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JANIX vs. IVOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JANIX vs. IVOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Triton Fund (JANIX) and Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JANIX achieves a 14.10% return, which is significantly higher than IVOIX's 12.04% return. Both investments have delivered pretty close results over the past 10 years, with JANIX having a 10.09% annualized return and IVOIX not far behind at 10.04%.


JANIX

1D
0.77%
1M
-2.46%
6M
10.70%
YTD
14.10%
1Y
23.46%
3Y*
11.85%
5Y*
4.18%
10Y*
10.09%
ALL TIME*
10.57%

IVOIX

1D
-1.05%
1M
1.40%
6M
7.79%
YTD
12.04%
1Y
13.91%
3Y*
11.68%
5Y*
7.46%
10Y*
10.04%
ALL TIME*
9.83%
*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

JANIX vs. IVOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JANIX
Janus Henderson Triton Fund
14.10%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
12.04%8.91%9.08%17.95%-14.67%25.76%8.17%26.84%-4.27%12.28%

Correlation

The correlation between JANIX and IVOIX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

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

0.79

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

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.84

The correlation between JANIX and IVOIX shifts across timeframes, from 0.70 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JANIX vs. IVOIX — Risk / Return Rank

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

JANIX
JANIX Risk / Return Rank: 4949
Overall Rank
JANIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
JANIX Omega Ratio Rank: 4040
Omega Ratio Rank
JANIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JANIX Martin Ratio Rank: 6060
Martin Ratio Rank

IVOIX
IVOIX Risk / Return Rank: 2828
Overall Rank
IVOIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IVOIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
IVOIX Omega Ratio Rank: 2727
Omega Ratio Rank
IVOIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
IVOIX Martin Ratio Rank: 2626
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.

JANIX vs. IVOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund (JANIX) and Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX). 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.


JANIXIVOIXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

1.87

1.32

+0.56

Martin ratioReturn relative to average drawdown

7.60

3.77

+3.83

JANIX vs. IVOIX - Sharpe Ratio Comparison

The current JANIX Sharpe Ratio is 1.23, which is comparable to the IVOIX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JANIX and IVOIX, 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

JANIX vs. IVOIX - Drawdown Comparison

The maximum JANIX drawdown since its inception was -62.76%, which is greater than IVOIX's maximum drawdown of -41.17%. Use the drawdown chart below to compare losses from any high point for JANIX and IVOIX.


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Drawdown Indicators


JANIXIVOIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.76%

-41.17%

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-9.50%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-23.89%

-19.75%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

-21.87%

-9.93%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

-41.17%

+1.47%

Current Drawdown

Current decline from peak

-3.18%

-1.72%

-1.46%

Average Drawdown

Average peak-to-trough decline

-9.97%

-4.92%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.32%

-0.58%

Volatility

JANIX vs. IVOIX - Volatility Comparison

The current volatility for Janus Henderson Triton Fund (JANIX) is 3.55%, while Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) has a volatility of 3.99%. This indicates that JANIX experiences smaller price fluctuations and is considered to be less risky than IVOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JANIXIVOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

3.99%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

9.73%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

13.13%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

17.37%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.56%

18.96%

+1.60%

JANIX vs. IVOIX - Expense Ratio Comparison

JANIX has a 0.78% expense ratio, which is lower than IVOIX's 0.83% expense ratio.


Dividends

JANIX vs. IVOIX - Dividend Comparison

JANIX's dividend yield for the trailing twelve months is around 9.85%, less than IVOIX's 14.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
14.00%15.79%11.69%5.43%4.44%3.50%1.75%2.05%4.31%1.42%1.10%2.10%
JANIX
Janus Henderson Triton Fund
9.85%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


JANIX and IVOIX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVOIX has higher volatility (3.99%) compared to JANIX (3.55%). In terms of maximum drawdown, JANIX dropped -62.76% vs IVOIX's -41.17%.

JANIX currently has the higher Sharpe Ratio (1.23 vs 0.96), 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

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