HFAAX vs. JATIX
Compare and contrast key facts about Janus Henderson Developed World Bond Fund (HFAAX) and Janus Henderson Global Technology and Innovation Fund Class I (JATIX).
HFAAX is managed by Janus Henderson. It was launched on Sep 29, 2003. JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
HFAAX vs. JATIX - Performance Comparison
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HFAAX vs. JATIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFAAX Janus Henderson Developed World Bond Fund | -1.42% | 5.75% | 1.52% | 6.35% | -16.76% | -0.78% | 9.16% | 9.50% | 0.38% | 5.75% |
JATIX Janus Henderson Global Technology and Innovation Fund Class I | -7.02% | 25.04% | 32.38% | 55.38% | -37.60% | 17.57% | 51.25% | 45.27% | 0.97% | 44.79% |
Returns By Period
In the year-to-date period, HFAAX achieves a -1.42% return, which is significantly higher than JATIX's -7.02% return. Over the past 10 years, HFAAX has underperformed JATIX with an annualized return of 2.10%, while JATIX has yielded a comparatively higher 20.47% annualized return.
HFAAX
- 1D
- 0.13%
- 1M
- -1.90%
- YTD
- -1.42%
- 6M
- -0.45%
- 1Y
- 4.07%
- 3Y*
- 2.56%
- 5Y*
- -0.94%
- 10Y*
- 2.10%
JATIX
- 1D
- 4.04%
- 1M
- -7.48%
- YTD
- -7.02%
- 6M
- -6.54%
- 1Y
- 27.80%
- 3Y*
- 25.03%
- 5Y*
- 10.82%
- 10Y*
- 20.47%
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HFAAX vs. JATIX - Expense Ratio Comparison
HFAAX has a 0.83% expense ratio, which is higher than JATIX's 0.76% expense ratio.
Return for Risk
HFAAX vs. JATIX — Risk / Return Rank
HFAAX
JATIX
HFAAX vs. JATIX - 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 Global Technology and Innovation Fund Class I (JATIX). 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 | JATIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.16 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.73 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.24 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.80 | +0.41 |
Martin ratioReturn relative to average drawdown | 9.00 | 6.11 | +2.89 |
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 | JATIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.16 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.41 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.84 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.85 | -0.19 |
Correlation
The correlation between HFAAX and JATIX is 0.09, 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. JATIX - Dividend Comparison
HFAAX's dividend yield for the trailing twelve months is around 3.39%, less than JATIX's 14.18% 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% |
JATIX Janus Henderson Global Technology and Innovation Fund Class I | 14.18% | 13.19% | 11.48% | 0.76% | 0.00% | 15.67% | 8.94% | 8.47% | 6.65% | 7.41% | 4.80% | 7.71% |
Drawdowns
HFAAX vs. JATIX - Drawdown Comparison
The maximum HFAAX drawdown since its inception was -44.89%, roughly equal to the maximum JATIX drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for HFAAX and JATIX.
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Drawdown Indicators
| HFAAX | JATIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.89% | -46.43% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -15.94% | +13.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -46.43% | +24.81% |
Max Drawdown (10Y)Largest decline over 10 years | -21.62% | -46.43% | +24.81% |
Current DrawdownCurrent decline from peak | -7.85% | -12.54% | +4.69% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -6.78% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 4.69% | -4.17% |
Volatility
HFAAX vs. JATIX - Volatility Comparison
The current volatility for Janus Henderson Developed World Bond Fund (HFAAX) is 1.10%, while Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a volatility of 8.32%. This indicates that HFAAX experiences smaller price fluctuations and is considered to be less risky than JATIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFAAX | JATIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 8.32% | -7.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.44% | 16.28% | -14.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.57% | 25.51% | -22.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.86% | 26.26% | -20.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 24.38% | -19.65% |