JATTX vs. VB
JATTX (Janus Henderson Triton Fund Class T) and VB (Vanguard Small-Cap ETF) are both funds - JATTX is a Small Cap Growth Equities fund managed by Janus Henderson, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, JATTX returned 10.88%/yr vs 11.70%/yr for VB. Their correlation of 0.95 suggests significant overlap in exposure. JATTX charges 0.91%/yr vs 0.05%/yr for VB.
Performance
JATTX vs. VB - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JATTX having a 15.03% return and VB slightly lower at 14.80%. Over the past 10 years, JATTX has underperformed VB with an annualized return of 10.88%, while VB has yielded a comparatively higher 11.70% 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%
VB
- 1D
- -0.76%
- 1M
- 2.05%
- YTD
- 14.80%
- 6M
- 12.69%
- 1Y
- 28.03%
- 3Y*
- 17.24%
- 5Y*
- 6.99%
- 10Y*
- 11.70%
JATTX vs. VB - 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% |
VB Vanguard Small-Cap ETF | 14.80% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between JATTX and VB is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2005 | 0.95 |
The correlation between JATTX and VB has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
JATTX vs. VB — Risk / Return Rank
JATTX
VB
JATTX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class T (JATTX) and Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.14 | -0.59 |
| Martin ratioReturn relative to average drawdown | 10.41 | 11.50 | -1.10 |
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Drawdowns
JATTX vs. VB - Drawdown Comparison
The maximum JATTX drawdown since its inception was -57.77%, roughly equal to the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for JATTX and VB.
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Drawdown Indicators
| JATTX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.77% | -59.56% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -8.98% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.90% | -25.36% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -31.90% | -28.15% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -39.71% | -42.05% | +2.34% |
Current DrawdownCurrent decline from peak | 0.00% | -1.15% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -8.42% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.44% | +0.27% |
Volatility
JATTX vs. VB - Volatility Comparison
Janus Henderson Triton Fund Class T (JATTX) has a higher volatility of 5.70% compared to Vanguard Small-Cap ETF (VB) at 4.99%. This indicates that JATTX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JATTX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 4.99% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 12.24% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 16.65% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 20.79% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.63% | 21.42% | -0.79% |
JATTX vs. VB - Expense Ratio Comparison
JATTX has a 0.91% expense ratio, which is higher than VB's 0.05% expense ratio.
Dividends
JATTX vs. VB - Dividend Comparison
JATTX's dividend yield for the trailing twelve months is around 10.03%, more than VB's 1.19% 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% |
VB Vanguard Small-Cap ETF | 1.19% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
With a correlation of 0.93, JATTX and VB 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.
JATTX has higher volatility (5.70%) compared to VB (4.99%). In terms of maximum drawdown, JATTX dropped -57.77% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.69 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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