PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JATTX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JATTX and VOO is 0.86, 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.


-0.50.00.51.00.9

Performance

JATTX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Triton Fund Class T (JATTX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.60%
9.70%
JATTX
VOO

Key characteristics

Sharpe Ratio

JATTX:

0.43

VOO:

1.98

Sortino Ratio

JATTX:

0.67

VOO:

2.65

Omega Ratio

JATTX:

1.09

VOO:

1.36

Calmar Ratio

JATTX:

0.17

VOO:

2.98

Martin Ratio

JATTX:

1.26

VOO:

12.44

Ulcer Index

JATTX:

5.51%

VOO:

2.02%

Daily Std Dev

JATTX:

16.14%

VOO:

12.69%

Max Drawdown

JATTX:

-62.76%

VOO:

-33.99%

Current Drawdown

JATTX:

-36.07%

VOO:

0.00%

Returns By Period

In the year-to-date period, JATTX achieves a 3.56% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, JATTX has underperformed VOO with an annualized return of 1.03%, while VOO has yielded a comparatively higher 13.32% annualized return.


JATTX

YTD

3.56%

1M

1.46%

6M

-0.62%

1Y

3.80%

5Y*

-2.92%

10Y*

1.03%

VOO

YTD

4.06%

1M

2.04%

6M

10.75%

1Y

23.75%

5Y*

14.44%

10Y*

13.32%

*Annualized

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. VOO - Expense Ratio Comparison

JATTX has a 0.91% expense ratio, which is higher than VOO's 0.03% expense ratio.


JATTX
Janus Henderson Triton Fund Class T
Expense ratio chart for JATTX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

JATTX vs. VOO — 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 1313
Overall Rank
The Sharpe Ratio Rank of JATTX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of JATTX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of JATTX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of JATTX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of JATTX is 1414
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class T (JATTX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for JATTX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.000.431.98
The chart of Sortino ratio for JATTX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.000.672.65
The chart of Omega ratio for JATTX, currently valued at 1.09, compared to the broader market1.002.003.004.001.091.36
The chart of Calmar ratio for JATTX, currently valued at 0.17, compared to the broader market0.005.0010.0015.0020.000.172.98
The chart of Martin ratio for JATTX, currently valued at 1.26, compared to the broader market0.0020.0040.0060.0080.001.2612.44
JATTX
VOO

The current JATTX Sharpe Ratio is 0.43, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of JATTX and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.43
1.98
JATTX
VOO

Dividends

JATTX vs. VOO - Dividend Comparison

JATTX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
JATTX
Janus Henderson Triton Fund Class T
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.09%0.05%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JATTX vs. VOO - Drawdown Comparison

The maximum JATTX drawdown since its inception was -62.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JATTX and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-36.07%
0
JATTX
VOO

Volatility

JATTX vs. VOO - Volatility Comparison

Janus Henderson Triton Fund Class T (JATTX) has a higher volatility of 3.50% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that JATTX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.50%
3.13%
JATTX
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab