CIHIX vs. HFQAX
Compare and contrast key facts about Cullen International High Dividend Fund (CIHIX) and Janus Henderson Global Equity Income Fund (HFQAX).
CIHIX is managed by Cullen Funds Trust. It was launched on Dec 14, 2005. HFQAX is managed by Janus Henderson. It was launched on Nov 29, 2006.
Performance
CIHIX vs. HFQAX - Performance Comparison
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CIHIX vs. HFQAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIHIX Cullen International High Dividend Fund | 2.88% | 29.49% | 4.12% | 17.81% | -11.99% | 11.24% | 3.07% | 21.30% | -15.62% | 17.99% |
HFQAX Janus Henderson Global Equity Income Fund | 3.70% | 29.61% | 6.86% | 10.17% | -6.59% | 12.45% | 1.66% | 20.87% | -15.86% | 19.14% |
Returns By Period
In the year-to-date period, CIHIX achieves a 2.88% return, which is significantly lower than HFQAX's 3.70% return. Over the past 10 years, CIHIX has underperformed HFQAX with an annualized return of 7.36%, while HFQAX has yielded a comparatively higher 7.86% annualized return.
CIHIX
- 1D
- 0.21%
- 1M
- -8.70%
- YTD
- 2.88%
- 6M
- 7.31%
- 1Y
- 21.38%
- 3Y*
- 15.76%
- 5Y*
- 8.65%
- 10Y*
- 7.36%
HFQAX
- 1D
- 0.27%
- 1M
- -9.03%
- YTD
- 3.70%
- 6M
- 9.77%
- 1Y
- 24.42%
- 3Y*
- 15.04%
- 5Y*
- 9.71%
- 10Y*
- 7.86%
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CIHIX vs. HFQAX - Expense Ratio Comparison
CIHIX has a 1.00% expense ratio, which is lower than HFQAX's 1.24% expense ratio.
Return for Risk
CIHIX vs. HFQAX — Risk / Return Rank
CIHIX
HFQAX
CIHIX vs. HFQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen International High Dividend Fund (CIHIX) and Janus Henderson Global Equity Income Fund (HFQAX). 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.
| CIHIX | HFQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.88 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.36 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.25 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.78 | 8.84 | -2.06 |
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
| CIHIX | HFQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.88 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.76 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.54 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.30 | +0.01 |
Correlation
The correlation between CIHIX and HFQAX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CIHIX vs. HFQAX - Dividend Comparison
CIHIX's dividend yield for the trailing twelve months is around 3.98%, less than HFQAX's 5.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIHIX Cullen International High Dividend Fund | 3.98% | 3.18% | 5.22% | 4.04% | 1.16% | 3.01% | 2.22% | 3.54% | 3.13% | 3.35% | 3.09% | 2.93% |
HFQAX Janus Henderson Global Equity Income Fund | 5.10% | 6.59% | 7.96% | 7.89% | 8.02% | 6.92% | 7.25% | 6.80% | 7.66% | 6.03% | 6.77% | 6.60% |
Drawdowns
CIHIX vs. HFQAX - Drawdown Comparison
The maximum CIHIX drawdown since its inception was -59.67%, which is greater than HFQAX's maximum drawdown of -52.77%. Use the drawdown chart below to compare losses from any high point for CIHIX and HFQAX.
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Drawdown Indicators
| CIHIX | HFQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.67% | -52.77% | -6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -10.11% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -21.83% | -5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.18% | -34.79% | +0.61% |
Current DrawdownCurrent decline from peak | -8.70% | -9.03% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -14.65% | -10.93% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.62% | +0.22% |
Volatility
CIHIX vs. HFQAX - Volatility Comparison
Cullen International High Dividend Fund (CIHIX) and Janus Henderson Global Equity Income Fund (HFQAX) have volatilities of 5.30% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIHIX | HFQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 5.26% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 8.21% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 12.81% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 12.88% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.41% | 14.68% | -0.27% |