- Issuer
- Janus Henderson
- Inception Date
- Aug 1, 2012
- Category
- Global Equity Income
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
HDQVX Performance Chart
Janus Henderson International Dividend Fund Class S (HDQVX) is up 16.9% since the beginning of the year. HDQVX is currently trading at $21 per share. Investors who bought $1,000 worth of HDQVX shares 5 years ago would now be looking at an investment worth $1,842.
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Returns By Period
Janus Henderson International Dividend Fund Class S (HDQVX) has returned 16.86% so far this year and 29.75% over the past 12 months.
Janus Henderson International Dividend Fund Class S
- 1D
- 0.72%
- 1M
- 4.56%
- YTD
- 16.86%
- 6M
- 17.51%
- 1Y
- 29.75%
- 3Y*
- 19.76%
- 5Y*
- 12.99%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
HDQVX Monthly Returns History
Based on dividend-adjusted daily data since Jun 9, 2017, HDQVX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +12.9%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, HDQVX closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +5.6%, while the worst single day was Mar 12, 2020 at -8.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.47% | 6.82% | -8.89% | 7.03% | 4.94% | 2.33% | 16.86% | ||||||
| 2025 | 5.16% | 2.95% | -0.77% | 3.03% | 5.58% | 3.63% | -1.99% | 1.69% | 3.25% | 0.49% | 0.21% | 2.80% | 29.00% |
| 2024 | 0.74% | 2.95% | 3.17% | -2.47% | 6.44% | -0.35% | 1.11% | 3.30% | 0.52% | -4.15% | 0.37% | -2.89% | 8.58% |
| 2023 | 7.12% | -2.17% | 3.67% | 2.79% | -3.47% | 3.57% | 0.49% | -2.58% | -3.09% | -1.28% | 7.46% | 5.08% | 18.06% |
| 2022 | -1.08% | -3.14% | -0.42% | -4.19% | 2.30% | -7.43% | 3.56% | -5.05% | -7.96% | 6.32% | 12.90% | -2.92% | -8.69% |
| 2021 | -0.79% | 1.16% | 3.24% | 2.44% | 2.38% | -0.86% | 1.83% | 0.40% | -4.16% | 4.05% | -3.22% | 5.05% | 11.67% |
Benchmark Metrics
Janus Henderson International Dividend Fund Class S has an annualized alpha of 1.70%, beta of 0.62, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since June 09, 2017.
- This fund participated in 72.03% of S&P 500 Index downside but only 66.55% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.62 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.70%
- Beta
- 0.62
- R²
- 0.71
- Upside Capture
- 66.55%
- Downside Capture
- 72.03%
Expense Ratio
HDQVX has a high expense ratio of 1.27%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
HDQVX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Janus Henderson International Dividend Fund Class S (HDQVX) and compare them to S&P 500 Index.
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.
| HDQVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.78 | -0.28 |
| Martin ratioReturn relative to average drawdown | 9.00 | 12.44 | -3.44 |
Dividends
Dividend History
Janus Henderson International Dividend Fund Class S provided a 6.45% dividend yield over the last twelve months, with an annual payout of $1.36 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.36 | $1.36 | $0.97 | $0.44 | $0.55 | $0.69 | $0.46 | $0.45 | $0.51 | $0.30 |
Dividend yield | 6.45% | 7.52% | 6.41% | 2.94% | 4.25% | 4.63% | 3.29% | 3.26% | 4.24% | 2.16% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson International Dividend Fund Class S. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $1.06 | $1.36 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.67 | $0.97 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.05 | $0.44 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.16 | $0.55 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.33 | $0.69 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Janus Henderson International Dividend Fund Class S. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Janus Henderson International Dividend Fund Class S was 28.56%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Janus Henderson International Dividend Fund Class S drawdown is 0.05%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.56%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
Bear market2022 | -22.94%Sep 2022 | 8mo 17d | 6mo 18d | 1y 3moJan 2022 - Apr 2023 |
Rate-hike selloffLate 2018 | -16.25%Dec 2018 | 10mo 28d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
2025 selloff2025 | -13.03%Apr 2025 | 18d | 28d | 1mo 16dMar 2025 - May 2025 |
2026 correction2026 | -11.33%Mar 2026 | 25d | 1mo 10d | 2mo 5dMar 2026 - May 2026 |
Drawdown Indicators
| HDQVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -56.78% | +28.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -9.10% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -18.90% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -22.94% | -25.43% | +2.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.05% | -1.80% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -10.71% | +6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.03% | +1.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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