HFAAX vs. JARTX
Compare and contrast key facts about Janus Henderson Developed World Bond Fund (HFAAX) and Janus Henderson Forty Fund (JARTX).
HFAAX is managed by Janus Henderson. It was launched on Sep 29, 2003. JARTX is managed by Janus Henderson. It was launched on May 1, 1997.
Performance
HFAAX vs. JARTX - Performance Comparison
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HFAAX vs. JARTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFAAX Janus Henderson Developed World Bond Fund | -1.55% | 5.75% | 1.52% | 6.35% | -16.76% | -0.78% | 9.16% | 9.50% | 0.38% | 5.75% |
JARTX Janus Henderson Forty Fund | -12.33% | 17.88% | 27.76% | 39.50% | -33.81% | 22.30% | 38.69% | 36.30% | 1.10% | 29.05% |
Returns By Period
In the year-to-date period, HFAAX achieves a -1.55% return, which is significantly higher than JARTX's -12.33% return. Over the past 10 years, HFAAX has underperformed JARTX with an annualized return of 2.08%, while JARTX has yielded a comparatively higher 14.39% annualized return.
HFAAX
- 1D
- -0.13%
- 1M
- -1.78%
- YTD
- -1.55%
- 6M
- -0.58%
- 1Y
- 3.66%
- 3Y*
- 2.51%
- 5Y*
- -1.00%
- 10Y*
- 2.08%
JARTX
- 1D
- 4.46%
- 1M
- -5.15%
- YTD
- -12.33%
- 6M
- -12.64%
- 1Y
- 12.58%
- 3Y*
- 17.35%
- 5Y*
- 7.53%
- 10Y*
- 14.39%
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HFAAX vs. JARTX - Expense Ratio Comparison
HFAAX has a 0.83% expense ratio, which is lower than JARTX's 1.20% expense ratio.
Return for Risk
HFAAX vs. JARTX — Risk / Return Rank
HFAAX
JARTX
HFAAX vs. JARTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Developed World Bond Fund (HFAAX) and Janus Henderson Forty Fund (JARTX). 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.
| HFAAX | JARTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.59 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.00 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.13 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 0.66 | +1.29 |
Martin ratioReturn relative to average drawdown | 7.70 | 2.24 | +5.46 |
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
| HFAAX | JARTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.59 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.34 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.68 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.56 | +0.10 |
Correlation
The correlation between HFAAX and JARTX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HFAAX vs. JARTX - Dividend Comparison
HFAAX's dividend yield for the trailing twelve months is around 3.39%, less than JARTX's 15.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFAAX Janus Henderson Developed World Bond Fund | 3.39% | 3.51% | 2.90% | 2.32% | 8.76% | 1.33% | 4.31% | 3.44% | 4.86% | 2.69% | 2.44% | 3.34% |
JARTX Janus Henderson Forty Fund | 15.57% | 13.65% | 11.51% | 9.10% | 0.06% | 10.26% | 8.38% | 7.05% | 8.95% | 14.50% | 6.57% | 15.93% |
Drawdowns
HFAAX vs. JARTX - Drawdown Comparison
The maximum HFAAX drawdown since its inception was -44.89%, smaller than the maximum JARTX drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for HFAAX and JARTX.
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Drawdown Indicators
| HFAAX | JARTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -56.70% | +11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -19.19% | +17.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -41.09% | +19.47% |
Max Drawdown (10Y)Largest decline over 10 years | -21.62% | -41.09% | +19.47% |
Current DrawdownCurrent decline from peak | -7.97% | -15.58% | +7.61% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -16.91% | +11.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 5.62% | -5.09% |
Volatility
HFAAX vs. JARTX - Volatility Comparison
The current volatility for Janus Henderson Developed World Bond Fund (HFAAX) is 1.09%, while Janus Henderson Forty Fund (JARTX) has a volatility of 7.78%. This indicates that HFAAX experiences smaller price fluctuations and is considered to be less risky than JARTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFAAX | JARTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 7.78% | -6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 1.44% | 13.74% | -12.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.57% | 22.93% | -20.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.86% | 21.98% | -16.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 21.38% | -16.65% |