HDQVX vs. JNRFX
Compare and contrast key facts about Janus Henderson International Dividend Fund Class S (HDQVX) and Janus Henderson Research Fund (JNRFX).
HDQVX is an actively managed fund by Janus Henderson. It was launched on Aug 1, 2012. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Performance
HDQVX vs. JNRFX - Performance Comparison
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HDQVX vs. JNRFX - 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% |
JNRFX Janus Henderson Research Fund | -10.67% | 18.45% | 35.13% | 43.14% | -29.96% | 20.19% | 32.82% | 35.40% | -2.73% | 9.56% |
Returns By Period
In the year-to-date period, HDQVX achieves a 1.33% return, which is significantly higher than JNRFX's -10.67% return.
HDQVX
- 1D
- 2.06%
- 1M
- -7.23%
- YTD
- 1.33%
- 6M
- 3.88%
- 1Y
- 21.23%
- 3Y*
- 15.54%
- 5Y*
- 10.35%
- 10Y*
- —
JNRFX
- 1D
- 3.86%
- 1M
- -6.01%
- YTD
- -10.67%
- 6M
- -10.21%
- 1Y
- 15.96%
- 3Y*
- 21.52%
- 5Y*
- 10.93%
- 10Y*
- 14.57%
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HDQVX vs. JNRFX - Expense Ratio Comparison
HDQVX has a 1.27% expense ratio, which is higher than JNRFX's 0.66% expense ratio.
Return for Risk
HDQVX vs. JNRFX — Risk / Return Rank
HDQVX
JNRFX
HDQVX vs. JNRFX - 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 Research Fund (JNRFX). 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 | JNRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.76 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.25 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.99 | +0.84 |
Martin ratioReturn relative to average drawdown | 6.78 | 3.52 | +3.27 |
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 | JNRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.76 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.50 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.44 | +0.18 |
Correlation
The correlation between HDQVX and JNRFX is 0.70, 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
HDQVX vs. JNRFX - Dividend Comparison
HDQVX's dividend yield for the trailing twelve months is around 7.07%, less than JNRFX's 13.36% 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% |
JNRFX Janus Henderson Research Fund | 13.36% | 11.94% | 5.11% | 2.93% | 0.43% | 13.01% | 2.98% | 10.37% | 11.06% | 8.22% | 5.41% | 9.21% |
Drawdowns
HDQVX vs. JNRFX - Drawdown Comparison
The maximum HDQVX drawdown since its inception was -28.56%, smaller than the maximum JNRFX drawdown of -74.74%. Use the drawdown chart below to compare losses from any high point for HDQVX and JNRFX.
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Drawdown Indicators
| HDQVX | JNRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -74.74% | +46.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -17.05% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.94% | -36.48% | +13.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.48% | — |
Current DrawdownCurrent decline from peak | -9.20% | -13.85% | +4.65% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -25.07% | +20.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.78% | -1.73% |
Volatility
HDQVX vs. JNRFX - Volatility Comparison
The current volatility for Janus Henderson International Dividend Fund Class S (HDQVX) is 6.70%, while Janus Henderson Research Fund (JNRFX) has a volatility of 7.06%. This indicates that HDQVX experiences smaller price fluctuations and is considered to be less risky than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDQVX | JNRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 7.06% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 12.64% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 22.52% | -7.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 22.03% | -8.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 21.27% | -7.49% |