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JANIX vs. NCLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JANIX vs. NCLEX - Performance Comparison

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

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JANIX vs. NCLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JANIX
Janus Henderson Triton Fund
-1.36%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%
NCLEX
Nicholas Limited Edition Fund
-13.00%-10.41%11.91%17.17%-23.71%19.07%22.67%27.36%-0.94%19.93%

Returns By Period

In the year-to-date period, JANIX achieves a -1.36% return, which is significantly higher than NCLEX's -13.00% return. Over the past 10 years, JANIX has outperformed NCLEX with an annualized return of 9.36%, while NCLEX has yielded a comparatively lower 6.82% annualized return.


JANIX

1D
3.91%
1M
-6.17%
YTD
-1.36%
6M
3.63%
1Y
16.34%
3Y*
8.76%
5Y*
1.77%
10Y*
9.36%

NCLEX

1D
1.71%
1M
-8.10%
YTD
-13.00%
6M
-15.05%
1Y
-16.29%
3Y*
-1.57%
5Y*
-2.35%
10Y*
6.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JANIX vs. NCLEX - Expense Ratio Comparison

JANIX has a 0.78% expense ratio, which is lower than NCLEX's 0.85% expense ratio.


Return for Risk

JANIX vs. NCLEX — Risk / Return Rank

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

JANIX
JANIX Risk / Return Rank: 3838
Overall Rank
JANIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JANIX Omega Ratio Rank: 3030
Omega Ratio Rank
JANIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
JANIX Martin Ratio Rank: 4545
Martin Ratio Rank

NCLEX
NCLEX Risk / Return Rank: 00
Overall Rank
NCLEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NCLEX Sortino Ratio Rank: 00
Sortino Ratio Rank
NCLEX Omega Ratio Rank: 11
Omega Ratio Rank
NCLEX Calmar Ratio Rank: 00
Calmar Ratio Rank
NCLEX Martin Ratio Rank: 00
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. NCLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund (JANIX) and Nicholas Limited Edition Fund (NCLEX). 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.


JANIXNCLEXDifference

Sharpe ratio

Return per unit of total volatility

0.79

-0.79

+1.58

Sortino ratio

Return per unit of downside risk

1.26

-1.07

+2.33

Omega ratio

Gain probability vs. loss probability

1.17

0.88

+0.29

Calmar ratio

Return relative to maximum drawdown

1.15

-0.73

+1.88

Martin ratio

Return relative to average drawdown

4.76

-1.99

+6.75

JANIX vs. NCLEX - Sharpe Ratio Comparison

The current JANIX Sharpe Ratio is 0.79, which is higher than the NCLEX Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of JANIX and NCLEX, 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


JANIXNCLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

-0.79

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.12

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.36

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.50

-0.04

Correlation

The correlation between JANIX and NCLEX is 0.94, 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. NCLEX - Dividend Comparison

JANIX's dividend yield for the trailing twelve months is around 11.39%, more than NCLEX's 8.66% yield.


TTM20252024202320222021202020192018201720162015
JANIX
Janus Henderson Triton Fund
11.39%11.23%7.57%7.15%6.24%20.40%4.12%4.26%7.50%5.08%2.74%7.76%
NCLEX
Nicholas Limited Edition Fund
8.66%7.53%2.51%2.43%6.22%16.44%5.10%5.66%10.72%7.97%10.68%8.05%

Drawdowns

JANIX vs. NCLEX - Drawdown Comparison

The maximum JANIX drawdown since its inception was -62.76%, which is greater than NCLEX's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for JANIX and NCLEX.


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Drawdown Indicators


JANIXNCLEXDifference

Max Drawdown

Largest peak-to-trough decline

-62.76%

-48.68%

-14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-21.36%

+8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

-28.50%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

-35.79%

-3.91%

Current Drawdown

Current decline from peak

-7.57%

-27.21%

+19.64%

Average Drawdown

Average peak-to-trough decline

-10.10%

-8.21%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

7.84%

-4.66%

Volatility

JANIX vs. NCLEX - Volatility Comparison

Janus Henderson Triton Fund (JANIX) has a higher volatility of 7.37% compared to Nicholas Limited Edition Fund (NCLEX) at 5.11%. This indicates that JANIX's price experiences larger fluctuations and is considered to be riskier than NCLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JANIXNCLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

5.11%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

12.33%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

19.73%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

19.47%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

19.16%

+1.37%