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Janus Henderson Overseas Fund Class A (JDIAX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

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


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S&P 500 Index

Returns By Period

Janus Henderson Overseas Fund Class A (JDIAX) has returned -2.70% so far this year and 18.78% over the past 12 months. Over the last ten years, JDIAX has returned 9.74% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Janus Henderson Overseas Fund Class A

1D
-0.18%
1M
-10.91%
YTD
-2.70%
6M
1.73%
1Y
18.78%
3Y*
11.16%
5Y*
7.38%
10Y*
9.74%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 25, 2005, JDIAX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 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%-10.91%-2.70%
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 -1.94%, 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 114.52% of S&P 500 Index downside but only 99.24% 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
-1.94%
Beta
0.92
0.66
Upside Capture
99.24%
Downside Capture
114.52%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JDIAX ranks 58 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: 5858
Overall Rank
JDIAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JDIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
JDIAX Omega Ratio Rank: 6464
Omega Ratio Rank
JDIAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
JDIAX Martin Ratio Rank: 5555
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 a chosen benchmark (S&P 500 Index).


JDIAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.90

+0.29

Sortino ratio

Return per unit of downside risk

1.55

1.39

+0.17

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.25

1.40

-0.15

Martin ratio

Return relative to average drawdown

5.41

6.61

-1.20

Explore JDIAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Janus Henderson Overseas Fund Class A provided a 1.00% 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

1.00%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
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.

The current Janus Henderson Overseas Fund Class A drawdown is 10.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.61%Nov 1, 2007339Mar 9, 20094141Aug 22, 20254480
-22.3%May 10, 200624Jun 13, 200695Oct 26, 2006119
-12.78%Jul 24, 200718Aug 16, 200724Sep 20, 200742
-10.91%Mar 2, 202621Mar 30, 2026
-9.56%Mar 8, 200529Apr 18, 200565Jul 20, 200594

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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