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JSJIX vs. JATTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSJIX vs. JATTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds Small Cap Growth Fund (JSJIX) and Janus Henderson Triton Fund Class T (JATTX). The values are adjusted to include any dividend payments, if applicable.

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

JSJIX vs. JATTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

JSJIX
JSJIX Risk / Return Rank: 2727
Overall Rank
JSJIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JSJIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
JSJIX Omega Ratio Rank: 1919
Omega Ratio Rank
JSJIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JSJIX Martin Ratio Rank: 3636
Martin Ratio Rank

JATTX
JATTX Risk / Return Rank: 3737
Overall Rank
JATTX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JATTX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JATTX Omega Ratio Rank: 2929
Omega Ratio Rank
JATTX Calmar Ratio Rank: 4141
Calmar Ratio Rank
JATTX Martin Ratio Rank: 4848
Martin Ratio Rank
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.

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.


JSJIXJATTXDifference
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

JSJIX vs. JATTX - Sharpe Ratio Comparison

The current JSJIX Sharpe Ratio is 1.30, which is comparable to the JATTX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of JSJIX and JATTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JSJIXJATTXDifference

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


JSJIXJATTXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.58%

-1.04%

-0.54%

Average Drawdown

Average peak-to-trough decline

-18.05%

-8.77%

-9.28%

Ulcer Index

Depth 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


JSJIXJATTXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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