JGMNX vs. ASMOX

Last updated Jun 5, 2026

JGMNX (Janus Henderson Triton Fund Class N) and ASMOX (AQR Small Cap Momentum Style Fund) are both Small Cap Growth Equities funds. Their correlation of 0.92 suggests significant overlap in exposure. JGMNX charges 0.67%/yr vs 0.61%/yr for ASMOX.

Performance

JGMNX vs. ASMOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Triton Fund Class N (JGMNX) and AQR Small Cap Momentum Style Fund (ASMOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JGMNX

• 1D: 0.03%
• 1M: 1.06%
• YTD: 11.51%
• 6M: 10.31%
• 1Y: 25.28%
• 3Y*: 13.41%
• 5Y*: 4.31%
• 10Y*: 10.37%

ASMOX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JGMNX vs. ASMOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JGMNX Janus Henderson Triton Fund Class N	11.51%	9.78%	10.55%	14.83%	-23.56%	6.88%	28.75%	28.60%	-5.03%	27.24%
ASMOX AQR Small Cap Momentum Style Fund	17.33%	16.87%	16.54%	18.37%	-19.56%	15.37%	25.76%	26.47%	-12.14%	17.43%

Correlation

The correlation between JGMNX and ASMOX is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 1, 2012	0.92

The correlation between JGMNX and ASMOX has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.

Return for Risk

JGMNX vs. ASMOX — Risk / Return Rank

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

JGMNX

JGMNX Risk / Return Rank: 37
JGMNX Sharpe Ratio Rank: 33
JGMNX Sortino Ratio Rank: 35
JGMNX Omega Ratio Rank: 30
JGMNX Calmar Ratio Rank: 40
JGMNX Martin Ratio Rank: 47

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.

JGMNX vs. ASMOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class N (JGMNX) and AQR Small Cap Momentum Style Fund (ASMOX). 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.

	JGMNX	ASMOX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	—	—
Sortino ratio: Return per unit of downside risk	2.35	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	2.33	—	—
Martin ratio: Return relative to average drawdown	9.62	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JGMNX	ASMOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	—	—

Drawdowns

Drawdown Indicators

	JGMNX	ASMOX	Difference
Max Drawdown Largest peak-to-trough decline	-39.72%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.03%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.72%	—	—
Current Drawdown Current decline from peak	-0.98%	—	—
Average Drawdown Average peak-to-trough decline	-7.13%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	—	—

Volatility

Volatility by Period

	JGMNX	ASMOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.08%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.59%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.58%	—	—

JGMNX vs. ASMOX - Expense Ratio Comparison

JGMNX has a 0.67% expense ratio, which is higher than ASMOX's 0.61% expense ratio.

Dividends

JGMNX vs. ASMOX - Dividend Comparison

JGMNX's dividend yield for the trailing twelve months is around 9.74%, more than ASMOX's 7.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASMOX AQR Small Cap Momentum Style Fund	7.88%	8.12%	18.80%	3.92%	0.57%	24.81%	5.46%	4.38%	29.63%	9.90%	0.79%	1.23%
JGMNX Janus Henderson Triton Fund Class N	9.74%	10.86%	7.35%	6.96%	6.10%	19.99%	4.06%	4.20%	7.41%	5.03%	2.96%	7.71%

Frequently Asked Questions

Can I hold both JGMNX and ASMOX in my portfolio?

JGMNX and ASMOX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.