HFADX vs. DFGBX
Compare and contrast key facts about Janus Henderson Developed World Bond Fund Class D (HFADX) and DFA Five Year Global Fixed Income Portfolio (DFGBX).
HFADX is an actively managed fund by Janus Henderson. It was launched on Sep 30, 2003. DFGBX is managed by Dimensional. It was launched on Nov 5, 1990.
Performance
HFADX vs. DFGBX - Performance Comparison
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HFADX vs. DFGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFADX Janus Henderson Developed World Bond Fund Class D | -1.54% | 5.88% | 1.69% | 6.30% | -16.54% | -0.74% | 9.45% | 9.58% | 0.56% | 1.89% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.25% | 3.13% | 5.37% | 5.00% | -6.63% | -1.03% | 1.52% | 4.04% | 1.68% | -0.88% |
Returns By Period
In the year-to-date period, HFADX achieves a -1.54% return, which is significantly lower than DFGBX's 0.25% return.
HFADX
- 1D
- -0.13%
- 1M
- -1.78%
- YTD
- -1.54%
- 6M
- -0.54%
- 1Y
- 3.77%
- 3Y*
- 2.64%
- 5Y*
- -0.90%
- 10Y*
- —
DFGBX
- 1D
- 0.10%
- 1M
- -0.84%
- YTD
- 0.25%
- 6M
- 1.12%
- 1Y
- 2.26%
- 3Y*
- 4.09%
- 5Y*
- 1.11%
- 10Y*
- 1.23%
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HFADX vs. DFGBX - Expense Ratio Comparison
HFADX has a 0.68% expense ratio, which is higher than DFGBX's 0.23% expense ratio.
Return for Risk
HFADX vs. DFGBX — Risk / Return Rank
HFADX
DFGBX
HFADX vs. DFGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Developed World Bond Fund Class D (HFADX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.
| HFADX | DFGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.40 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.64 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.49 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.72 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.86 | 5.47 | +2.39 |
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
| HFADX | DFGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.40 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.52 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.74 | -0.42 |
Correlation
The correlation between HFADX and DFGBX is 0.48, 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
HFADX vs. DFGBX - Dividend Comparison
HFADX's dividend yield for the trailing twelve months is around 3.50%, more than DFGBX's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFADX Janus Henderson Developed World Bond Fund Class D | 3.50% | 3.75% | 2.94% | 2.40% | 8.93% | 1.47% | 4.47% | 3.62% | 5.05% | 1.55% | 0.00% | 0.00% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.46% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
Drawdowns
HFADX vs. DFGBX - Drawdown Comparison
The maximum HFADX drawdown since its inception was -21.50%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for HFADX and DFGBX.
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Drawdown Indicators
| HFADX | DFGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.50% | -9.63% | -11.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -1.38% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.50% | -9.63% | -11.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.63% | — |
Current DrawdownCurrent decline from peak | -7.52% | -1.03% | -6.49% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -0.94% | -5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.43% | +0.10% |
Volatility
HFADX vs. DFGBX - Volatility Comparison
Janus Henderson Developed World Bond Fund Class D (HFADX) has a higher volatility of 1.09% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that HFADX's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFADX | DFGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.76% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 1.45% | 0.98% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.54% | 1.64% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 2.16% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.01% | 1.93% | +3.08% |