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HDIVX vs. JANIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDIVX vs. JANIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Dividend & Income Builder Fund (HDIVX) and Janus Henderson Triton Fund (JANIX). The values are adjusted to include any dividend payments, if applicable.

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HDIVX vs. JANIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDIVX
Janus Henderson Dividend & Income Builder Fund
-0.71%29.24%8.84%18.06%-8.70%11.73%5.20%18.85%-9.07%17.78%
JANIX
Janus Henderson Triton Fund
-5.08%9.66%10.40%14.68%-23.65%6.76%28.56%28.42%-5.15%27.01%

Returns By Period

In the year-to-date period, HDIVX achieves a -0.71% return, which is significantly higher than JANIX's -5.08% return. Both investments have delivered pretty close results over the past 10 years, with HDIVX having a 8.84% annualized return and JANIX not far ahead at 8.94%.


HDIVX

1D
0.33%
1M
-11.00%
YTD
-0.71%
6M
2.87%
1Y
19.41%
3Y*
14.93%
5Y*
10.16%
10Y*
8.84%

JANIX

1D
-1.03%
1M
-9.04%
YTD
-5.08%
6M
-0.60%
1Y
11.78%
3Y*
7.38%
5Y*
1.33%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDIVX vs. JANIX - Expense Ratio Comparison

HDIVX has a 0.95% expense ratio, which is higher than JANIX's 0.78% expense ratio.


Return for Risk

HDIVX vs. JANIX — Risk / Return Rank

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

HDIVX
HDIVX Risk / Return Rank: 6666
Overall Rank
HDIVX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HDIVX Sortino Ratio Rank: 6565
Sortino Ratio Rank
HDIVX Omega Ratio Rank: 6767
Omega Ratio Rank
HDIVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
HDIVX Martin Ratio Rank: 6060
Martin Ratio Rank

JANIX
JANIX Risk / Return Rank: 2323
Overall Rank
JANIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JANIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
JANIX Omega Ratio Rank: 2020
Omega Ratio Rank
JANIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JANIX Martin Ratio Rank: 2626
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.

HDIVX vs. JANIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Dividend & Income Builder Fund (HDIVX) and Janus Henderson Triton Fund (JANIX). 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.


HDIVXJANIXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.54

+0.74

Sortino ratio

Return per unit of downside risk

1.64

0.91

+0.73

Omega ratio

Gain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratio

Return relative to maximum drawdown

1.53

0.67

+0.86

Martin ratio

Return relative to average drawdown

5.75

2.82

+2.94

HDIVX vs. JANIX - Sharpe Ratio Comparison

The current HDIVX Sharpe Ratio is 1.28, which is higher than the JANIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of HDIVX and JANIX, 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


HDIVXJANIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.54

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.07

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.44

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.45

+0.24

Correlation

The correlation between HDIVX and JANIX is 0.71, 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

HDIVX vs. JANIX - Dividend Comparison

HDIVX's dividend yield for the trailing twelve months is around 7.28%, less than JANIX's 11.83% yield.


TTM20252024202320222021202020192018201720162015
HDIVX
Janus Henderson Dividend & Income Builder Fund
7.28%7.60%6.54%3.11%4.14%4.59%3.26%3.20%4.19%2.76%3.12%3.02%
JANIX
Janus Henderson Triton Fund
11.83%11.23%7.57%7.15%6.24%20.40%4.12%4.26%7.50%5.08%2.74%7.76%

Drawdowns

HDIVX vs. JANIX - Drawdown Comparison

The maximum HDIVX drawdown since its inception was -28.56%, smaller than the maximum JANIX drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for HDIVX and JANIX.


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Drawdown Indicators


HDIVXJANIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.56%

-62.76%

+34.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-13.22%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-31.80%

+8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

-39.70%

+11.14%

Current Drawdown

Current decline from peak

-11.00%

-11.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-3.80%

-10.10%

+6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.14%

-0.13%

Volatility

HDIVX vs. JANIX - Volatility Comparison

Janus Henderson Dividend & Income Builder Fund (HDIVX) has a higher volatility of 6.45% compared to Janus Henderson Triton Fund (JANIX) at 6.07%. This indicates that HDIVX's price experiences larger fluctuations and is considered to be riskier than JANIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDIVXJANIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

6.07%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

11.33%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

20.13%

-5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

19.45%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

20.50%

-7.12%