HDDVX vs. EXG
Compare and contrast key facts about Janus Henderson International Dividend Fund Class D (HDDVX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
HDDVX is an actively managed fund by Janus Henderson. It was launched on Jun 5, 2017. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
HDDVX vs. EXG - Performance Comparison
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HDDVX vs. EXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDDVX Janus Henderson International Dividend Fund Class D | -0.71% | 29.23% | 8.73% | 17.97% | -8.67% | 11.66% | 5.15% | 18.72% | -9.14% | 6.86% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | -7.20% | 27.79% | 16.04% | 11.46% | -22.24% | 31.53% | 10.19% | 28.71% | -12.09% | 8.90% |
Returns By Period
In the year-to-date period, HDDVX achieves a -0.71% return, which is significantly higher than EXG's -7.20% return.
HDDVX
- 1D
- 0.33%
- 1M
- -11.02%
- YTD
- -0.71%
- 6M
- 2.82%
- 1Y
- 19.38%
- 3Y*
- 14.88%
- 5Y*
- 10.13%
- 10Y*
- —
EXG
- 1D
- 4.59%
- 1M
- -9.69%
- YTD
- -7.20%
- 6M
- -0.71%
- 1Y
- 16.23%
- 3Y*
- 13.21%
- 5Y*
- 7.59%
- 10Y*
- 9.69%
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HDDVX vs. EXG - Expense Ratio Comparison
HDDVX has a 0.90% expense ratio, which is lower than EXG's 1.07% expense ratio.
Return for Risk
HDDVX vs. EXG — Risk / Return Rank
HDDVX
EXG
HDDVX vs. EXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson International Dividend Fund Class D (HDDVX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG). 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.
| HDDVX | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.89 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.37 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.12 | +0.41 |
Martin ratioReturn relative to average drawdown | 5.72 | 5.00 | +0.72 |
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
| HDDVX | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.89 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.44 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.29 | +0.33 |
Correlation
The correlation between HDDVX and EXG 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
HDDVX vs. EXG - Dividend Comparison
HDDVX's dividend yield for the trailing twelve months is around 7.29%, less than EXG's 9.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDDVX Janus Henderson International Dividend Fund Class D | 7.29% | 7.61% | 6.50% | 3.08% | 4.12% | 4.58% | 3.22% | 3.15% | 4.12% | 2.32% | 0.00% | 0.00% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | 9.10% | 8.27% | 9.27% | 8.60% | 10.59% | 7.27% | 8.43% | 8.42% | 12.23% | 9.84% | 12.16% | 11.02% |
Drawdowns
HDDVX vs. EXG - Drawdown Comparison
The maximum HDDVX drawdown since its inception was -28.60%, smaller than the maximum EXG drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for HDDVX and EXG.
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Drawdown Indicators
| HDDVX | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.60% | -58.45% | +29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -14.28% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -27.82% | +4.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.36% | — |
Current DrawdownCurrent decline from peak | -11.02% | -10.34% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -9.68% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.19% | -0.17% |
Volatility
HDDVX vs. EXG - Volatility Comparison
The current volatility for Janus Henderson International Dividend Fund Class D (HDDVX) is 6.44%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.18%. This indicates that HDDVX experiences smaller price fluctuations and is considered to be less risky than EXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDDVX | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 7.18% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 10.46% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 18.24% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 17.35% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.77% | 19.93% | -6.16% |