JSJIX vs. JATTX
JSJIX (John Hancock Funds Small Cap Growth Fund) and JATTX (Janus Henderson Triton Fund Class T) are both Small Cap Growth Equities funds. Over the past 5 years, JSJIX returned 3.43%/yr vs 4.18%/yr for JATTX. Their correlation of 0.91 suggests significant overlap in exposure. JSJIX charges 1.03%/yr vs 0.91%/yr for JATTX.
Performance
JSJIX vs. JATTX - Performance Comparison
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Returns By Period
In the year-to-date period, JSJIX achieves a 18.37% return, which is significantly higher than JATTX's 11.37% return.
JSJIX
- 1D
- 2.49%
- 1M
- 3.31%
- YTD
- 18.37%
- 6M
- 14.80%
- 1Y
- 27.86%
- 3Y*
- 18.18%
- 5Y*
- 3.43%
- 10Y*
- —
JATTX
- 1D
- 0.03%
- 1M
- 2.29%
- YTD
- 11.37%
- 6M
- 11.06%
- 1Y
- 25.25%
- 3Y*
- 13.13%
- 5Y*
- 4.18%
- 10Y*
- 10.10%
JSJIX vs. JATTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JSJIX John Hancock Funds Small Cap Growth Fund | 18.37% | 2.06% | 30.50% | 6.09% | -36.93% | 23.89% | 40.32% | 16.30% | -10.55% |
JATTX Janus Henderson Triton Fund Class T | 11.37% | 9.54% | 10.30% | 14.52% | -23.75% | 6.63% | 28.41% | 28.30% | -9.84% |
Correlation
The correlation between JSJIX and JATTX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2018 | 0.91 |
The correlation between JSJIX and JATTX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
JSJIX vs. JATTX — Risk / Return Rank
JSJIX
JATTX
JSJIX vs. JATTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Small Cap Growth Fund (JSJIX) and Janus Henderson Triton Fund Class T (JATTX). 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.
| JSJIX | JATTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.41 | -0.05 |
| Martin ratioReturn relative to average drawdown | 8.08 | 9.91 | -1.83 |
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
| JSJIX | JATTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.66 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.21 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.52 | -0.19 |
Drawdowns
JSJIX vs. JATTX - Drawdown Comparison
The maximum JSJIX drawdown since its inception was -46.12%, smaller than the maximum JATTX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for JSJIX and JATTX.
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Drawdown Indicators
| JSJIX | JATTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -57.77% | +11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.51% | -11.09% | -1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -26.27% | -23.90% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -46.12% | -31.90% | -14.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.71% | — |
Current DrawdownCurrent decline from peak | -1.58% | -1.04% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -18.05% | -8.77% | -9.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.69% | +0.95% |
Volatility
JSJIX vs. JATTX - Volatility Comparison
John Hancock Funds Small Cap Growth Fund (JSJIX) has a higher volatility of 7.81% compared to Janus Henderson Triton Fund Class T (JATTX) at 5.24%. This indicates that JSJIX's price experiences larger fluctuations and is considered to be riskier than JATTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSJIX | JATTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 5.24% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.64% | 12.41% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.67% | 16.06% | +6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.31% | 19.61% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 20.58% | +4.72% |
JSJIX vs. JATTX - Expense Ratio Comparison
JSJIX has a 1.03% expense ratio, which is higher than JATTX's 0.91% expense ratio.
Dividends
JSJIX vs. JATTX - Dividend Comparison
JSJIX's dividend yield for the trailing twelve months is around 9.40%, less than JATTX's 10.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JATTX Janus Henderson Triton Fund Class T | 10.36% | 11.54% | 7.74% | 7.29% | 6.35% | 20.71% | 4.17% | 4.30% | 7.56% | 5.11% | 2.83% | 7.89% |
JSJIX John Hancock Funds Small Cap Growth Fund | 9.40% | 11.13% | 7.62% | 0.00% | 0.00% | 34.08% | 3.69% | 0.00% | 3.76% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JSJIX and JATTX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSJIX has higher volatility (7.81%) compared to JATTX (5.24%). In terms of maximum drawdown, JSJIX dropped -46.12% vs JATTX's -57.77%.
JATTX currently has the higher Sharpe Ratio (1.66 vs 1.30), 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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