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JATTX vs. FSMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JATTX and FSMD 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.


Performance

JATTX vs. FSMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Triton Fund Class T (JATTX) and Fidelity Small-Mid Multifactor ETF (FSMD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
-16.54%
71.07%
JATTX
FSMD

Key characteristics

Sharpe Ratio

JATTX:

-0.12

FSMD:

0.29

Sortino Ratio

JATTX:

-0.02

FSMD:

0.58

Omega Ratio

JATTX:

1.00

FSMD:

1.08

Calmar Ratio

JATTX:

-0.05

FSMD:

0.28

Martin Ratio

JATTX:

-0.25

FSMD:

0.87

Ulcer Index

JATTX:

10.42%

FSMD:

7.03%

Daily Std Dev

JATTX:

21.74%

FSMD:

20.91%

Max Drawdown

JATTX:

-62.76%

FSMD:

-40.67%

Current Drawdown

JATTX:

-41.58%

FSMD:

-12.46%

Returns By Period

In the year-to-date period, JATTX achieves a -5.36% return, which is significantly lower than FSMD's -4.94% return.


JATTX

YTD

-5.36%

1M

11.95%

6M

-14.13%

1Y

-5.14%

5Y*

-1.18%

10Y*

-0.04%

FSMD

YTD

-4.94%

1M

9.46%

6M

-5.80%

1Y

4.12%

5Y*

14.96%

10Y*

N/A

*Annualized

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JATTX vs. FSMD - Expense Ratio Comparison

JATTX has a 0.91% expense ratio, which is higher than FSMD's 0.29% expense ratio.


Risk-Adjusted Performance

JATTX vs. FSMD — Risk-Adjusted Performance Rank

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

JATTX
The Risk-Adjusted Performance Rank of JATTX is 1212
Overall Rank
The Sharpe Ratio Rank of JATTX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of JATTX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of JATTX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of JATTX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of JATTX is 1212
Martin Ratio Rank

FSMD
The Risk-Adjusted Performance Rank of FSMD is 3636
Overall Rank
The Sharpe Ratio Rank of FSMD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FSMD is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FSMD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of FSMD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FSMD is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JATTX vs. FSMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class T (JATTX) and Fidelity Small-Mid Multifactor ETF (FSMD). 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.


The current JATTX Sharpe Ratio is -0.12, which is lower than the FSMD Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of JATTX and FSMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.15
0.29
JATTX
FSMD

Dividends

JATTX vs. FSMD - Dividend Comparison

JATTX's dividend yield for the trailing twelve months is around 8.18%, more than FSMD's 1.42% yield.


TTM20242023202220212020201920182017201620152014
JATTX
Janus Henderson Triton Fund Class T
8.18%7.74%7.29%6.35%20.71%4.17%4.30%7.56%5.11%2.83%7.89%10.12%
FSMD
Fidelity Small-Mid Multifactor ETF
1.42%1.29%1.37%1.54%1.18%1.32%1.37%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JATTX vs. FSMD - Drawdown Comparison

The maximum JATTX drawdown since its inception was -62.76%, which is greater than FSMD's maximum drawdown of -40.67%. Use the drawdown chart below to compare losses from any high point for JATTX and FSMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-41.58%
-12.46%
JATTX
FSMD

Volatility

JATTX vs. FSMD - Volatility Comparison

Janus Henderson Triton Fund Class T (JATTX) and Fidelity Small-Mid Multifactor ETF (FSMD) have volatilities of 10.99% and 11.25%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.99%
11.25%
JATTX
FSMD