HFEAX vs. VEUSX
Compare and contrast key facts about Janus Henderson European Focus Fund (HFEAX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX).
HFEAX is managed by Janus Henderson. It was launched on Aug 30, 2001. VEUSX is managed by Vanguard. It was launched on Aug 13, 2001.
Performance
HFEAX vs. VEUSX - Performance Comparison
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HFEAX vs. VEUSX - 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% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | -3.87% | 35.41% | 2.01% | 19.99% | -16.06% | 16.28% | 6.43% | 24.22% | -14.81% | 27.04% |
Returns By Period
In the year-to-date period, HFEAX achieves a -9.25% return, which is significantly lower than VEUSX's -3.87% return. Over the past 10 years, HFEAX has underperformed VEUSX with an annualized return of 7.64%, while VEUSX has yielded a comparatively higher 8.59% 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%
VEUSX
- 1D
- 0.62%
- 1M
- -11.11%
- YTD
- -3.87%
- 6M
- 1.30%
- 1Y
- 17.58%
- 3Y*
- 13.14%
- 5Y*
- 8.35%
- 10Y*
- 8.59%
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HFEAX vs. VEUSX - Expense Ratio Comparison
HFEAX has a 1.30% expense ratio, which is higher than VEUSX's 0.10% expense ratio.
Return for Risk
HFEAX vs. VEUSX — Risk / Return Rank
HFEAX
VEUSX
HFEAX vs. VEUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson European Focus Fund (HFEAX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX). 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 | VEUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.98 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.38 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.32 | -0.44 |
Martin ratioReturn relative to average drawdown | 3.47 | 5.06 | -1.59 |
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 | VEUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.98 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.49 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.48 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.30 | +0.25 |
Correlation
The correlation between HFEAX and VEUSX is 0.87, 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
HFEAX vs. VEUSX - Dividend Comparison
HFEAX's dividend yield for the trailing twelve months is around 1.24%, less than VEUSX's 3.08% 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% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 3.08% | 2.84% | 3.58% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% |
Drawdowns
HFEAX vs. VEUSX - Drawdown Comparison
The maximum HFEAX drawdown since its inception was -66.73%, which is greater than VEUSX's maximum drawdown of -63.28%. Use the drawdown chart below to compare losses from any high point for HFEAX and VEUSX.
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Drawdown Indicators
| HFEAX | VEUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.73% | -63.28% | -3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -11.97% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -33.16% | -32.72% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -36.87% | +0.14% |
Current DrawdownCurrent decline from peak | -14.20% | -11.26% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -13.02% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.11% | +0.52% |
Volatility
HFEAX vs. VEUSX - Volatility Comparison
Janus Henderson European Focus Fund (HFEAX) has a higher volatility of 7.60% compared to Vanguard European Stock Index Fund Admiral Shares (VEUSX) at 6.93%. This indicates that HFEAX's price experiences larger fluctuations and is considered to be riskier than VEUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFEAX | VEUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 6.93% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 10.60% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 16.73% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 17.15% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.74% | 18.13% | +0.61% |