NCLEX vs. JGMNX
Compare and contrast key facts about Nicholas Limited Edition Fund (NCLEX) and Janus Henderson Triton Fund Class N (JGMNX).
NCLEX is managed by Nicholas. It was launched on May 18, 1987. JGMNX is a passively managed fund by Janus Henderson that tracks the performance of the Russell 2000 Growth Index. It was launched on May 31, 2012.
Performance
NCLEX vs. JGMNX - Performance Comparison
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NCLEX vs. JGMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NCLEX Nicholas Limited Edition Fund | -13.00% | -10.41% | 11.91% | 17.17% | -23.71% | 19.07% | 22.67% | 27.36% | -0.94% | 19.93% |
JGMNX Janus Henderson Triton Fund Class N | -1.36% | 9.78% | 10.55% | 14.83% | -23.56% | 6.88% | 28.75% | 28.60% | -5.03% | 27.24% |
Returns By Period
In the year-to-date period, NCLEX achieves a -13.00% return, which is significantly lower than JGMNX's -1.36% return. Over the past 10 years, NCLEX has underperformed JGMNX with an annualized return of 6.82%, while JGMNX has yielded a comparatively higher 9.51% annualized return.
NCLEX
- 1D
- 1.71%
- 1M
- -8.10%
- YTD
- -13.00%
- 6M
- -15.05%
- 1Y
- -16.29%
- 3Y*
- -1.57%
- 5Y*
- -2.35%
- 10Y*
- 6.82%
JGMNX
- 1D
- 3.90%
- 1M
- -6.17%
- YTD
- -1.36%
- 6M
- 3.66%
- 1Y
- 16.46%
- 3Y*
- 8.88%
- 5Y*
- 1.89%
- 10Y*
- 9.51%
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NCLEX vs. JGMNX - Expense Ratio Comparison
NCLEX has a 0.85% expense ratio, which is higher than JGMNX's 0.67% expense ratio.
Return for Risk
NCLEX vs. JGMNX — Risk / Return Rank
NCLEX
JGMNX
NCLEX vs. JGMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nicholas Limited Edition Fund (NCLEX) 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.
| NCLEX | JGMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.79 | 0.80 | -1.59 |
Sortino ratioReturn per unit of downside risk | -1.07 | 1.27 | -2.34 |
Omega ratioGain probability vs. loss probability | 0.88 | 1.17 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.16 | -1.89 |
Martin ratioReturn relative to average drawdown | -1.99 | 4.81 | -6.80 |
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
| NCLEX | JGMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 0.80 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.10 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.46 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.55 | -0.04 |
Correlation
The correlation between NCLEX and JGMNX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NCLEX vs. JGMNX - Dividend Comparison
NCLEX's dividend yield for the trailing twelve months is around 8.66%, less than JGMNX's 11.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCLEX Nicholas Limited Edition Fund | 8.66% | 7.53% | 2.51% | 2.43% | 6.22% | 16.44% | 5.10% | 5.66% | 10.72% | 7.97% | 10.68% | 8.05% |
JGMNX Janus Henderson Triton Fund Class N | 11.01% | 10.86% | 7.35% | 6.96% | 6.10% | 19.99% | 4.06% | 4.20% | 7.41% | 5.03% | 2.96% | 7.71% |
Drawdowns
NCLEX vs. JGMNX - Drawdown Comparison
The maximum NCLEX drawdown since its inception was -48.68%, which is greater than JGMNX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for NCLEX and JGMNX.
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Drawdown Indicators
| NCLEX | JGMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.68% | -39.72% | -8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -21.36% | -13.18% | -8.18% |
Max Drawdown (5Y)Largest decline over 5 years | -28.50% | -31.74% | +3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -39.72% | +3.93% |
Current DrawdownCurrent decline from peak | -27.21% | -7.56% | -19.65% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -7.20% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.84% | 3.17% | +4.67% |
Volatility
NCLEX vs. JGMNX - Volatility Comparison
The current volatility for Nicholas Limited Edition Fund (NCLEX) is 5.11%, while Janus Henderson Triton Fund Class N (JGMNX) has a volatility of 7.35%. This indicates that NCLEX experiences smaller price fluctuations and is considered to be less risky 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
| NCLEX | JGMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 7.35% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 11.97% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 20.44% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 19.50% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 20.53% | -1.37% |