JANIX vs. VEA
Compare and contrast key facts about Janus Henderson Triton Fund (JANIX) and Vanguard FTSE Developed Markets ETF (VEA).
JANIX is managed by Janus Henderson. It was launched on Feb 25, 2005. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JANIX or VEA.
Key characteristics
| JANIX | VEA | |
|---|---|---|
| YTD Return | 16.23% | 4.41% |
| 1Y Return | 21.52% | 12.40% |
| 3Y Return (Ann) | -10.88% | 0.86% |
| 5Y Return (Ann) | -1.01% | 5.70% |
| 10Y Return (Ann) | 1.91% | 5.31% |
| Sharpe Ratio | 1.53 | 1.18 |
| Sortino Ratio | 2.07 | 1.70 |
| Omega Ratio | 1.28 | 1.21 |
| Calmar Ratio | 0.60 | 1.56 |
| Martin Ratio | 9.60 | 6.25 |
| Ulcer Index | 2.72% | 2.47% |
| Daily Std Dev | 17.07% | 13.11% |
| Max Drawdown | -46.00% | -60.70% |
| Current Drawdown | -29.64% | -7.84% |
Correlation
The correlation between JANIX and VEA is 0.74, 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. VEA - Performance Comparison
In the year-to-date period, JANIX achieves a 16.23% return, which is significantly higher than VEA's 4.41% return. Over the past 10 years, JANIX has underperformed VEA with an annualized return of 1.91%, while VEA has yielded a comparatively higher 5.31% 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. VEA - Expense Ratio Comparison
JANIX has a 0.78% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
JANIX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund (JANIX) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
JANIX has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 3.06%.
| 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% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
JANIX vs. VEA - Drawdown Comparison
The maximum JANIX drawdown since its inception was -46.00%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for JANIX and VEA. For additional features, visit the drawdowns tool.
Volatility
JANIX vs. VEA - Volatility Comparison
Janus Henderson Triton Fund (JANIX) has a higher volatility of 4.18% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.77%. This indicates that JANIX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.