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MASKX vs. JATTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MASKX vs. JATTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund (MASKX) 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, MASKX achieves a 20.64% return, which is significantly higher than JATTX's 13.70% return. Over the past 10 years, MASKX has outperformed JATTX with an annualized return of 11.36%, while JATTX has yielded a comparatively lower 10.45% annualized return.


MASKX

1D
2.09%
1M
3.97%
YTD
20.64%
6M
17.09%
1Y
42.89%
3Y*
18.21%
5Y*
7.29%
10Y*
11.36%

JATTX

1D
1.78%
1M
2.56%
YTD
13.70%
6M
11.11%
1Y
26.63%
3Y*
12.92%
5Y*
4.42%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MASKX vs. JATTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MASKX
iShares Russell 2000 Small-Cap Index Fund
20.64%12.76%11.35%16.99%-20.39%14.54%19.99%25.54%-11.03%14.61%
JATTX
Janus Henderson Triton Fund Class T
13.70%9.54%10.30%14.52%-23.75%6.63%28.41%28.30%-5.25%26.90%

Correlation

The correlation between MASKX and JATTX is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2005

0.93

The correlation between MASKX and JATTX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

MASKX vs. JATTX — Risk / Return Rank

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

MASKX
MASKX Risk / Return Rank: 6868
Overall Rank
MASKX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MASKX Omega Ratio Rank: 5050
Omega Ratio Rank
MASKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
MASKX Martin Ratio Rank: 7979
Martin Ratio Rank

JATTX
JATTX Risk / Return Rank: 4040
Overall Rank
JATTX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JATTX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JATTX Omega Ratio Rank: 3131
Omega Ratio Rank
JATTX Calmar Ratio Rank: 4444
Calmar Ratio Rank
JATTX Martin Ratio Rank: 5151
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.

MASKX vs. JATTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) 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.

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.


MASKXJATTXDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

3.89

2.40

+1.49

Martin ratioReturn relative to average drawdown

13.78

9.82

+3.96

MASKX vs. JATTX - Sharpe Ratio Comparison

The current MASKX Sharpe Ratio is 2.18, which is higher than the JATTX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of MASKX 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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Drawdowns

MASKX vs. JATTX - Drawdown Comparison

The maximum MASKX drawdown since its inception was -59.06%, roughly equal to the maximum JATTX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for MASKX and JATTX.


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Drawdown Indicators


MASKXJATTXDifference

Max Drawdown

Largest peak-to-trough decline

-59.06%

-57.77%

-1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-11.09%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-27.53%

-23.90%

-3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-31.98%

-31.90%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-39.71%

-1.97%

Current Drawdown

Current decline from peak

0.00%

-0.07%

+0.07%

Average Drawdown

Average peak-to-trough decline

-11.61%

-8.75%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.71%

+0.39%

Volatility

MASKX vs. JATTX - Volatility Comparison

iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 6.76% compared to Janus Henderson Triton Fund Class T (JATTX) at 5.98%. This indicates that MASKX'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


MASKXJATTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

5.98%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

13.21%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

16.69%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.25%

19.72%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.75%

20.63%

+3.12%

MASKX vs. JATTX - Expense Ratio Comparison

MASKX has a 0.12% expense ratio, which is lower than JATTX's 0.91% expense ratio.


Dividends

MASKX vs. JATTX - Dividend Comparison

MASKX's dividend yield for the trailing twelve months is around 2.60%, less than JATTX's 10.15% yield.


PositionTTM20252024202320222021202020192018201720162015
JATTX
Janus Henderson Triton Fund Class T
10.15%11.54%7.74%7.29%6.35%20.71%4.17%4.30%7.56%5.11%2.83%7.89%
MASKX
iShares Russell 2000 Small-Cap Index Fund
2.60%3.13%4.81%2.92%1.70%7.64%1.42%3.43%4.26%3.15%4.60%3.63%

Frequently Asked Questions


With a correlation of 0.92, MASKX and JATTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MASKX has higher volatility (6.76%) compared to JATTX (5.98%). In terms of maximum drawdown, MASKX dropped -59.06% vs JATTX's -57.77%.

MASKX currently has the higher Sharpe Ratio (2.18 vs 1.60), 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.

Portfolio Optimizer

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