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HDDVX vs. IGD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDDVX vs. IGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson International Dividend Fund Class D (HDDVX) and Voya Global Equity Dividend and Premium Opportunity Fund (IGD). The values are adjusted to include any dividend payments, if applicable.

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HDDVX vs. IGD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IGD
Voya Global Equity Dividend and Premium Opportunity Fund
1.36%18.22%22.44%1.00%-5.01%29.11%-7.25%16.91%-16.19%10.00%

Returns By Period

In the year-to-date period, HDDVX achieves a -0.71% return, which is significantly lower than IGD's 1.36% return.


HDDVX

1D
0.33%
1M
-11.02%
YTD
-0.71%
6M
2.82%
1Y
19.38%
3Y*
14.88%
5Y*
10.13%
10Y*

IGD

1D
1.79%
1M
-4.20%
YTD
1.36%
6M
1.19%
1Y
10.53%
3Y*
15.70%
5Y*
10.28%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDDVX vs. IGD - Expense Ratio Comparison

HDDVX has a 0.90% expense ratio, which is higher than IGD's 0.02% expense ratio.


Return for Risk

HDDVX vs. IGD — Risk / Return Rank

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

HDDVX
HDDVX Risk / Return Rank: 6464
Overall Rank
HDDVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HDDVX Sortino Ratio Rank: 6363
Sortino Ratio Rank
HDDVX Omega Ratio Rank: 6464
Omega Ratio Rank
HDDVX Calmar Ratio Rank: 6565
Calmar Ratio Rank
HDDVX Martin Ratio Rank: 5959
Martin Ratio Rank

IGD
IGD Risk / Return Rank: 3333
Overall Rank
IGD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGD Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGD Omega Ratio Rank: 2626
Omega Ratio Rank
IGD Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGD Martin Ratio Rank: 4747
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.

HDDVX vs. IGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson International Dividend Fund Class D (HDDVX) and Voya Global Equity Dividend and Premium Opportunity Fund (IGD). 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.


HDDVXIGDDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.70

+0.58

Sortino ratio

Return per unit of downside risk

1.63

1.03

+0.61

Omega ratio

Gain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratio

Return relative to maximum drawdown

1.53

1.01

+0.52

Martin ratio

Return relative to average drawdown

5.72

4.73

+0.99

HDDVX vs. IGD - Sharpe Ratio Comparison

The current HDDVX Sharpe Ratio is 1.27, which is higher than the IGD Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of HDDVX and IGD, 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


HDDVXIGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.70

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.71

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.23

+0.38

Correlation

The correlation between HDDVX and IGD is 0.59, 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. IGD - Dividend Comparison

HDDVX's dividend yield for the trailing twelve months is around 7.29%, less than IGD's 11.40% yield.


TTM20252024202320222021202020192018201720162015
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%
IGD
Voya Global Equity Dividend and Premium Opportunity Fund
11.40%11.36%11.44%9.66%8.87%7.73%9.20%10.47%12.49%9.45%13.23%13.03%

Drawdowns

HDDVX vs. IGD - Drawdown Comparison

The maximum HDDVX drawdown since its inception was -28.60%, smaller than the maximum IGD drawdown of -59.29%. Use the drawdown chart below to compare losses from any high point for HDDVX and IGD.


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Drawdown Indicators


HDDVXIGDDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-59.29%

+30.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-10.70%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-15.81%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

Current Drawdown

Current decline from peak

-11.02%

-4.52%

-6.50%

Average Drawdown

Average peak-to-trough decline

-4.51%

-9.96%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.35%

+0.67%

Volatility

HDDVX vs. IGD - Volatility Comparison

Janus Henderson International Dividend Fund Class D (HDDVX) has a higher volatility of 6.44% compared to Voya Global Equity Dividend and Premium Opportunity Fund (IGD) at 5.62%. This indicates that HDDVX's price experiences larger fluctuations and is considered to be riskier than IGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDDVXIGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

5.62%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

8.89%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.54%

15.22%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

14.48%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.77%

16.61%

-2.84%