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.
JATTX vs. FSMD
Compare and contrast key facts about Janus Henderson Triton Fund Class T (JATTX) and Fidelity Small-Mid Multifactor ETF (FSMD).
JATTX is managed by Janus Henderson. It was launched on Feb 25, 2005. FSMD is a passively managed fund by Fidelity that tracks the performance of the Fidelity Small-Mid Multifactor Index. It was launched on Feb 26, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JATTX or FSMD.
Performance
JATTX vs. FSMD - Performance Comparison
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Key characteristics
JATTX:
0.20
FSMD:
0.43
JATTX:
0.32
FSMD:
0.65
JATTX:
1.04
FSMD:
1.08
JATTX:
0.10
FSMD:
0.32
JATTX:
0.33
FSMD:
0.98
JATTX:
7.53%
FSMD:
7.34%
JATTX:
21.10%
FSMD:
21.36%
JATTX:
-57.77%
FSMD:
-40.67%
JATTX:
-11.11%
FSMD:
-9.09%
Returns By Period
In the year-to-date period, JATTX achieves a -3.71% return, which is significantly lower than FSMD's -1.28% return.
JATTX
-3.71%
3.84%
-10.37%
4.11%
4.23%
6.75%
7.37%
FSMD
-1.28%
5.20%
-8.54%
9.05%
8.85%
13.92%
N/A
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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
JATTX
FSMD
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.
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Dividends
JATTX vs. FSMD - Dividend Comparison
JATTX's dividend yield for the trailing twelve months is around 8.04%, more than FSMD's 1.37% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JATTX Janus Henderson Triton Fund Class T | 8.04% | 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 | 1.37% | 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 -57.77%, 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.
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Volatility
JATTX vs. FSMD - Volatility Comparison
Janus Henderson Triton Fund Class T (JATTX) and Fidelity Small-Mid Multifactor ETF (FSMD) have volatilities of 5.37% and 5.53%, 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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