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HDQVX vs. JGLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDQVX vs. JGLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson International Dividend Fund Class S (HDQVX) 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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HDQVX vs. JGLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDQVX
Janus Henderson International Dividend Fund Class S
1.33%29.00%8.58%18.06%-8.69%11.67%5.11%18.91%-9.41%6.69%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
-7.02%25.19%32.10%54.55%-36.42%18.28%50.42%45.29%1.17%15.83%

Returns By Period

In the year-to-date period, HDQVX achieves a 1.33% return, which is significantly higher than JGLTX's -7.02% return.


HDQVX

1D
2.06%
1M
-7.23%
YTD
1.33%
6M
3.88%
1Y
21.23%
3Y*
15.54%
5Y*
10.35%
10Y*

JGLTX

1D
3.97%
1M
-7.40%
YTD
-7.02%
6M
-6.55%
1Y
27.79%
3Y*
24.91%
5Y*
11.25%
10Y*
20.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDQVX vs. JGLTX - Expense Ratio Comparison

HDQVX has a 1.27% expense ratio, which is higher than JGLTX's 0.72% expense ratio.


Return for Risk

HDQVX vs. JGLTX — Risk / Return Rank

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

HDQVX
HDQVX Risk / Return Rank: 6666
Overall Rank
HDQVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HDQVX Sortino Ratio Rank: 6666
Sortino Ratio Rank
HDQVX Omega Ratio Rank: 6767
Omega Ratio Rank
HDQVX Calmar Ratio Rank: 6666
Calmar Ratio Rank
HDQVX Martin Ratio Rank: 5757
Martin Ratio Rank

JGLTX
JGLTX Risk / Return Rank: 6565
Overall Rank
JGLTX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JGLTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JGLTX Omega Ratio Rank: 5959
Omega Ratio Rank
JGLTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JGLTX Martin Ratio Rank: 6262
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.

HDQVX vs. JGLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson International Dividend Fund Class S (HDQVX) 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.


HDQVXJGLTXDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.17

+0.32

Sortino ratio

Return per unit of downside risk

1.89

1.74

+0.15

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

1.82

1.81

+0.01

Martin ratio

Return relative to average drawdown

6.78

6.15

+0.63

HDQVX vs. JGLTX - Sharpe Ratio Comparison

The current HDQVX Sharpe Ratio is 1.49, which is comparable to the JGLTX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of HDQVX 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


HDQVXJGLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.17

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.44

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.30

+0.32

Correlation

The correlation between HDQVX and JGLTX is 0.67, 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

HDQVX vs. JGLTX - Dividend Comparison

HDQVX's dividend yield for the trailing twelve months is around 7.07%, less than JGLTX's 9.66% yield.


TTM20252024202320222021202020192018201720162015
HDQVX
Janus Henderson International Dividend Fund Class S
7.07%7.52%6.41%2.94%4.25%4.63%3.29%3.26%4.24%2.16%0.00%0.00%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
9.66%8.98%0.00%0.00%26.96%14.48%7.71%6.81%4.95%5.68%3.71%16.11%

Drawdowns

HDQVX vs. JGLTX - Drawdown Comparison

The maximum HDQVX 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 HDQVX and JGLTX.


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Drawdown Indicators


HDQVXJGLTXDifference

Max Drawdown

Largest peak-to-trough decline

-28.56%

-81.78%

+53.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-15.81%

+4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.94%

-45.18%

+22.24%

Max Drawdown (10Y)

Largest decline over 10 years

-45.18%

Current Drawdown

Current decline from peak

-9.20%

-12.47%

+3.27%

Average Drawdown

Average peak-to-trough decline

-4.57%

-36.82%

+32.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.65%

-1.60%

Volatility

HDQVX vs. JGLTX - Volatility Comparison

The current volatility for Janus Henderson International Dividend Fund Class S (HDQVX) is 6.70%, while Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) has a volatility of 8.22%. This indicates that HDQVX 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


HDQVXJGLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

8.22%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

16.11%

-6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

25.28%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

25.93%

-12.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.78%

24.31%

-10.53%