PortfoliosLab logoPortfoliosLab logo
HFAAX vs. TNBMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFAAX vs. TNBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Developed World Bond Fund (HFAAX) and T. Rowe Price International Bond Fund (USD Hedged) (TNBMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HFAAX vs. TNBMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%0.80%
TNBMX
T. Rowe Price International Bond Fund (USD Hedged)
-0.20%6.87%3.84%10.32%-12.30%-1.63%5.73%10.77%1.72%1.35%

Returns By Period

In the year-to-date period, HFAAX achieves a -1.55% return, which is significantly lower than TNBMX's -0.20% 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%

TNBMX

1D
0.24%
1M
-1.97%
YTD
-0.20%
6M
1.34%
1Y
6.09%
3Y*
5.79%
5Y*
1.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HFAAX vs. TNBMX - Expense Ratio Comparison

HFAAX has a 0.83% expense ratio, which is higher than TNBMX's 0.53% expense ratio.


Return for Risk

HFAAX vs. TNBMX — Risk / Return Rank

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

HFAAX
HFAAX Risk / Return Rank: 7676
Overall Rank
HFAAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HFAAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HFAAX Omega Ratio Rank: 8181
Omega Ratio Rank
HFAAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
HFAAX Martin Ratio Rank: 7070
Martin Ratio Rank

TNBMX
TNBMX Risk / Return Rank: 9494
Overall Rank
TNBMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TNBMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TNBMX Omega Ratio Rank: 9595
Omega Ratio Rank
TNBMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
TNBMX Martin Ratio Rank: 9494
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.

HFAAX vs. TNBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Developed World Bond Fund (HFAAX) and T. Rowe Price International Bond Fund (USD Hedged) (TNBMX). 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.


HFAAXTNBMXDifference

Sharpe ratio

Return per unit of total volatility

1.54

2.32

-0.78

Sortino ratio

Return per unit of downside risk

2.15

3.57

-1.42

Omega ratio

Gain probability vs. loss probability

1.34

1.55

-0.21

Calmar ratio

Return relative to maximum drawdown

1.95

2.85

-0.91

Martin ratio

Return relative to average drawdown

7.70

12.61

-4.92

HFAAX vs. TNBMX - Sharpe Ratio Comparison

The current HFAAX Sharpe Ratio is 1.54, which is lower than the TNBMX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HFAAX and TNBMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HFAAXTNBMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.32

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.39

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.86

-0.20

Correlation

The correlation between HFAAX and TNBMX is 0.71, 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

HFAAX vs. TNBMX - Dividend Comparison

HFAAX's dividend yield for the trailing twelve months is around 3.39%, less than TNBMX's 6.71% yield.


TTM20252024202320222021202020192018201720162015
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%
TNBMX
T. Rowe Price International Bond Fund (USD Hedged)
6.71%6.29%3.15%2.85%10.20%2.84%1.90%4.65%8.20%0.64%0.00%0.00%

Drawdowns

HFAAX vs. TNBMX - Drawdown Comparison

The maximum HFAAX drawdown since its inception was -44.89%, which is greater than TNBMX's maximum drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for HFAAX and TNBMX.


Loading graphics...

Drawdown Indicators


HFAAXTNBMXDifference

Max Drawdown

Largest peak-to-trough decline

-44.89%

-15.78%

-29.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-2.32%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-15.48%

-6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-21.62%

Current Drawdown

Current decline from peak

-7.97%

-2.09%

-5.88%

Average Drawdown

Average peak-to-trough decline

-5.15%

-3.16%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.52%

+0.01%

Volatility

HFAAX vs. TNBMX - Volatility Comparison

The current volatility for Janus Henderson Developed World Bond Fund (HFAAX) is 1.09%, while T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) has a volatility of 1.15%. This indicates that HFAAX experiences smaller price fluctuations and is considered to be less risky than TNBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HFAAXTNBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.15%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.44%

1.80%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.57%

2.71%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.86%

3.60%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

3.33%

+1.40%