GLV vs. HDQVX
Compare and contrast key facts about Clough Global Dividend and Income Fund (GLV) and Janus Henderson International Dividend Fund Class S (HDQVX).
GLV is managed by Clough Capital. It was launched on Jul 28, 2004. HDQVX is an actively managed fund by Janus Henderson. It was launched on Aug 1, 2012.
Performance
GLV vs. HDQVX - Performance Comparison
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GLV vs. HDQVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLV Clough Global Dividend and Income Fund | 1.90% | 23.01% | 17.85% | -8.45% | -31.93% | 14.47% | 7.91% | 22.40% | -16.22% | 3.57% |
HDQVX Janus Henderson International Dividend Fund Class S | -0.72% | 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, GLV achieves a 1.90% return, which is significantly higher than HDQVX's -0.72% return.
GLV
- 1D
- 1.72%
- 1M
- -5.60%
- YTD
- 1.90%
- 6M
- 4.97%
- 1Y
- 20.93%
- 3Y*
- 13.30%
- 5Y*
- -2.15%
- 10Y*
- 4.82%
HDQVX
- 1D
- 0.33%
- 1M
- -11.03%
- YTD
- -0.72%
- 6M
- 2.78%
- 1Y
- 19.22%
- 3Y*
- 14.76%
- 5Y*
- 10.07%
- 10Y*
- —
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GLV vs. HDQVX - Expense Ratio Comparison
GLV has a 0.02% expense ratio, which is lower than HDQVX's 1.27% expense ratio.
Return for Risk
GLV vs. HDQVX — Risk / Return Rank
GLV
HDQVX
GLV vs. HDQVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clough Global Dividend and Income Fund (GLV) 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.
| GLV | HDQVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.26 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.62 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.51 | +1.09 |
Martin ratioReturn relative to average drawdown | 8.53 | 5.67 | +2.86 |
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
| GLV | HDQVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.26 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.76 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.61 | -0.40 |
Correlation
The correlation between GLV and HDQVX is 0.51, 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
GLV vs. HDQVX - Dividend Comparison
GLV's dividend yield for the trailing twelve months is around 10.86%, more than HDQVX's 7.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLV Clough Global Dividend and Income Fund | 10.86% | 10.57% | 11.64% | 13.92% | 16.99% | 10.82% | 11.67% | 11.17% | 13.68% | 10.00% | 11.26% | 10.69% |
HDQVX Janus Henderson International Dividend Fund Class S | 7.22% | 7.52% | 6.41% | 2.94% | 4.25% | 4.63% | 3.29% | 3.26% | 4.24% | 2.16% | 0.00% | 0.00% |
Drawdowns
GLV vs. HDQVX - Drawdown Comparison
The maximum GLV drawdown since its inception was -61.66%, which is greater than HDQVX's maximum drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for GLV and HDQVX.
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Drawdown Indicators
| GLV | HDQVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.66% | -28.56% | -33.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -11.33% | +3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -47.37% | -22.94% | -24.43% |
Max Drawdown (10Y)Largest decline over 10 years | -47.37% | — | — |
Current DrawdownCurrent decline from peak | -14.28% | -11.03% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -14.93% | -4.57% | -10.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 3.02% | -0.48% |
Volatility
GLV vs. HDQVX - Volatility Comparison
The current volatility for Clough Global Dividend and Income Fund (GLV) is 5.45%, while Janus Henderson International Dividend Fund Class S (HDQVX) has a volatility of 6.43%. This indicates that GLV experiences smaller price fluctuations and is considered to be less risky 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
| GLV | HDQVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 6.43% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 9.77% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 14.56% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 13.39% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 13.77% | +6.05% |