HDDVX vs. HDQVX
Compare and contrast key facts about Janus Henderson International Dividend Fund Class D (HDDVX) and Janus Henderson International Dividend Fund Class S (HDQVX).
HDDVX is an actively managed fund by Janus Henderson. It was launched on Jun 5, 2017. HDQVX is an actively managed fund by Janus Henderson. It was launched on Aug 1, 2012.
Performance
HDDVX vs. HDQVX - Performance Comparison
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HDDVX vs. HDQVX - 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% |
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
The year-to-date returns for both stocks are quite close, with HDDVX having a -0.71% return and HDQVX slightly lower at -0.72%.
HDDVX
- 1D
- 0.33%
- 1M
- -11.02%
- YTD
- -0.71%
- 6M
- 2.82%
- 1Y
- 19.38%
- 3Y*
- 14.88%
- 5Y*
- 10.13%
- 10Y*
- —
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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HDDVX vs. HDQVX - Expense Ratio Comparison
HDDVX has a 0.90% expense ratio, which is lower than HDQVX's 1.27% expense ratio.
Return for Risk
HDDVX vs. HDQVX — Risk / Return Rank
HDDVX
HDQVX
HDDVX vs. HDQVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson International Dividend Fund Class D (HDDVX) 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.
| HDDVX | HDQVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.26 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.62 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.51 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.72 | 5.67 | +0.05 |
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 | HDQVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.26 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.76 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.61 | +0.01 |
Correlation
The correlation between HDDVX and HDQVX is 1.00, 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
HDDVX vs. HDQVX - Dividend Comparison
HDDVX's dividend yield for the trailing twelve months is around 7.29%, which matches HDQVX's 7.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
HDDVX vs. HDQVX - Drawdown Comparison
The maximum HDDVX drawdown since its inception was -28.60%, roughly equal to the maximum HDQVX drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for HDDVX and HDQVX.
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Drawdown Indicators
| HDDVX | HDQVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.60% | -28.56% | -0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -11.33% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -22.94% | -0.05% |
Current DrawdownCurrent decline from peak | -11.02% | -11.03% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -4.57% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.02% | 0.00% |
Volatility
HDDVX vs. HDQVX - Volatility Comparison
Janus Henderson International Dividend Fund Class D (HDDVX) and Janus Henderson International Dividend Fund Class S (HDQVX) have volatilities of 6.44% and 6.43%, 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
| HDDVX | HDQVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 6.43% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 9.77% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 14.56% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 13.39% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.77% | 13.77% | 0.00% |