HFADX vs. VTIBX
HFADX (Janus Henderson Developed World Bond Fund Class D) and VTIBX (Vanguard Total International Bond Index Fund) are both Global Bonds funds. Over the past 5 years, HFADX returned -1.21%/yr vs -0.03%/yr for VTIBX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. HFADX charges 0.68%/yr vs 0.13%/yr for VTIBX.
Performance
HFADX vs. VTIBX - Performance Comparison
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Returns By Period
In the year-to-date period, HFADX achieves a -0.03% return, which is significantly lower than VTIBX's 0.20% return.
HFADX
- 1D
- 0.00%
- 1M
- -1.02%
- 6M
- -0.36%
- YTD
- -0.03%
- 1Y
- 2.60%
- 3Y*
- 4.21%
- 5Y*
- -1.21%
- 10Y*
- —
- ALL TIME*
- 1.68%
VTIBX
- 1D
- 0.10%
- 1M
- -0.73%
- 6M
- -0.11%
- YTD
- 0.20%
- 1Y
- 1.30%
- 3Y*
- 3.98%
- 5Y*
- -0.03%
- 10Y*
- 1.45%
- ALL TIME*
- 2.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HFADX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFADX Janus Henderson Developed World Bond Fund Class D | -0.03% | 5.88% | 1.69% | 6.30% | -16.54% | -0.74% | 9.45% | 9.58% | 0.56% | 1.89% |
VTIBX Vanguard Total International Bond Index Fund | 0.20% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 1.14% |
Correlation
The correlation between HFADX and VTIBX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2017 | 0.74 |
The correlation between HFADX and VTIBX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
HFADX vs. VTIBX — Risk / Return Rank
HFADX
VTIBX
HFADX vs. VTIBX - 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 Vanguard Total International Bond Index Fund (VTIBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HFADX | VTIBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.08 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.48 | +0.86 |
| Martin ratioReturn relative to average drawdown | 4.61 | 1.20 | +3.41 |
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Drawdowns
HFADX vs. VTIBX - Drawdown Comparison
The maximum HFADX drawdown since its inception was -21.50%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for HFADX and VTIBX.
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Drawdown Indicators
| HFADX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.50% | -16.15% | -5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -2.95% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -5.38% | -2.95% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.50% | -15.81% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -6.11% | -1.65% | -4.46% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -3.05% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 1.17% | -0.56% |
Volatility
HFADX vs. VTIBX - Volatility Comparison
Janus Henderson Developed World Bond Fund Class D (HFADX) and Vanguard Total International Bond Index Fund (VTIBX) have volatilities of 0.90% and 0.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFADX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 0.89% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 2.76% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 3.20% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.94% | 4.51% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.95% | 3.66% | +1.29% |
HFADX vs. VTIBX - Expense Ratio Comparison
HFADX has a 0.68% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Dividends
HFADX vs. VTIBX - Dividend Comparison
HFADX's dividend yield for the trailing twelve months is around 3.52%, less than VTIBX's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFADX Janus Henderson Developed World Bond Fund Class D | 3.52% | 3.75% | 2.94% | 2.40% | 8.93% | 1.47% | 4.47% | 3.62% | 5.05% | 1.55% | 0.00% | 0.00% |
VTIBX Vanguard Total International Bond Index Fund | 4.25% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Frequently Asked Questions
HFADX and VTIBX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HFADX has higher volatility (0.90%) compared to VTIBX (0.89%). In terms of maximum drawdown, HFADX dropped -21.50% vs VTIBX's -16.15%.
HFADX currently has the higher Sharpe Ratio (1.20 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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