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ISIN
US47103X5344
CUSIP
47103X534
Inception Date
Nov 29, 2006
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

HFQAX Performance Chart

Janus Henderson Global Equity Income Fund (HFQAX) is up 13.4% since the beginning of the year. HFQAX is currently trading at $8 per share. Investors who bought $1,000 worth of HFQAX shares 5 years ago would now be looking at an investment worth $1,693.


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S&P 500 Index

Returns By Period

Janus Henderson Global Equity Income Fund (HFQAX) has returned 13.36% so far this year and 27.46% over the past 12 months. Over the last ten years, HFQAX has returned 8.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Janus Henderson Global Equity Income Fund

1D
0.25%
1M
2.38%
YTD
13.36%
6M
14.14%
1Y
27.46%
3Y*
17.68%
5Y*
11.10%
10Y*
8.69%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFQAX Monthly Returns History

Based on dividend-adjusted daily data since Dec 1, 2006, HFQAX's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +13.7%, while the worst month was Oct 2008 at -15.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HFQAX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.86%6.68%-7.14%3.94%1.26%1.75%13.36%
20253.98%3.83%0.07%1.71%3.98%3.27%0.15%2.63%0.96%0.57%2.28%2.90%29.61%
2024-0.99%0.66%3.70%-1.61%4.75%-1.06%2.28%2.23%1.33%-2.97%1.13%-2.49%6.86%
20235.18%-3.02%1.89%2.45%-4.78%3.75%2.33%-2.92%-2.74%-1.93%6.07%4.21%10.17%
20220.58%-2.01%0.63%-3.39%3.05%-8.88%2.68%-4.89%-8.11%7.60%10.42%-2.63%-6.59%
2021-0.60%1.52%3.66%1.17%3.62%-2.08%0.59%0.87%-4.10%3.67%-2.95%6.97%12.45%

Benchmark Metrics

Janus Henderson Global Equity Income Fund has an annualized alpha of -0.84%, beta of 0.70, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since December 01, 2006.

  • This fund participated in 83.93% of S&P 500 Index downside but only 69.67% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.70 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
-0.84%
Beta
0.70
0.72
Upside Capture
69.67%
Downside Capture
83.93%

Expense Ratio

HFQAX has a high expense ratio of 1.24%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HFQAX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HFQAX Risk / Return Rank: 6363
Overall Rank
HFQAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HFQAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
HFQAX Omega Ratio Rank: 7171
Omega Ratio Rank
HFQAX Calmar Ratio Rank: 5454
Calmar Ratio Rank
HFQAX Martin Ratio Rank: 4949
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) 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.


HFQAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

2.69

2.78

-0.10

Martin ratioReturn relative to average drawdown

9.58

12.44

-2.86

Dividends

Dividend History

Janus Henderson Global Equity Income Fund provided a 5.88% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 2 consecutive years.


6.00%6.50%7.00%7.50%8.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.48$0.48$0.48$0.48$0.48$0.48$0.48$0.48$0.48$0.48$0.48$0.48

Dividend yield

5.88%6.59%7.96%7.89%8.02%6.92%7.25%6.80%7.66%6.03%6.77%6.60%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Global Equity Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.00$0.00$0.00$0.09
2025$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2024$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2023$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2022$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2021$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48

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 Global Equity Income Fund. 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 Global Equity Income Fund was 52.77%, occurring on Mar 9, 2009. Recovery took 1141 trading sessions.

The current Janus Henderson Global Equity Income Fund drawdown is 0.61%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.77%Mar 2009
1y 4mo4y 6mo
5y 10moOct 2007 - Sep 2013
COVID crash2020
-34.79%Mar 2020
2y 1mo9mo 18d
2y 11moJan 2018 - Jan 2021
Bear market2022
-21.83%Sep 2022
8mo 12d1y 4mo
2y 1moJan 2022 - Feb 2024
2016 correction2016
-16.70%Feb 2016
8mo 25d1y 1mo
1y 9moMay 2015 - Mar 2017
2025 selloff2025
-12.20%Apr 2025
19d27d
1mo 16dMar 2025 - May 2025

Drawdown Indicators


HFQAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.77%

-56.78%

+4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-9.10%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-12.20%

-18.90%

+6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

-25.43%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

-33.92%

-0.87%

Current Drawdown

Current decline from peak

-0.61%

-1.80%

+1.19%

Average Drawdown

Average peak-to-trough decline

-10.84%

-10.71%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.03%

+0.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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