TSCIX vs. JATTX
TSCIX (AMG TimesSquare Small Cap Growth Fund) and JATTX (Janus Henderson Triton Fund Class T) are both Small Cap Growth Equities funds. Over the past 10 years, TSCIX returned 10.83%/yr vs 10.77%/yr for JATTX. Their correlation of 0.94 suggests significant overlap in exposure. TSCIX charges 0.99%/yr vs 0.91%/yr for JATTX.
Performance
TSCIX vs. JATTX - Performance Comparison
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Returns By Period
In the year-to-date period, TSCIX achieves a 10.45% return, which is significantly lower than JATTX's 13.82% return. Both investments have delivered pretty close results over the past 10 years, with TSCIX having a 10.83% annualized return and JATTX not far behind at 10.77%.
TSCIX
- 1D
- -2.02%
- 1M
- 2.39%
- YTD
- 10.45%
- 6M
- 7.21%
- 1Y
- 10.79%
- 3Y*
- 9.74%
- 5Y*
- 0.77%
- 10Y*
- 10.83%
JATTX
- 1D
- -1.05%
- 1M
- 2.67%
- YTD
- 13.82%
- 6M
- 11.48%
- 1Y
- 23.91%
- 3Y*
- 13.89%
- 5Y*
- 3.88%
- 10Y*
- 10.77%
TSCIX vs. JATTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCIX AMG TimesSquare Small Cap Growth Fund | 10.45% | 0.84% | 8.50% | 16.73% | -26.42% | 7.34% | 35.36% | 44.90% | -4.05% | 21.17% |
JATTX Janus Henderson Triton Fund Class T | 13.82% | 9.54% | 10.30% | 14.52% | -23.75% | 6.63% | 28.41% | 28.30% | -5.25% | 26.90% |
Correlation
The correlation between TSCIX and JATTX is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2005 | 0.94 |
The correlation between TSCIX 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
TSCIX vs. JATTX — Risk / Return Rank
TSCIX
JATTX
TSCIX vs. JATTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Small Cap Growth Fund (TSCIX) 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.
| TSCIX | JATTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.29 | -1.62 |
| Martin ratioReturn relative to average drawdown | 2.19 | 9.34 | -7.16 |
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Drawdowns
TSCIX vs. JATTX - Drawdown Comparison
The maximum TSCIX drawdown since its inception was -49.74%, smaller than the maximum JATTX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for TSCIX and JATTX.
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Drawdown Indicators
| TSCIX | JATTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.74% | -57.77% | +8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -18.91% | -11.09% | -7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -23.90% | -5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -40.51% | -31.90% | -8.61% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -39.71% | -0.80% |
Current DrawdownCurrent decline from peak | -3.62% | -1.05% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -8.75% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 2.71% | +3.04% |
Volatility
TSCIX vs. JATTX - Volatility Comparison
AMG TimesSquare Small Cap Growth Fund (TSCIX) has a higher volatility of 7.12% compared to Janus Henderson Triton Fund Class T (JATTX) at 5.84%. This indicates that TSCIX'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
| TSCIX | JATTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 5.84% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 13.25% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.21% | 16.76% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.78% | 19.73% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 20.59% | +3.07% |
TSCIX vs. JATTX - Expense Ratio Comparison
TSCIX has a 0.99% expense ratio, which is higher than JATTX's 0.91% expense ratio.
Dividends
TSCIX vs. JATTX - Dividend Comparison
TSCIX has not paid dividends to shareholders, while JATTX's dividend yield for the trailing twelve months is around 10.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JATTX Janus Henderson Triton Fund Class T | 10.13% | 11.54% | 7.74% | 7.29% | 6.35% | 20.71% | 4.17% | 4.30% | 7.56% | 5.11% | 2.83% | 7.89% |
TSCIX AMG TimesSquare Small Cap Growth Fund | 0.00% | 0.00% | 0.69% | 0.00% | 6.63% | 22.45% | 13.38% | 22.41% | 30.72% | 10.75% | 3.70% | 11.91% |
Frequently Asked Questions
With a correlation of 0.93, TSCIX 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.
TSCIX has higher volatility (7.12%) compared to JATTX (5.84%). In terms of maximum drawdown, TSCIX dropped -49.74% vs JATTX's -57.77%.
JATTX currently has the higher Sharpe Ratio (1.52 vs 0.60), 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.
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