PortfoliosLab logoPortfoliosLab logo
JATTX vs. MASKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JATTX vs. MASKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Triton Fund Class T (JATTX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JATTX vs. MASKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JATTX
Janus Henderson Triton Fund Class T
-1.40%9.54%10.30%14.52%-23.75%6.63%28.41%28.30%-5.25%26.90%
MASKX
iShares Russell 2000 Small-Cap Index Fund
0.86%12.76%11.35%16.99%-20.39%14.54%19.99%25.54%-11.03%14.61%

Returns By Period

In the year-to-date period, JATTX achieves a -1.40% return, which is significantly lower than MASKX's 0.86% return. Over the past 10 years, JATTX has underperformed MASKX with an annualized return of 9.25%, while MASKX has yielded a comparatively higher 9.81% annualized return.


JATTX

1D
3.90%
1M
-6.19%
YTD
-1.40%
6M
3.56%
1Y
16.18%
3Y*
8.63%
5Y*
1.65%
10Y*
9.25%

MASKX

1D
3.46%
1M
-5.87%
YTD
0.86%
6M
2.80%
1Y
25.63%
3Y*
12.97%
5Y*
3.39%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JATTX vs. MASKX - Expense Ratio Comparison

JATTX has a 0.91% expense ratio, which is higher than MASKX's 0.12% expense ratio.


Return for Risk

JATTX vs. MASKX — Risk / Return Rank

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

JATTX
JATTX Risk / Return Rank: 3636
Overall Rank
JATTX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JATTX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JATTX Omega Ratio Rank: 2929
Omega Ratio Rank
JATTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JATTX Martin Ratio Rank: 4343
Martin Ratio Rank

MASKX
MASKX Risk / Return Rank: 6262
Overall Rank
MASKX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MASKX Omega Ratio Rank: 4949
Omega Ratio Rank
MASKX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MASKX Martin Ratio Rank: 6969
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.

JATTX vs. MASKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class T (JATTX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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.


JATTXMASKXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.11

-0.32

Sortino ratio

Return per unit of downside risk

1.25

1.65

-0.40

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.14

1.80

-0.66

Martin ratio

Return relative to average drawdown

4.70

6.74

-2.03

JATTX vs. MASKX - Sharpe Ratio Comparison

The current JATTX Sharpe Ratio is 0.79, which is comparable to the MASKX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JATTX and MASKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JATTXMASKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.11

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.15

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.42

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.34

+0.16

Correlation

The correlation between JATTX and MASKX 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

JATTX vs. MASKX - Dividend Comparison

JATTX's dividend yield for the trailing twelve months is around 11.70%, more than MASKX's 3.11% yield.


TTM20252024202320222021202020192018201720162015
JATTX
Janus Henderson Triton Fund Class T
11.70%11.54%7.74%7.29%6.35%20.71%4.17%4.30%7.56%5.11%2.83%7.89%
MASKX
iShares Russell 2000 Small-Cap Index Fund
3.11%3.13%4.81%2.92%1.70%7.64%1.42%3.43%4.26%3.15%4.60%3.63%

Drawdowns

JATTX vs. MASKX - Drawdown Comparison

The maximum JATTX drawdown since its inception was -57.77%, roughly equal to the maximum MASKX drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for JATTX and MASKX.


Loading graphics...

Drawdown Indicators


JATTXMASKXDifference

Max Drawdown

Largest peak-to-trough decline

-57.77%

-59.06%

+1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-13.89%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.90%

-31.98%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-39.71%

-41.68%

+1.97%

Current Drawdown

Current decline from peak

-7.62%

-7.93%

+0.31%

Average Drawdown

Average peak-to-trough decline

-8.82%

-11.69%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.71%

-0.52%

Volatility

JATTX vs. MASKX - Volatility Comparison

Janus Henderson Triton Fund Class T (JATTX) and iShares Russell 2000 Small-Cap Index Fund (MASKX) have volatilities of 7.34% and 7.55%, 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.


Loading graphics...

Volatility by Period


JATTXMASKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

7.55%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

14.50%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

23.30%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

23.19%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

23.66%

-3.13%