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HFEAX vs. JGLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFEAX vs. JGLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson European Focus Fund (HFEAX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX). The values are adjusted to include any dividend payments, if applicable.

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HFEAX vs. JGLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFEAX
Janus Henderson European Focus Fund
-6.48%39.88%2.11%18.26%-16.11%18.83%26.49%31.42%-27.83%16.11%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
-7.02%25.19%32.10%54.55%-36.42%18.28%50.42%45.29%1.17%45.17%

Returns By Period

In the year-to-date period, HFEAX achieves a -6.48% return, which is significantly higher than JGLTX's -7.02% return. Over the past 10 years, HFEAX has underperformed JGLTX with an annualized return of 7.96%, while JGLTX has yielded a comparatively higher 20.70% annualized return.


HFEAX

1D
3.05%
1M
-7.32%
YTD
-6.48%
6M
-2.07%
1Y
17.99%
3Y*
13.17%
5Y*
8.27%
10Y*
7.96%

JGLTX

1D
3.97%
1M
-7.40%
YTD
-7.02%
6M
-6.55%
1Y
27.79%
3Y*
24.91%
5Y*
11.25%
10Y*
20.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFEAX vs. JGLTX - Expense Ratio Comparison

HFEAX has a 1.30% expense ratio, which is higher than JGLTX's 0.72% expense ratio.


Return for Risk

HFEAX vs. JGLTX — Risk / Return Rank

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

HFEAX
HFEAX Risk / Return Rank: 4545
Overall Rank
HFEAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HFEAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
HFEAX Omega Ratio Rank: 4343
Omega Ratio Rank
HFEAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HFEAX Martin Ratio Rank: 4040
Martin Ratio Rank

JGLTX
JGLTX Risk / Return Rank: 6565
Overall Rank
JGLTX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JGLTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JGLTX Omega Ratio Rank: 5959
Omega Ratio Rank
JGLTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JGLTX Martin Ratio Rank: 6262
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.

HFEAX vs. JGLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson European Focus Fund (HFEAX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX). 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.


HFEAXJGLTXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.17

-0.08

Sortino ratio

Return per unit of downside risk

1.47

1.74

-0.27

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.18

1.81

-0.63

Martin ratio

Return relative to average drawdown

4.62

6.15

-1.52

HFEAX vs. JGLTX - Sharpe Ratio Comparison

The current HFEAX Sharpe Ratio is 1.08, which is comparable to the JGLTX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of HFEAX and JGLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HFEAXJGLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.17

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.85

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.30

+0.26

Correlation

The correlation between HFEAX and JGLTX is 0.60, 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

HFEAX vs. JGLTX - Dividend Comparison

HFEAX's dividend yield for the trailing twelve months is around 1.20%, less than JGLTX's 9.66% yield.


TTM20252024202320222021202020192018201720162015
HFEAX
Janus Henderson European Focus Fund
1.20%1.12%1.45%2.18%2.40%0.13%0.28%0.98%4.26%1.70%2.59%0.72%
JGLTX
Janus Henderson VIT Global Technology and Innovation Portfolio
9.66%8.98%0.00%0.00%26.96%14.48%7.71%6.81%4.95%5.68%3.71%16.11%

Drawdowns

HFEAX vs. JGLTX - Drawdown Comparison

The maximum HFEAX drawdown since its inception was -66.73%, smaller than the maximum JGLTX drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for HFEAX and JGLTX.


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Drawdown Indicators


HFEAXJGLTXDifference

Max Drawdown

Largest peak-to-trough decline

-66.73%

-81.78%

+15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-15.81%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-33.16%

-45.18%

+12.02%

Max Drawdown (10Y)

Largest decline over 10 years

-36.73%

-45.18%

+8.45%

Current Drawdown

Current decline from peak

-11.58%

-12.47%

+0.89%

Average Drawdown

Average peak-to-trough decline

-10.92%

-36.82%

+25.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

4.65%

-0.97%

Volatility

HFEAX vs. JGLTX - Volatility Comparison

Janus Henderson European Focus Fund (HFEAX) and Janus Henderson VIT Global Technology and Innovation Portfolio (JGLTX) have volatilities of 8.17% and 8.22%, 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


HFEAXJGLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

8.22%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

16.11%

-4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

25.28%

-8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

25.93%

-8.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

24.31%

-5.55%