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JANIX vs. JARTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JANIX vs. JARTX - Performance Comparison

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

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JANIX vs. JARTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JANIX
Janus Henderson Triton Fund
-5.08%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%
JARTX
Janus Henderson Forty Fund
-16.07%17.88%27.76%39.50%-33.81%22.30%38.69%36.30%1.10%29.05%

Returns By Period

In the year-to-date period, JANIX achieves a -5.08% return, which is significantly higher than JARTX's -16.07% return. Over the past 10 years, JANIX has underperformed JARTX with an annualized return of 8.94%, while JARTX has yielded a comparatively higher 13.90% annualized return.


JANIX

1D
-1.03%
1M
-9.04%
YTD
-5.08%
6M
-0.60%
1Y
11.78%
3Y*
7.38%
5Y*
1.33%
10Y*
8.94%

JARTX

1D
-0.49%
1M
-8.91%
YTD
-16.07%
6M
-15.92%
1Y
8.52%
3Y*
15.66%
5Y*
7.00%
10Y*
13.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JANIX vs. JARTX - Expense Ratio Comparison

JANIX has a 0.78% expense ratio, which is lower than JARTX's 1.20% expense ratio.


Return for Risk

JANIX vs. JARTX — Risk / Return Rank

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

JANIX
JANIX Risk / Return Rank: 2323
Overall Rank
JANIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
JANIX Omega Ratio Rank: 2020
Omega Ratio Rank
JANIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JANIX Martin Ratio Rank: 2626
Martin Ratio Rank

JARTX
JARTX Risk / Return Rank: 1313
Overall Rank
JARTX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JARTX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JARTX Omega Ratio Rank: 1414
Omega Ratio Rank
JARTX Calmar Ratio Rank: 1111
Calmar Ratio Rank
JARTX Martin Ratio Rank: 1111
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.

JANIX vs. JARTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund (JANIX) and Janus Henderson Forty Fund (JARTX). 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.


JANIXJARTXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.35

+0.19

Sortino ratio

Return per unit of downside risk

0.91

0.66

+0.25

Omega ratio

Gain probability vs. loss probability

1.12

1.09

+0.03

Calmar ratio

Return relative to maximum drawdown

0.67

0.25

+0.42

Martin ratio

Return relative to average drawdown

2.82

0.87

+1.94

JANIX vs. JARTX - Sharpe Ratio Comparison

The current JANIX Sharpe Ratio is 0.54, which is higher than the JARTX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of JANIX and JARTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JANIXJARTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.35

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.32

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.65

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.55

-0.09

Correlation

The correlation between JANIX and JARTX is 0.83, 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.


Dividends

JANIX vs. JARTX - Dividend Comparison

JANIX's dividend yield for the trailing twelve months is around 11.83%, less than JARTX's 16.27% yield.


TTM20252024202320222021202020192018201720162015
JANIX
Janus Henderson Triton Fund
11.83%11.23%7.57%7.15%6.24%20.40%4.12%4.26%7.50%5.08%2.74%7.76%
JARTX
Janus Henderson Forty Fund
16.27%13.65%11.51%9.10%0.06%10.26%8.38%7.05%8.95%14.50%6.57%15.93%

Drawdowns

JANIX vs. JARTX - Drawdown Comparison

The maximum JANIX drawdown since its inception was -62.76%, which is greater than JARTX's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for JANIX and JARTX.


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Drawdown Indicators


JANIXJARTXDifference

Max Drawdown

Largest peak-to-trough decline

-62.76%

-56.70%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-19.19%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

-41.09%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

-41.09%

+1.39%

Current Drawdown

Current decline from peak

-11.05%

-19.19%

+8.14%

Average Drawdown

Average peak-to-trough decline

-10.10%

-16.91%

+6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

5.53%

-2.39%

Volatility

JANIX vs. JARTX - Volatility Comparison

Janus Henderson Triton Fund (JANIX) and Janus Henderson Forty Fund (JARTX) have volatilities of 6.07% and 6.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JANIXJARTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

6.14%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

13.00%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

20.13%

22.54%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

21.90%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

21.33%

-0.83%