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WASCX vs. JANIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WASCX and JANIX is 0.86, 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.


Performance

WASCX vs. JANIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Asset Strategy Fund (WASCX) and Janus Henderson Triton Fund (JANIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WASCX:

0.19

JANIX:

-0.16

Sortino Ratio

WASCX:

0.37

JANIX:

-0.05

Omega Ratio

WASCX:

1.06

JANIX:

0.99

Calmar Ratio

WASCX:

0.08

JANIX:

-0.06

Martin Ratio

WASCX:

0.56

JANIX:

-0.29

Ulcer Index

WASCX:

5.46%

JANIX:

10.89%

Daily Std Dev

WASCX:

14.27%

JANIX:

21.94%

Max Drawdown

WASCX:

-52.62%

JANIX:

-48.82%

Current Drawdown

WASCX:

-30.17%

JANIX:

-38.81%

Returns By Period

In the year-to-date period, WASCX achieves a 6.36% return, which is significantly higher than JANIX's -1.91% return. Over the past 10 years, WASCX has underperformed JANIX with an annualized return of -1.36%, while JANIX has yielded a comparatively higher 0.33% annualized return.


WASCX

YTD

6.36%

1M

8.36%

6M

-1.03%

1Y

2.64%

3Y*

3.22%

5Y*

3.82%

10Y*

-1.36%

JANIX

YTD

-1.91%

1M

11.05%

6M

-10.88%

1Y

-3.53%

3Y*

-0.34%

5Y*

-0.96%

10Y*

0.33%

*Annualized

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Delaware Ivy Asset Strategy Fund

Janus Henderson Triton Fund

WASCX vs. JANIX - Expense Ratio Comparison

WASCX has a 2.18% expense ratio, which is higher than JANIX's 0.78% expense ratio.


Risk-Adjusted Performance

WASCX vs. JANIX — Risk-Adjusted Performance Rank

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

WASCX
The Risk-Adjusted Performance Rank of WASCX is 2929
Overall Rank
The Sharpe Ratio Rank of WASCX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of WASCX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of WASCX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of WASCX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of WASCX is 3131
Martin Ratio Rank

JANIX
The Risk-Adjusted Performance Rank of JANIX is 1212
Overall Rank
The Sharpe Ratio Rank of JANIX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of JANIX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of JANIX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of JANIX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of JANIX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WASCX vs. JANIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Asset Strategy Fund (WASCX) and Janus Henderson Triton Fund (JANIX). 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.


The current WASCX Sharpe Ratio is 0.19, which is higher than the JANIX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of WASCX and JANIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WASCX vs. JANIX - Dividend Comparison

WASCX's dividend yield for the trailing twelve months is around 1.06%, while JANIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WASCX
Delaware Ivy Asset Strategy Fund
1.06%1.58%2.28%0.48%1.66%1.09%1.51%1.09%0.37%0.00%0.00%0.11%
JANIX
Janus Henderson Triton Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.14%0.16%0.10%

Drawdowns

WASCX vs. JANIX - Drawdown Comparison

The maximum WASCX drawdown since its inception was -52.62%, which is greater than JANIX's maximum drawdown of -48.82%. Use the drawdown chart below to compare losses from any high point for WASCX and JANIX. For additional features, visit the drawdowns tool.


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Volatility

WASCX vs. JANIX - Volatility Comparison

The current volatility for Delaware Ivy Asset Strategy Fund (WASCX) is 2.33%, while Janus Henderson Triton Fund (JANIX) has a volatility of 5.12%. This indicates that WASCX experiences smaller price fluctuations and is considered to be less risky than JANIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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