JATTX vs. SCHD
Compare and contrast key facts about Janus Henderson Triton Fund Class T (JATTX) and Schwab U.S. Dividend Equity ETF (SCHD).
JATTX is managed by Janus Henderson. It was launched on Feb 25, 2005. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
JATTX vs. SCHD - Performance Comparison
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JATTX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, JATTX achieves a -1.40% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, JATTX has underperformed SCHD with an annualized return of 9.25%, while SCHD has yielded a comparatively higher 12.25% 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%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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JATTX vs. SCHD - Expense Ratio Comparison
JATTX has a 0.91% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
JATTX vs. SCHD — Risk / Return Rank
JATTX
SCHD
JATTX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class T (JATTX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| JATTX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.88 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.32 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.05 | +0.09 |
Martin ratioReturn relative to average drawdown | 4.70 | 3.55 | +1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JATTX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.88 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.58 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.74 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.84 | -0.34 |
Correlation
The correlation between JATTX and SCHD is 0.75, 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. SCHD - Dividend Comparison
JATTX's dividend yield for the trailing twelve months is around 11.70%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
JATTX vs. SCHD - Drawdown Comparison
The maximum JATTX drawdown since its inception was -57.77%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JATTX and SCHD.
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Drawdown Indicators
| JATTX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.77% | -33.37% | -24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -12.74% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -31.90% | -16.85% | -15.05% |
Max Drawdown (10Y)Largest decline over 10 years | -39.71% | -33.37% | -6.34% |
Current DrawdownCurrent decline from peak | -7.62% | -3.43% | -4.19% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -3.34% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.75% | -0.56% |
Volatility
JATTX vs. SCHD - Volatility Comparison
Janus Henderson Triton Fund Class T (JATTX) has a higher volatility of 7.34% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that JATTX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JATTX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 2.33% | +5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 7.96% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 15.69% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 14.40% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 16.70% | +3.83% |