HFEDX vs. UEPIX
HFEDX (Janus Henderson European Focus Fund Class D) and UEPIX (ProFunds Europe 30 Fund) are both Europe Equities funds. Over the past 5 years, HFEDX returned 8.56%/yr vs 12.21%/yr for UEPIX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. HFEDX charges 1.09%/yr vs 1.78%/yr for UEPIX.
Performance
HFEDX vs. UEPIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HFEDX achieves a 4.23% return, which is significantly lower than UEPIX's 20.36% return.
HFEDX
- 1D
- 2.77%
- 1M
- -2.19%
- 6M
- 1.33%
- YTD
- 4.23%
- 1Y
- 17.48%
- 3Y*
- 15.89%
- 5Y*
- 8.56%
- 10Y*
- —
- ALL TIME*
- 9.53%
UEPIX
- 1D
- 1.83%
- 1M
- 1.21%
- 6M
- 12.31%
- YTD
- 20.36%
- 1Y
- 39.97%
- 3Y*
- 19.57%
- 5Y*
- 12.21%
- 10Y*
- 9.76%
- ALL TIME*
- 2.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HFEDX vs. UEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFEDX Janus Henderson European Focus Fund Class D | 4.23% | 40.19% | 2.31% | 18.49% | -15.97% | 19.07% | 26.76% | 31.66% | -27.68% | 7.43% |
UEPIX ProFunds Europe 30 Fund | 20.36% | 28.46% | 2.60% | 18.54% | -7.83% | 24.46% | -9.97% | 17.87% | -12.48% | 4.40% |
Correlation
The correlation between HFEDX and UEPIX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2017 | 0.80 |
The correlation between HFEDX and UEPIX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HFEDX vs. UEPIX — Risk / Return Rank
HFEDX
UEPIX
HFEDX vs. UEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson European Focus Fund Class D (HFEDX) and ProFunds Europe 30 Fund (UEPIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HFEDX | UEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 5.43 | -4.32 |
| Martin ratioReturn relative to average drawdown | 3.90 | 14.32 | -10.42 |
Loading charts...
Drawdowns
HFEDX vs. UEPIX - Drawdown Comparison
The maximum HFEDX drawdown since its inception was -36.47%, smaller than the maximum UEPIX drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for HFEDX and UEPIX.
Loading charts...
Drawdown Indicators
| HFEDX | UEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.47% | -76.06% | +39.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.41% | -6.74% | -7.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -15.84% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -33.04% | -26.62% | -6.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.51% | — |
Current DrawdownCurrent decline from peak | -3.03% | -4.11% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -9.05% | -42.96% | +33.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.56% | +1.56% |
Volatility
HFEDX vs. UEPIX - Volatility Comparison
Janus Henderson European Focus Fund Class D (HFEDX) has a higher volatility of 5.78% compared to ProFunds Europe 30 Fund (UEPIX) at 3.95%. This indicates that HFEDX's price experiences larger fluctuations and is considered to be riskier than UEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HFEDX | UEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 3.95% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 15.81% | 12.70% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 15.40% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 17.10% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 18.44% | +0.53% |
HFEDX vs. UEPIX - Expense Ratio Comparison
HFEDX has a 1.09% expense ratio, which is lower than UEPIX's 1.78% expense ratio.
Dividends
HFEDX vs. UEPIX - Dividend Comparison
HFEDX's dividend yield for the trailing twelve months is around 1.27%, less than UEPIX's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFEDX Janus Henderson European Focus Fund Class D | 1.27% | 1.33% | 1.68% | 2.38% | 2.64% | 0.31% | 0.45% | 1.22% | 4.73% | 2.26% | 0.00% | 0.00% |
UEPIX ProFunds Europe 30 Fund | 1.38% | 1.66% | 0.00% | 1.43% | 1.98% | 0.87% | 2.64% | 0.82% | 12.56% | 0.96% | 3.21% | 11.73% |
Frequently Asked Questions
HFEDX and UEPIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HFEDX has higher volatility (5.78%) compared to UEPIX (3.95%). In terms of maximum drawdown, HFEDX dropped -36.47% vs UEPIX's -76.06%.
UEPIX currently has the higher Sharpe Ratio (2.39 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for HFEDX and UEPIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer