HFADX vs. VTILX
Compare and contrast key facts about Janus Henderson Developed World Bond Fund Class D (HFADX) and Vanguard Total International Bond II Index Fund (VTILX).
HFADX is an actively managed fund by Janus Henderson. It was launched on Sep 30, 2003. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
HFADX vs. VTILX - Performance Comparison
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HFADX vs. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
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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
HFADX
VTILX
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.
| HFADX | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.79 | +0.91 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.10 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.14 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.92 | +1.38 |
Martin ratioReturn relative to average drawdown | 9.45 | 3.92 | +5.53 |
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 | VTILX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| HFADX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.40% | -2.59% | -4.81% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -6.05% | -0.26% |
Ulcer IndexDepth 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.
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Volatility by Period
| HFADX | VTILX | Difference | |
|---|---|---|---|
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% |