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HDIVX vs. JGLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDIVX vs. JGLTX - 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 VIT Global Technology and Innovation Portfolio (JGLTX). The values are adjusted to include any dividend payments, if applicable.

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HDIVX vs. JGLTX - 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%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
-10.57%25.19%32.10%54.55%-36.42%18.28%50.42%45.29%1.17%45.17%

Returns By Period

In the year-to-date period, HDIVX achieves a -0.71% return, which is significantly higher than JGLTX's -10.57% return. Over the past 10 years, HDIVX has underperformed JGLTX with an annualized return of 8.84%, while JGLTX has yielded a comparatively higher 20.23% annualized return.


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%

JGLTX

1D
-1.43%
1M
-10.72%
YTD
-10.57%
6M
-9.78%
1Y
24.46%
3Y*
23.30%
5Y*
11.02%
10Y*
20.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDIVX vs. JGLTX - Expense Ratio Comparison

HDIVX has a 0.95% expense ratio, which is higher than JGLTX's 0.72% expense ratio.


Return for Risk

HDIVX vs. JGLTX — 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

JGLTX
JGLTX Risk / Return Rank: 5151
Overall Rank
JGLTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JGLTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JGLTX Omega Ratio Rank: 5050
Omega Ratio Rank
JGLTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JGLTX Martin Ratio Rank: 4444
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. JGLTX - 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 VIT Global Technology and Innovation Portfolio (JGLTX). 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.


HDIVXJGLTXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.95

+0.32

Sortino ratio

Return per unit of downside risk

1.64

1.46

+0.17

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.53

1.29

+0.25

Martin ratio

Return relative to average drawdown

5.75

4.44

+1.31

HDIVX vs. JGLTX - Sharpe Ratio Comparison

The current HDIVX Sharpe Ratio is 1.28, which is higher than the JGLTX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of HDIVX and JGLTX, 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


HDIVXJGLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.95

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.43

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.84

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.29

+0.40

Correlation

The correlation between HDIVX and JGLTX is 0.69, 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

HDIVX vs. JGLTX - Dividend Comparison

HDIVX's dividend yield for the trailing twelve months is around 7.28%, less than JGLTX's 10.04% 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%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
10.04%8.98%0.00%0.00%26.96%14.48%7.71%6.81%4.95%5.68%3.71%16.11%

Drawdowns

HDIVX vs. JGLTX - Drawdown Comparison

The maximum HDIVX drawdown since its inception was -28.56%, smaller than the maximum JGLTX drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for HDIVX and JGLTX.


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Drawdown Indicators


HDIVXJGLTXDifference

Max Drawdown

Largest peak-to-trough decline

-28.56%

-81.78%

+53.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-15.81%

+4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-45.18%

+22.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

-45.18%

+16.62%

Current Drawdown

Current decline from peak

-11.00%

-15.81%

+4.81%

Average Drawdown

Average peak-to-trough decline

-3.80%

-36.83%

+33.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

4.58%

-1.57%

Volatility

HDIVX vs. JGLTX - Volatility Comparison

The current volatility for Janus Henderson Dividend & Income Builder Fund (HDIVX) is 6.45%, while Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a volatility of 6.94%. This indicates that HDIVX experiences smaller price fluctuations and is considered to be less risky than JGLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDIVXJGLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

6.94%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

15.62%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

25.03%

-10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

25.89%

-12.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

24.28%

-10.90%