HDQVX vs. JNGTX
Compare and contrast key facts about Janus Henderson International Dividend Fund Class S (HDQVX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX).
HDQVX is an actively managed fund by Janus Henderson. It was launched on Aug 1, 2012. JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
HDQVX vs. JNGTX - Performance Comparison
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HDQVX vs. JNGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | -7.02% | 25.00% | 32.34% | 55.33% | -37.63% | 17.53% | 51.18% | 45.15% | 0.92% | 15.92% |
Returns By Period
In the year-to-date period, HDQVX achieves a 1.33% return, which is significantly higher than JNGTX'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*
- —
JNGTX
- 1D
- 4.03%
- 1M
- -7.48%
- YTD
- -7.02%
- 6M
- -6.55%
- 1Y
- 27.77%
- 3Y*
- 24.99%
- 5Y*
- 10.78%
- 10Y*
- 20.41%
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HDQVX vs. JNGTX - Expense Ratio Comparison
HDQVX has a 1.27% expense ratio, which is higher than JNGTX's 0.79% expense ratio.
Return for Risk
HDQVX vs. JNGTX — Risk / Return Rank
HDQVX
JNGTX
HDQVX vs. JNGTX - 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 Global Technology and Innovation Fund Class D (JNGTX). 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.
| HDQVX | JNGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.16 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.73 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.80 | +0.03 |
Martin ratioReturn relative to average drawdown | 6.78 | 6.10 | +0.68 |
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
| HDQVX | JNGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.16 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.41 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.44 | +0.19 |
Correlation
The correlation between HDQVX and JNGTX 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. JNGTX - Dividend Comparison
HDQVX's dividend yield for the trailing twelve months is around 7.07%, less than JNGTX's 14.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | 14.43% | 13.42% | 11.65% | 0.77% | 0.00% | 15.86% | 8.99% | 8.55% | 6.61% | 7.47% | 4.83% | 7.75% |
Drawdowns
HDQVX vs. JNGTX - Drawdown Comparison
The maximum HDQVX drawdown since its inception was -28.56%, smaller than the maximum JNGTX drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for HDQVX and JNGTX.
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Drawdown Indicators
| HDQVX | JNGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -84.79% | +56.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -15.93% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.94% | -46.46% | +23.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.46% | — |
Current DrawdownCurrent decline from peak | -9.20% | -12.54% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -40.47% | +35.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.69% | -1.64% |
Volatility
HDQVX vs. JNGTX - Volatility Comparison
The current volatility for Janus Henderson International Dividend Fund Class S (HDQVX) is 6.70%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 8.32%. This indicates that HDQVX experiences smaller price fluctuations and is considered to be less risky than JNGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDQVX | JNGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 8.32% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 16.27% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 25.51% | -10.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 26.29% | -12.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 24.40% | -10.62% |