JATTX vs. MASKX
JATTX (Janus Henderson Triton Fund Class T) and MASKX (iShares Russell 2000 Small-Cap Index Fund) are both mutual funds - JATTX is a Small Cap Growth Equities fund managed by Janus Henderson, while MASKX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, JATTX returned 10.88%/yr vs 11.74%/yr for MASKX. Their correlation of 0.93 suggests significant overlap in exposure. JATTX charges 0.91%/yr vs 0.12%/yr for MASKX.
Performance
JATTX vs. MASKX - Performance Comparison
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Returns By Period
In the year-to-date period, JATTX achieves a 15.03% return, which is significantly lower than MASKX's 21.66% return. Over the past 10 years, JATTX has underperformed MASKX with an annualized return of 10.88%, while MASKX has yielded a comparatively higher 11.74% annualized return.
JATTX
- 1D
- 1.16%
- 1M
- 3.76%
- YTD
- 15.03%
- 6M
- 12.83%
- 1Y
- 26.58%
- 3Y*
- 14.29%
- 5Y*
- 4.26%
- 10Y*
- 10.88%
MASKX
- 1D
- 0.84%
- 1M
- 4.84%
- YTD
- 21.66%
- 6M
- 18.89%
- 1Y
- 42.50%
- 3Y*
- 19.69%
- 5Y*
- 6.84%
- 10Y*
- 11.74%
JATTX vs. MASKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JATTX Janus Henderson Triton Fund Class T | 15.03% | 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 | 21.66% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
Correlation
The correlation between JATTX and MASKX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2005 | 0.93 |
The correlation between JATTX and MASKX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
JATTX vs. MASKX — Risk / Return Rank
JATTX
MASKX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JATTX | MASKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 4.02 | -1.48 |
| Martin ratioReturn relative to average drawdown | 10.41 | 14.25 | -3.84 |
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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.
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Drawdown Indicators
| JATTX | MASKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.77% | -59.06% | +1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -11.01% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.90% | -27.53% | +3.63% |
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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -11.61% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.10% | -0.39% |
Volatility
JATTX vs. MASKX - Volatility Comparison
The current volatility for Janus Henderson Triton Fund Class T (JATTX) is 5.70%, while iShares Russell 2000 Small-Cap Index Fund (MASKX) has a volatility of 6.40%. This indicates that JATTX experiences smaller price fluctuations and is considered to be less risky than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JATTX | MASKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 6.40% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 14.31% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 19.71% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 23.24% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.63% | 23.75% | -3.12% |
JATTX vs. MASKX - Expense Ratio Comparison
JATTX has a 0.91% expense ratio, which is higher than MASKX's 0.12% expense ratio.
Dividends
JATTX vs. MASKX - Dividend Comparison
JATTX's dividend yield for the trailing twelve months is around 10.03%, more than MASKX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JATTX Janus Henderson Triton Fund Class T | 10.03% | 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 | 2.58% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
Frequently Asked Questions
With a correlation of 0.92, JATTX and MASKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MASKX has higher volatility (6.40%) compared to JATTX (5.70%). In terms of maximum drawdown, JATTX dropped -57.77% vs MASKX's -59.06%.
MASKX currently has the higher Sharpe Ratio (2.25 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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