HFEAX vs. JNRFX
Compare and contrast key facts about Janus Henderson European Focus Fund (HFEAX) and Janus Henderson Research Fund (JNRFX).
HFEAX is managed by Janus Henderson. It was launched on Aug 30, 2001. JNRFX is managed by Janus Henderson. It was launched on May 3, 1993.
Performance
HFEAX vs. JNRFX - Performance Comparison
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HFEAX vs. JNRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFEAX Janus Henderson European Focus Fund | -9.25% | 39.88% | 2.11% | 18.26% | -16.11% | 18.83% | 26.49% | 31.42% | -27.83% | 16.11% |
JNRFX Janus Henderson Research Fund | -13.99% | 18.45% | 35.13% | 43.14% | -29.96% | 20.19% | 32.82% | 35.40% | -2.73% | 25.90% |
Returns By Period
In the year-to-date period, HFEAX achieves a -9.25% return, which is significantly higher than JNRFX's -13.99% return. Over the past 10 years, HFEAX has underperformed JNRFX with an annualized return of 7.64%, while JNRFX has yielded a comparatively higher 14.14% annualized return.
HFEAX
- 1D
- -0.16%
- 1M
- -12.20%
- YTD
- -9.25%
- 6M
- -4.33%
- 1Y
- 14.98%
- 3Y*
- 12.04%
- 5Y*
- 7.97%
- 10Y*
- 7.64%
JNRFX
- 1D
- -0.62%
- 1M
- -9.37%
- YTD
- -13.99%
- 6M
- -13.17%
- 1Y
- 12.59%
- 3Y*
- 20.00%
- 5Y*
- 10.53%
- 10Y*
- 14.14%
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HFEAX vs. JNRFX - Expense Ratio Comparison
HFEAX has a 1.30% expense ratio, which is higher than JNRFX's 0.66% expense ratio.
Return for Risk
HFEAX vs. JNRFX — Risk / Return Rank
HFEAX
JNRFX
HFEAX vs. JNRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson European Focus Fund (HFEAX) and Janus Henderson Research Fund (JNRFX). 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.
| HFEAX | JNRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.56 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.97 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.56 | +0.31 |
Martin ratioReturn relative to average drawdown | 3.47 | 2.03 | +1.44 |
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
| HFEAX | JNRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.56 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.48 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.67 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.44 | +0.11 |
Correlation
The correlation between HFEAX and JNRFX is 0.62, 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. JNRFX - Dividend Comparison
HFEAX's dividend yield for the trailing twelve months is around 1.24%, less than JNRFX's 13.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFEAX Janus Henderson European Focus Fund | 1.24% | 1.12% | 1.45% | 2.18% | 2.40% | 0.13% | 0.28% | 0.98% | 4.26% | 1.70% | 2.59% | 0.72% |
JNRFX Janus Henderson Research Fund | 13.88% | 11.94% | 5.11% | 2.93% | 0.43% | 13.01% | 2.98% | 10.37% | 11.06% | 8.22% | 5.41% | 9.21% |
Drawdowns
HFEAX vs. JNRFX - Drawdown Comparison
The maximum HFEAX drawdown since its inception was -66.73%, smaller than the maximum JNRFX drawdown of -74.74%. Use the drawdown chart below to compare losses from any high point for HFEAX and JNRFX.
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Drawdown Indicators
| HFEAX | JNRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.73% | -74.74% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -17.05% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -33.16% | -36.48% | +3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -36.48% | -0.25% |
Current DrawdownCurrent decline from peak | -14.20% | -17.05% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -25.07% | +14.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.70% | -1.07% |
Volatility
HFEAX vs. JNRFX - Volatility Comparison
Janus Henderson European Focus Fund (HFEAX) has a higher volatility of 7.60% compared to Janus Henderson Research Fund (JNRFX) at 5.64%. This indicates that HFEAX's price experiences larger fluctuations and is considered to be riskier than JNRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFEAX | JNRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 5.64% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 12.04% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 22.24% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 21.97% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.74% | 21.24% | -2.50% |