics
| JANIX | FXAIX | |
|---|---|---|
| YTD Return | 17.19% | 27.16% |
| 1Y Return | 28.87% | 39.89% |
| 3Y Return (Ann) | -10.75% | 10.29% |
| 5Y Return (Ann) | -0.67% | 16.01% |
| 10Y Return (Ann) | 1.97% | 13.33% |
| Sharpe Ratio | 1.59 | 3.13 |
| Sortino Ratio | 2.14 | 4.16 |
| Omega Ratio | 1.29 | 1.59 |
| Calmar Ratio | 0.60 | 4.59 |
| Martin Ratio | 10.00 | 20.80 |
| Ulcer Index | 2.72% | 1.86% |
| Daily Std Dev | 17.12% | 12.39% |
| Max Drawdown | -46.00% | -33.79% |
| Current Drawdown | -29.05% | 0.00% |
Correlation
The correlation between JANIX and FXAIX 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. FXAIX - Performance Comparison
In the year-to-date period, JANIX achieves a 17.19% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, JANIX has underperformed FXAIX with an annualized return of 1.97%, while FXAIX has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JANIX vs. FXAIX - Expense Ratio Comparison
JANIX has a 0.78% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
JANIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund (JANIX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
JANIX vs. FXAIX - Dividend Comparison
JANIX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.21%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANIX Janus Henderson Triton Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% | 0.16% | 0.10% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
JANIX vs. FXAIX - Drawdown Comparison
The maximum JANIX drawdown since its inception was -46.00%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for JANIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
JANIX vs. FXAIX - Volatility Comparison
Janus Henderson Triton Fund (JANIX) has a higher volatility of 4.21% compared to Fidelity 500 Index Fund (FXAIX) at 3.91%. This indicates that JANIX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.