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Janus Henderson U.S. Dividend Income Fund Class D (JDDVX) Sharpe Ratio: 2.19

Mutual Fund · Currency in USD · Last updated Jun 25, 2026

Janus Henderson U.S. Dividend Income Fund Class D is an actively managed large-cap equity income fund seeking dividend yield and long-term capital growth by investing in high-quality U.S. companies with resilient and growing dividends.

JDDVX's Sharpe Ratio of 2.19 indicates that for each unit of volatility, it generates 2.19 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JDDVX Sharpe Ratio Rank

JDDVX Sharpe Ratio Rank: 77.377
Above Average

JDDVX ranks above 77.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

JDDVX Sharpe Ratio Market Positioning

The chart shows JDDVX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.18 or lower
  • Yellow zone (middle 50%): 1.18 to 2.13
  • Green zone (top 25%): 2.13 or higher
  • Top 1%: 4.03+
  • Median: 1.75 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Janus Henderson U.S. Dividend Income Fund Class D's Sharpe Ratio with other mutual funds in the Dividend category across multiple time periods, showing how JDDVX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FDGDXFidelity Advisor 529 Dividend Growth Portfolio Class D2.56
PMAIXPioneer Multi-Asset Income Fund A2.43
SVAAXFederated Hermes Strategic Value Dividend Fund Class A2.42
FDGFXFidelity Dividend Growth Fund2.35
EPDPXEuroPac International Dividend Income Fund Class A2.33
VIHAXVanguard International High Dividend Yield Index Fund Admiral Shares2.32
VHYAXVanguard High Dividend Yield Index Fund Admiral Shares2.22
CDDYXColumbia Dividend Income Fund Institutional 3 Class2.21
OIEJXJPMorgan Equity Income Fund R62.19
JDDVXJanus Henderson U.S. Dividend Income Fund Class D2.19

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JDDVX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JDDVX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does JDDVX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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