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Inception Date
May 2, 1994
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JDIAX Performance Chart

Janus Henderson Overseas Fund Class A (JDIAX) is up 14.6% since the beginning of the year. JDIAX is currently trading at $66 per share. Investors who bought $1,000 worth of JDIAX shares 5 years ago would now be looking at an investment worth $1,549.


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S&P 500 Index

Returns By Period

Janus Henderson Overseas Fund Class A (JDIAX) has returned 14.56% so far this year and 29.80% over the past 12 months. Over the last ten years, JDIAX has returned 11.57% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Janus Henderson Overseas Fund Class A

1D
0.91%
1M
8.40%
YTD
14.56%
6M
17.29%
1Y
29.80%
3Y*
17.29%
5Y*
9.15%
10Y*
11.57%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDIAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 25, 2005, JDIAX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 54% of months were positive and 46% were negative. The best month was Jan 2012 with a return of +17.6%, while the worst month was Oct 2008 at -22.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 10 months.

On a daily basis, JDIAX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.1%, while the worst single day was Dec 18, 2008 at -19.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.01%3.02%-8.38%6.06%7.16%0.75%14.56%
20253.45%3.15%-1.48%0.67%6.57%2.57%-1.35%3.86%3.56%0.48%1.21%2.80%28.33%
2024-0.69%3.67%5.26%-1.61%3.68%-1.10%2.35%1.37%-0.91%-4.28%-0.36%-1.46%5.64%
20238.85%-4.02%1.68%2.78%-4.88%3.71%2.95%-3.72%-4.03%-2.39%4.75%5.60%10.61%
2022-1.19%-2.50%-0.12%-5.69%2.97%-9.35%3.63%-3.99%-9.16%3.72%15.18%-0.47%-8.96%
2021-1.16%5.97%0.19%3.88%4.03%-1.13%-1.46%1.66%-1.79%2.94%-6.24%5.95%12.82%

Benchmark Metrics

Janus Henderson Overseas Fund Class A has an annualized alpha of -1.95%, beta of 0.92, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since January 26, 2005.

  • This fund participated in 114.69% of S&P 500 Index downside but only 98.85% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.92 and R2 of 0.66, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.95%
Beta
0.92
0.66
Upside Capture
98.85%
Downside Capture
114.69%

Expense Ratio

JDIAX has a high expense ratio of 1.16%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JDIAX ranks 54 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.


JDIAX Risk / Return Rank: 5454
Overall Rank
JDIAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JDIAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JDIAX Omega Ratio Rank: 5757
Omega Ratio Rank
JDIAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
JDIAX Martin Ratio Rank: 5454
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 Overseas Fund Class A (JDIAX) and compare them to S&P 500 Index.


JDIAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.20

2.24

-0.04

Sortino ratio

Return per unit of downside risk

3.14

3.07

+0.07

Omega ratio

Gain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratio

Return relative to maximum drawdown

2.70

2.93

-0.22

Martin ratio

Return relative to average drawdown

11.03

13.52

-2.50

Dividends

Dividend History

Janus Henderson Overseas Fund Class A provided a 0.85% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.56$0.56$0.62$0.61$0.54$0.35$0.24$0.58$0.24$0.50$0.21$1.13

Dividend yield

0.85%0.97%1.36%1.39%1.35%0.77%0.60%1.70%0.87%1.51%0.83%4.08%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35

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 Overseas Fund Class A. 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 Overseas Fund Class A was 67.61%, occurring on Mar 9, 2009. Recovery took 4141 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-67.61%Mar 2009
1y 4mo16y 5mo
17y 9moNov 2007 - Aug 2025
2006 bear market2006
-22.30%Jun 2006
1mo 4d4mo 15d
5mo 19dMay 2006 - Oct 2006
2007 correction2007
-12.78%Aug 2007
23d1mo 5d
1mo 28dJul 2007 - Sep 2007
2026 correction2026
-10.91%Mar 2026
28d18d
1mo 16dMar 2026 - Apr 2026
2005 pullback2005
-9.56%Apr 2005
1mo 11d3mo 3d
4mo 14dMar 2005 - Jul 2005

Drawdown Indicators


JDIAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-67.61%

-56.78%

-10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-9.10%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-18.90%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.03%

-25.43%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.72%

-33.92%

-2.80%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-32.72%

-10.72%

-22.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

1.97%

+0.70%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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