AGD vs. HDQVX
Compare and contrast key facts about abrdn Global Dynamic Dividend Fund (AGD) and Janus Henderson International Dividend Fund Class S (HDQVX).
AGD is an actively managed fund by abrdn. It was launched on May 11, 2006. HDQVX is an actively managed fund by Janus Henderson. It was launched on Aug 1, 2012.
Performance
AGD vs. HDQVX - Performance Comparison
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AGD vs. HDQVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGD abrdn Global Dynamic Dividend Fund | -2.84% | 34.31% | 16.39% | 7.36% | -15.31% | 23.74% | 9.49% | 32.49% | -14.98% | 9.08% |
HDQVX Janus Henderson International Dividend Fund Class S | 1.33% | 29.00% | 8.58% | 18.06% | -8.69% | 11.67% | 5.11% | 18.91% | -9.41% | 6.69% |
Returns By Period
In the year-to-date period, AGD achieves a -2.84% return, which is significantly lower than HDQVX's 1.33% return.
AGD
- 1D
- 1.85%
- 1M
- -11.01%
- YTD
- -2.84%
- 6M
- -13.16%
- 1Y
- 24.58%
- 3Y*
- 17.44%
- 5Y*
- 9.25%
- 10Y*
- 11.91%
HDQVX
- 1D
- 2.06%
- 1M
- -7.23%
- YTD
- 1.33%
- 6M
- 3.88%
- 1Y
- 21.23%
- 3Y*
- 15.54%
- 5Y*
- 10.35%
- 10Y*
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AGD vs. HDQVX - Expense Ratio Comparison
AGD has a 1.14% expense ratio, which is lower than HDQVX's 1.27% expense ratio.
Return for Risk
AGD vs. HDQVX — Risk / Return Rank
AGD
HDQVX
AGD vs. HDQVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Global Dynamic Dividend Fund (AGD) and Janus Henderson International Dividend Fund Class S (HDQVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGD | HDQVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.49 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.89 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.82 | -0.62 |
Martin ratioReturn relative to average drawdown | 2.68 | 6.78 | -4.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGD | HDQVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.49 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.78 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.62 | -0.48 |
Correlation
The correlation between AGD and HDQVX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AGD vs. HDQVX - Dividend Comparison
AGD's dividend yield for the trailing twelve months is around 12.36%, more than HDQVX's 7.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGD abrdn Global Dynamic Dividend Fund | 12.36% | 11.41% | 10.46% | 8.35% | 8.25% | 6.45% | 7.47% | 7.50% | 9.17% | 7.22% | 8.89% | 8.77% |
HDQVX Janus Henderson International Dividend Fund Class S | 7.07% | 7.52% | 6.41% | 2.94% | 4.25% | 4.63% | 3.29% | 3.26% | 4.24% | 2.16% | 0.00% | 0.00% |
Drawdowns
AGD vs. HDQVX - Drawdown Comparison
The maximum AGD drawdown since its inception was -76.36%, which is greater than HDQVX's maximum drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for AGD and HDQVX.
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Drawdown Indicators
| AGD | HDQVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.36% | -28.56% | -47.80% |
Max Drawdown (1Y)Largest decline over 1 year | -20.25% | -11.33% | -8.92% |
Max Drawdown (5Y)Largest decline over 5 years | -28.16% | -22.94% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -44.12% | — | — |
Current DrawdownCurrent decline from peak | -15.98% | -9.20% | -6.78% |
Average DrawdownAverage peak-to-trough decline | -30.11% | -4.57% | -25.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 3.05% | +6.03% |
Volatility
AGD vs. HDQVX - Volatility Comparison
abrdn Global Dynamic Dividend Fund (AGD) has a higher volatility of 10.72% compared to Janus Henderson International Dividend Fund Class S (HDQVX) at 6.70%. This indicates that AGD's price experiences larger fluctuations and is considered to be riskier than HDQVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGD | HDQVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.72% | 6.70% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.09% | 9.96% | +12.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.00% | 14.66% | +11.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 13.42% | +5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 13.78% | +5.76% |