JGMNX vs. MEIKX

Last updated Aug 1, 2026

JGMNX (Janus Henderson Triton Fund Class N) and MEIKX (MFS Value Fund) are both mutual funds - JGMNX is a Small Cap Growth Equities fund tracking the Russell 2000 Growth Index, while MEIKX is a Large Cap Value Equities fund managed by MFS. Over the past 10 years, JGMNX returned 10.25%/yr vs 10.36%/yr for MEIKX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. JGMNX charges 0.67%/yr vs 0.43%/yr for MEIKX.

Performance

JGMNX vs. MEIKX - Performance Comparison

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

Returns By Period

In the year-to-date period, JGMNX achieves a 14.19% return, which is significantly higher than MEIKX's 10.58% return. Both investments have delivered pretty close results over the past 10 years, with JGMNX having a 10.25% annualized return and MEIKX not far ahead at 10.36%.

JGMNX

• 1D: 0.74%
• 1M: -2.44%
• 6M: 10.78%
• YTD: 14.19%
• 1Y: 23.60%
• 3Y*: 12.00%
• 5Y*: 4.32%
• 10Y*: 10.25%
• ALL TIME*: 11.33%

MEIKX

• 1D: 0.39%
• 1M: 1.22%
• 6M: 7.04%
• YTD: 10.58%
• 1Y: 18.94%
• 3Y*: 13.21%
• 5Y*: 8.85%
• 10Y*: 10.36%
• ALL TIME*: 7.78%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JGMNX Janus Henderson Triton Fund Class N	$0.00	$0.00	$0.00
MEIKX MFS Value Fund	$0.00	$0.00	$0.00

JGMNX vs. MEIKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JGMNX Janus Henderson Triton Fund Class N	14.19%	9.78%	10.55%	14.83%	-23.56%	6.88%	28.75%	28.60%	-5.03%	27.24%
MEIKX MFS Value Fund	10.58%	13.37%	11.98%	8.32%	-5.92%	25.59%	4.09%	30.18%	-9.81%	17.26%

Correlation

The correlation between JGMNX and MEIKX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.65
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.78
Correlation (10Y) Provides a long-term view across more market conditions.	0.77
Correlation (All Time) Calculated using the full available price history since May 31, 2012	0.78

The correlation between JGMNX and MEIKX shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JGMNX vs. MEIKX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JGMNX

JGMNX Risk / Return Rank: 46
JGMNX Sharpe Ratio Rank: 41
JGMNX Sortino Ratio Rank: 44
JGMNX Omega Ratio Rank: 37
JGMNX Calmar Ratio Rank: 50
JGMNX Martin Ratio Rank: 57

MEIKX

MEIKX Risk / Return Rank: 70
MEIKX Sharpe Ratio Rank: 68
MEIKX Sortino Ratio Rank: 68
MEIKX Omega Ratio Rank: 64
MEIKX Calmar Ratio Rank: 76
MEIKX Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JGMNX vs. MEIKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Triton Fund Class N (JGMNX) and MFS Value Fund (MEIKX). 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.

	JGMNX	MEIKX	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.56	-0.32
Sortino ratio: Return per unit of downside risk	1.88	2.26	-0.38
Omega ratio: Gain probability vs. loss probability	1.22	1.28	-0.06
Calmar ratio: Return relative to maximum drawdown	1.89	2.44	-0.55
Martin ratio: Return relative to average drawdown	7.70	8.59	-0.90

JGMNX vs. MEIKX - Sharpe Ratio Comparison

The current JGMNX Sharpe Ratio is 1.24, which is comparable to the MEIKX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of JGMNX and MEIKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JGMNX vs. MEIKX - Drawdown Comparison

The maximum JGMNX drawdown since its inception was -39.72%, smaller than the maximum MEIKX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for JGMNX and MEIKX.

Drawdown Indicators

	JGMNX	MEIKX	Difference
Max Drawdown Largest peak-to-trough decline	-39.72%	-56.81%	+17.09%
Max Drawdown (1Y) Largest decline over 1 year	-11.03%	-6.76%	-4.27%
Max Drawdown (3Y) Largest decline over 3 years	-23.84%	-13.15%	-10.69%
Max Drawdown (5Y) Largest decline over 5 years	-31.74%	-17.50%	-14.24%
Max Drawdown (10Y) Largest decline over 10 years	-39.72%	-36.68%	-3.04%
Current Drawdown Current decline from peak	-3.17%	-1.05%	-2.12%
Average Drawdown Average peak-to-trough decline	-7.07%	-9.38%	+2.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	1.93%	+0.79%

Volatility

JGMNX vs. MEIKX - Volatility Comparison

Janus Henderson Triton Fund Class N (JGMNX) has a higher volatility of 3.51% compared to MFS Value Fund (MEIKX) at 2.77%. This indicates that JGMNX's price experiences larger fluctuations and is considered to be riskier than MEIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGMNX	MEIKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	2.77%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	13.35%	7.49%	+5.86%
Volatility (1Y) Calculated over the trailing 1-year period	16.79%	10.58%	+6.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.69%	13.88%	+5.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.55%	16.47%	+4.08%

JGMNX vs. MEIKX - Expense Ratio Comparison

JGMNX has a 0.67% expense ratio, which is higher than MEIKX's 0.43% expense ratio.

Dividends

JGMNX vs. MEIKX - Dividend Comparison

JGMNX's dividend yield for the trailing twelve months is around 9.51%, more than MEIKX's 8.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JGMNX Janus Henderson Triton Fund Class N	9.51%	10.86%	7.35%	6.96%	6.10%	19.99%	4.06%	4.20%	7.41%	5.03%	2.96%	7.71%
MEIKX MFS Value Fund	8.95%	9.72%	9.49%	8.58%	7.77%	3.43%	2.75%	3.28%	3.76%	4.14%	3.84%	6.12%

Frequently Asked Questions

Can I hold both JGMNX and MEIKX in my portfolio?

JGMNX and MEIKX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JGMNX or MEIKX?

JGMNX has higher volatility (3.51%) compared to MEIKX (2.77%). In terms of maximum drawdown, JGMNX dropped -39.72% vs MEIKX's -56.81%.

Which has better risk-adjusted returns?

MEIKX currently has the higher Sharpe Ratio (1.56 vs 1.24), 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.