JGMNX vs. EMCAX
Compare and contrast key facts about Janus Henderson Triton Fund Class N (JGMNX) and Empiric 2500 Fund (EMCAX).
JGMNX is a passively managed fund by Janus Henderson that tracks the performance of the Russell 2000 Growth Index. It was launched on May 31, 2012. EMCAX is managed by Empiric Funds. It was launched on Nov 6, 1995.
Performance
JGMNX vs. EMCAX - Performance Comparison
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JGMNX vs. EMCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGMNX Janus Henderson Triton Fund Class N | -1.36% | 9.78% | 10.55% | 14.83% | -23.56% | 6.88% | 28.75% | 28.60% | -5.03% | 27.24% |
EMCAX Empiric 2500 Fund | -0.57% | 2.37% | 13.89% | 12.43% | -16.06% | 16.07% | 27.81% | 19.10% | -4.64% | 21.82% |
Returns By Period
In the year-to-date period, JGMNX achieves a -1.36% return, which is significantly lower than EMCAX's -0.57% return. Both investments have delivered pretty close results over the past 10 years, with JGMNX having a 9.51% annualized return and EMCAX not far ahead at 9.61%.
JGMNX
- 1D
- 3.90%
- 1M
- -6.17%
- YTD
- -1.36%
- 6M
- 3.66%
- 1Y
- 16.46%
- 3Y*
- 8.88%
- 5Y*
- 1.89%
- 10Y*
- 9.51%
EMCAX
- 1D
- 2.60%
- 1M
- -6.15%
- YTD
- -0.57%
- 6M
- -1.03%
- 1Y
- 6.53%
- 3Y*
- 8.52%
- 5Y*
- 2.22%
- 10Y*
- 9.61%
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JGMNX vs. EMCAX - Expense Ratio Comparison
JGMNX has a 0.67% expense ratio, which is lower than EMCAX's 1.96% expense ratio.
Return for Risk
JGMNX vs. EMCAX — Risk / Return Rank
JGMNX
EMCAX
JGMNX vs. EMCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class N (JGMNX) and Empiric 2500 Fund (EMCAX). 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 | EMCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.41 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.27 | 0.72 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.74 | +0.42 |
Martin ratioReturn relative to average drawdown | 4.81 | 3.00 | +1.81 |
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
| JGMNX | EMCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.41 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.12 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.44 | +0.10 |
Correlation
The correlation between JGMNX and EMCAX is 0.90, 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
JGMNX vs. EMCAX - Dividend Comparison
JGMNX's dividend yield for the trailing twelve months is around 11.01%, more than EMCAX's 0.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGMNX Janus Henderson Triton Fund Class N | 11.01% | 10.86% | 7.35% | 6.96% | 6.10% | 19.99% | 4.06% | 4.20% | 7.41% | 5.03% | 2.96% | 7.71% |
EMCAX Empiric 2500 Fund | 0.13% | 0.13% | 0.13% | 0.00% | 0.00% | 0.51% | 7.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JGMNX vs. EMCAX - Drawdown Comparison
The maximum JGMNX drawdown since its inception was -39.72%, smaller than the maximum EMCAX drawdown of -51.81%. Use the drawdown chart below to compare losses from any high point for JGMNX and EMCAX.
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Drawdown Indicators
| JGMNX | EMCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.72% | -51.81% | +12.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -10.15% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -30.60% | -1.14% |
Max Drawdown (10Y)Largest decline over 10 years | -39.72% | -42.79% | +3.07% |
Current DrawdownCurrent decline from peak | -7.56% | -6.22% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -13.33% | +6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.50% | +0.67% |
Volatility
JGMNX vs. EMCAX - Volatility Comparison
Janus Henderson Triton Fund Class N (JGMNX) has a higher volatility of 7.35% compared to Empiric 2500 Fund (EMCAX) at 5.42%. This indicates that JGMNX's price experiences larger fluctuations and is considered to be riskier than EMCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGMNX | EMCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 5.42% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 10.49% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 17.50% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 18.18% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 20.21% | +0.32% |