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

Correlation

The correlation between JATTX and FSPSX is 0.76, 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. FSPSX - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
57.31%
167.26%
JATTX
FSPSX

Key characteristics

Sharpe Ratio

JATTX:

-0.12

FSPSX:

0.93

Sortino Ratio

JATTX:

-0.02

FSPSX:

1.36

Omega Ratio

JATTX:

1.00

FSPSX:

1.19

Calmar Ratio

JATTX:

-0.05

FSPSX:

1.15

Martin Ratio

JATTX:

-0.25

FSPSX:

3.32

Ulcer Index

JATTX:

10.42%

FSPSX:

4.69%

Daily Std Dev

JATTX:

21.74%

FSPSX:

16.75%

Max Drawdown

JATTX:

-62.76%

FSPSX:

-33.69%

Current Drawdown

JATTX:

-41.58%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, JATTX achieves a -5.36% return, which is significantly lower than FSPSX's 14.05% return. Over the past 10 years, JATTX has underperformed FSPSX with an annualized return of -0.04%, while FSPSX has yielded a comparatively higher 5.66% annualized return.


JATTX

YTD

-5.36%

1M

11.95%

6M

-14.13%

1Y

-5.14%

5Y*

-1.18%

10Y*

-0.04%

FSPSX

YTD

14.05%

1M

14.70%

6M

9.04%

1Y

12.16%

5Y*

12.42%

10Y*

5.66%

*Annualized

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JATTX vs. FSPSX - Expense Ratio Comparison

JATTX has a 0.91% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Risk-Adjusted Performance

JATTX vs. FSPSX — 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

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 7373
Overall Rank
The Sharpe Ratio Rank of FSPSX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 7070
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. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class T (JATTX) and Fidelity International Index Fund (FSPSX). 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 FSPSX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of JATTX and FSPSX, 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-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.12
0.93
JATTX
FSPSX

Dividends

JATTX vs. FSPSX - Dividend Comparison

JATTX's dividend yield for the trailing twelve months is around 8.18%, more than FSPSX's 2.54% 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%
FSPSX
Fidelity International Index Fund
2.54%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

JATTX vs. FSPSX - Drawdown Comparison

The maximum JATTX drawdown since its inception was -62.76%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for JATTX and FSPSX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-41.58%
0
JATTX
FSPSX

Volatility

JATTX vs. FSPSX - Volatility Comparison

Janus Henderson Triton Fund Class T (JATTX) has a higher volatility of 12.52% compared to Fidelity International Index Fund (FSPSX) at 10.70%. This indicates that JATTX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.52%
10.70%
JATTX
FSPSX