PortfoliosLab logoPortfoliosLab logo
HFADX vs. VTILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFADX vs. VTILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Developed World Bond Fund Class D (HFADX) and Vanguard Total International Bond II Index Fund (VTILX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HFADX vs. VTILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HFADX
Janus Henderson Developed World Bond Fund Class D
-1.41%5.88%1.69%6.30%-16.54%1.33%
VTILX
Vanguard Total International Bond II Index Fund
-0.76%2.96%3.91%8.85%-13.01%0.38%

Returns By Period

In the year-to-date period, HFADX achieves a -1.41% return, which is significantly lower than VTILX's -0.76% return.


HFADX

1D
0.13%
1M
-1.90%
YTD
-1.41%
6M
-0.41%
1Y
4.18%
3Y*
2.68%
5Y*
-0.81%
10Y*

VTILX

1D
0.31%
1M
-2.59%
YTD
-0.76%
6M
-0.29%
1Y
2.36%
3Y*
3.71%
5Y*
0.13%
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.


HFADX vs. VTILX - Expense Ratio Comparison

HFADX has a 0.68% expense ratio, which is higher than VTILX's 0.07% expense ratio.


Return for Risk

HFADX vs. VTILX — Risk / Return Rank

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

HFADX
HFADX Risk / Return Rank: 8787
Overall Rank
HFADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HFADX Sortino Ratio Rank: 8787
Sortino Ratio Rank
HFADX Omega Ratio Rank: 8787
Omega Ratio Rank
HFADX Calmar Ratio Rank: 8787
Calmar Ratio Rank
HFADX Martin Ratio Rank: 8888
Martin Ratio Rank

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
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.

HFADX vs. VTILX - 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 II Index Fund (VTILX). 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.


HFADXVTILXDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.79

+0.91

Sortino ratio

Return per unit of downside risk

2.36

1.10

+1.26

Omega ratio

Gain probability vs. loss probability

1.38

1.14

+0.23

Calmar ratio

Return relative to maximum drawdown

2.30

0.92

+1.38

Martin ratio

Return relative to average drawdown

9.45

3.92

+5.53

HFADX vs. VTILX - Sharpe Ratio Comparison

The current HFADX Sharpe Ratio is 1.70, which is higher than the VTILX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of HFADX and VTILX, 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


HFADXVTILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.79

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.03

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.04

+0.28

Correlation

The correlation between HFADX and VTILX is 0.82, 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

HFADX vs. VTILX - Dividend Comparison

HFADX's dividend yield for the trailing twelve months is around 3.49%, less than VTILX's 4.13% yield.


TTM202520242023202220212020201920182017
HFADX
Janus Henderson Developed World Bond Fund Class D
3.49%3.75%2.94%2.40%8.93%1.47%4.47%3.62%5.05%1.55%
VTILX
Vanguard Total International Bond II Index Fund
4.13%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%

Drawdowns

HFADX vs. VTILX - Drawdown Comparison

The maximum HFADX drawdown since its inception was -21.50%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for HFADX and VTILX.


Loading graphics...

Drawdown Indicators


HFADXVTILXDifference

Max Drawdown

Largest peak-to-trough decline

-21.50%

-15.85%

-5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-2.90%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-15.85%

-5.65%

Current Drawdown

Current decline from peak

-7.40%

-2.59%

-4.81%

Average Drawdown

Average peak-to-trough decline

-6.31%

-6.05%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

0.68%

-0.17%

Volatility

HFADX vs. VTILX - Volatility Comparison

The current volatility for Janus Henderson Developed World Bond Fund Class D (HFADX) is 1.10%, while Vanguard Total International Bond II Index Fund (VTILX) has a volatility of 1.41%. This indicates that HFADX experiences smaller price fluctuations and is considered to be less risky than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HFADXVTILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.41%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

2.02%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

2.54%

3.04%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

4.39%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

4.37%

+0.64%