LKSCX vs. JGMNX
LKSCX (LKCM Small Cap Equity Fund) and JGMNX (Janus Henderson Triton Fund Class N) are both Small Cap Growth Equities funds. Over the past 10 years, LKSCX returned 11.41%/yr vs 10.35%/yr for JGMNX. Their correlation of 0.93 means they have usually moved in the same direction. LKSCX charges 1.03%/yr vs 0.67%/yr for JGMNX.
Performance
LKSCX vs. JGMNX - Performance Comparison
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Returns By Period
In the year-to-date period, LKSCX achieves a 6.95% return, which is significantly lower than JGMNX's 13.93% return. Over the past 10 years, LKSCX has outperformed JGMNX with an annualized return of 11.41%, while JGMNX has yielded a comparatively lower 10.35% annualized return.
LKSCX
- 1D
- 0.43%
- 1M
- -1.85%
- 6M
- 3.86%
- YTD
- 6.95%
- 1Y
- 18.38%
- 3Y*
- 13.34%
- 5Y*
- 6.17%
- 10Y*
- 11.41%
- ALL TIME*
- 10.21%
JGMNX
- 1D
- -0.22%
- 1M
- -2.66%
- 6M
- 9.75%
- YTD
- 13.93%
- 1Y
- 23.32%
- 3Y*
- 12.05%
- 5Y*
- 4.27%
- 10Y*
- 10.35%
- ALL TIME*
- 11.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LKSCX vs. JGMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LKSCX LKCM Small Cap Equity Fund | 6.95% | 13.22% | 15.35% | 22.57% | -22.14% | 14.54% | 34.70% | 22.68% | -5.67% | 17.08% |
JGMNX Janus Henderson Triton Fund Class N | 13.93% | 9.78% | 10.55% | 14.83% | -23.56% | 6.88% | 28.75% | 28.60% | -5.03% | 27.24% |
Correlation
The correlation between LKSCX and JGMNX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 31, 2012 | 0.93 |
The correlation between LKSCX and JGMNX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
LKSCX vs. JGMNX — Risk / Return Rank
LKSCX
JGMNX
LKSCX vs. JGMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LKCM Small Cap Equity Fund (LKSCX) and Janus Henderson Triton Fund Class N (JGMNX). 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.
| LKSCX | JGMNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.96 | -0.22 |
| Martin ratioReturn relative to average drawdown | 6.01 | 7.97 | -1.96 |
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Drawdowns
LKSCX vs. JGMNX - Drawdown Comparison
The maximum LKSCX drawdown since its inception was -59.07%, which is greater than JGMNX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for LKSCX and JGMNX.
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Drawdown Indicators
| LKSCX | JGMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.07% | -39.72% | -19.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -11.03% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -23.84% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -33.84% | -31.74% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -43.65% | -39.72% | -3.93% |
Current DrawdownCurrent decline from peak | -3.35% | -3.39% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -7.07% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.72% | +0.14% |
Volatility
LKSCX vs. JGMNX - Volatility Comparison
LKCM Small Cap Equity Fund (LKSCX) has a higher volatility of 3.88% compared to Janus Henderson Triton Fund Class N (JGMNX) at 3.35%. This indicates that LKSCX's price experiences larger fluctuations and is considered to be riskier than JGMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LKSCX | JGMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.35% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 13.35% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 16.80% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.36% | 19.69% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 20.55% | +2.50% |
LKSCX vs. JGMNX - Expense Ratio Comparison
LKSCX has a 1.03% expense ratio, which is higher than JGMNX's 0.67% expense ratio.
Dividends
LKSCX vs. JGMNX - Dividend Comparison
LKSCX's dividend yield for the trailing twelve months is around 8.40%, less than JGMNX's 9.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGMNX Janus Henderson Triton Fund Class N | 9.53% | 10.86% | 7.35% | 6.96% | 6.10% | 19.99% | 4.06% | 4.20% | 7.41% | 5.03% | 2.96% | 7.71% |
LKSCX LKCM Small Cap Equity Fund | 8.40% | 8.98% | 7.27% | 2.77% | 2.43% | 15.70% | 3.86% | 5.24% | 20.61% | 19.58% | 15.37% | 14.66% |
Frequently Asked Questions
LKSCX and JGMNX 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.
LKSCX has higher volatility (3.88%) compared to JGMNX (3.35%). In terms of maximum drawdown, LKSCX dropped -59.07% vs JGMNX's -39.72%.
JGMNX currently has the higher Sharpe Ratio (1.29 vs 1.02), 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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