PortfoliosLab logo
Janus Henderson Global Equity Income Fund (HFQAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US47103X5344

CUSIP

47103X534

Inception Date

Nov 29, 2006

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus Henderson Global Equity Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
138.16%
304.39%
HFQAX (Janus Henderson Global Equity Income Fund)
Benchmark (^GSPC)

Returns By Period

Janus Henderson Global Equity Income Fund (HFQAX) returned 10.56% year-to-date (YTD) and 12.86% over the past 12 months. Over the past 10 years, HFQAX returned 5.05% annually, underperforming the S&P 500 benchmark at 10.43%.


HFQAX

YTD

10.56%

1M

13.67%

6M

7.97%

1Y

12.86%

5Y*

11.33%

10Y*

5.05%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of HFQAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.98%3.83%0.07%1.71%0.61%10.56%
2024-0.99%0.66%3.71%-1.61%4.75%-1.05%2.28%2.23%1.34%-2.97%1.13%-2.50%6.87%
20235.18%-3.02%1.89%2.45%-4.78%3.76%2.32%-2.92%-2.73%-1.93%6.07%4.21%10.19%
20220.58%-2.01%0.63%-3.39%3.05%-8.87%2.68%-4.89%-8.10%7.60%10.42%-2.64%-6.58%
2021-0.60%1.52%3.66%1.17%3.62%-2.07%0.59%0.87%-4.09%3.67%-2.95%6.97%12.46%
2020-2.27%-8.26%-13.81%6.16%2.81%2.86%3.60%1.98%-2.64%-3.39%13.68%3.74%1.68%
20196.54%1.95%0.96%2.21%-5.92%4.81%-1.35%-1.83%3.84%2.89%1.62%4.02%20.88%
20182.76%-5.49%0.07%1.96%-3.72%-1.27%3.60%-2.54%-0.46%-5.31%0.59%-6.68%-15.85%
20171.26%1.53%1.84%1.63%4.14%-0.61%2.91%0.51%1.12%0.51%1.15%1.72%19.15%
2016-2.89%-0.99%5.68%1.37%0.27%-2.27%3.26%0.27%-0.16%-2.78%-0.86%4.14%4.74%
20151.16%4.84%-2.26%3.32%-0.25%-3.39%1.61%-5.75%-2.49%5.87%-0.86%-1.61%-0.47%
2014-4.53%5.50%-0.41%2.59%1.42%0.33%-1.47%0.69%-4.59%0.74%0.94%-2.61%-1.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, HFQAX is among the top 18% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HFQAX is 8282
Overall Rank
The Sharpe Ratio Rank of HFQAX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of HFQAX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of HFQAX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of HFQAX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of HFQAX is 8484
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Janus Henderson Global Equity Income Fund Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 1.00
  • 5-Year: 0.81
  • 10-Year: 0.34
  • All Time: 0.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Janus Henderson Global Equity Income Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.00
0.48
HFQAX (Janus Henderson Global Equity Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Janus Henderson Global Equity Income Fund provided a 7.32% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 7 consecutive years.


6.00%6.50%7.00%7.50%8.00%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
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

7.32%7.98%7.90%8.03%6.93%7.27%6.81%7.67%6.04%6.77%6.62%6.20%

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
2025$0.00$0.00$0.10$0.00$0.00$0.10
2024$0.00$0.00$0.10$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$0.10$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$0.10$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$0.10$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2020$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2019$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2018$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2017$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2016$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.10$0.48
2015$0.02$0.03$0.05$0.07$0.07$0.05$0.03$0.05$0.04$0.02$0.05$0.03$0.48
2014$0.02$0.03$0.05$0.07$0.07$0.05$0.03$0.05$0.04$0.02$0.05$0.03$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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.90%
-7.82%
HFQAX (Janus Henderson Global Equity Income Fund)
Benchmark (^GSPC)

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 48.93%, occurring on Mar 9, 2009. Recovery took 1039 trading sessions.

The current Janus Henderson Global Equity Income Fund drawdown is 0.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.93%Nov 1, 2007338Mar 9, 20091039Apr 25, 20131377
-34.78%Jan 30, 2018540Mar 23, 2020199Jan 5, 2021739
-21.82%Jan 18, 2022175Sep 27, 2022353Feb 23, 2024528
-16.69%May 22, 2015183Feb 11, 2016275Mar 16, 2017458
-12.2%Mar 20, 202514Apr 8, 202518May 5, 202532

Volatility

Volatility Chart

The current Janus Henderson Global Equity Income Fund volatility is 4.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.58%
11.21%
HFQAX (Janus Henderson Global Equity Income Fund)
Benchmark (^GSPC)