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GLV vs. HFQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLV vs. HFQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Dividend and Income Fund (GLV) and Janus Henderson Global Equity Income Fund Class T (HFQTX). The values are adjusted to include any dividend payments, if applicable.

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GLV vs. HFQTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HFQTX
Janus Henderson Global Equity Income Fund Class T
3.72%29.80%7.08%10.40%-6.41%12.85%1.59%21.13%-15.74%7.75%

Returns By Period

In the year-to-date period, GLV achieves a 1.90% return, which is significantly lower than HFQTX's 3.72% 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%

HFQTX

1D
0.27%
1M
-9.06%
YTD
3.72%
6M
9.87%
1Y
24.70%
3Y*
15.31%
5Y*
9.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLV vs. HFQTX - Expense Ratio Comparison

GLV has a 0.02% expense ratio, which is lower than HFQTX's 0.95% expense ratio.


Return for Risk

GLV vs. HFQTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLV
GLV Risk / Return Rank: 8080
Overall Rank
GLV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GLV Sortino Ratio Rank: 7777
Sortino Ratio Rank
GLV Omega Ratio Rank: 7575
Omega Ratio Rank
GLV Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLV Martin Ratio Rank: 8484
Martin Ratio Rank

HFQTX
HFQTX Risk / Return Rank: 8787
Overall Rank
HFQTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HFQTX Sortino Ratio Rank: 8787
Sortino Ratio Rank
HFQTX Omega Ratio Rank: 8888
Omega Ratio Rank
HFQTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
HFQTX Martin Ratio Rank: 8585
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.

GLV vs. HFQTX - 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 Global Equity Income Fund Class T (HFQTX). 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.


GLVHFQTXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.89

-0.54

Sortino ratio

Return per unit of downside risk

1.94

2.36

-0.42

Omega ratio

Gain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

2.61

2.27

+0.34

Martin ratio

Return relative to average drawdown

8.53

8.88

-0.34

GLV vs. HFQTX - Sharpe Ratio Comparison

The current GLV Sharpe Ratio is 1.35, which is comparable to the HFQTX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of GLV and HFQTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLVHFQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.89

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.78

-0.90

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

0.50

-0.29

Correlation

The correlation between GLV and HFQTX is 0.50, 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. HFQTX - Dividend Comparison

GLV's dividend yield for the trailing twelve months is around 10.86%, more than HFQTX's 5.24% yield.


TTM20252024202320222021202020192018201720162015
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%
HFQTX
Janus Henderson Global Equity Income Fund Class T
5.24%6.80%8.18%8.08%8.26%7.10%7.47%6.99%7.85%5.06%0.00%0.00%

Drawdowns

GLV vs. HFQTX - Drawdown Comparison

The maximum GLV drawdown since its inception was -61.66%, which is greater than HFQTX's maximum drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for GLV and HFQTX.


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Drawdown Indicators


GLVHFQTXDifference

Max Drawdown

Largest peak-to-trough decline

-61.66%

-34.53%

-27.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-10.02%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-21.72%

-25.65%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

Current Drawdown

Current decline from peak

-14.28%

-9.06%

-5.22%

Average Drawdown

Average peak-to-trough decline

-14.93%

-5.81%

-9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.63%

-0.09%

Volatility

GLV vs. HFQTX - Volatility Comparison

Clough Global Dividend and Income Fund (GLV) and Janus Henderson Global Equity Income Fund Class T (HFQTX) have volatilities of 5.45% and 5.33%, 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


GLVHFQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.33%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

8.25%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

12.81%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

12.83%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

14.87%

+4.95%