HFQAX vs. JANIX
Compare and contrast key facts about Janus Henderson Global Equity Income Fund (HFQAX) and Janus Henderson Triton Fund (JANIX).
HFQAX is managed by Janus Henderson. It was launched on Nov 29, 2006. JANIX is managed by Janus Henderson. It was launched on Feb 25, 2005.
Performance
HFQAX vs. JANIX - Performance Comparison
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HFQAX vs. JANIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 3.70% | 29.61% | 6.86% | 10.17% | -6.59% | 12.45% | 1.66% | 20.87% | -15.86% | 19.14% |
JANIX Janus Henderson Triton Fund | -5.08% | 9.66% | 10.40% | 14.68% | -23.65% | 6.76% | 28.56% | 28.42% | -5.15% | 27.01% |
Returns By Period
In the year-to-date period, HFQAX achieves a 3.70% return, which is significantly higher than JANIX's -5.08% return. Over the past 10 years, HFQAX has underperformed JANIX with an annualized return of 7.86%, while JANIX has yielded a comparatively higher 8.94% annualized return.
HFQAX
- 1D
- 0.27%
- 1M
- -9.03%
- YTD
- 3.70%
- 6M
- 9.77%
- 1Y
- 24.42%
- 3Y*
- 15.04%
- 5Y*
- 9.71%
- 10Y*
- 7.86%
JANIX
- 1D
- -1.03%
- 1M
- -9.04%
- YTD
- -5.08%
- 6M
- -0.60%
- 1Y
- 11.78%
- 3Y*
- 7.38%
- 5Y*
- 1.33%
- 10Y*
- 8.94%
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HFQAX vs. JANIX - Expense Ratio Comparison
HFQAX has a 1.24% expense ratio, which is higher than JANIX's 0.78% expense ratio.
Return for Risk
HFQAX vs. JANIX — Risk / Return Rank
HFQAX
JANIX
HFQAX vs. JANIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) and Janus Henderson Triton Fund (JANIX). 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.
| HFQAX | JANIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 0.54 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.36 | 0.91 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.12 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 0.67 | +1.58 |
Martin ratioReturn relative to average drawdown | 8.84 | 2.82 | +6.02 |
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
| HFQAX | JANIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 0.54 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.07 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.44 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.15 |
Correlation
The correlation between HFQAX and JANIX is 0.69, 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
HFQAX vs. JANIX - Dividend Comparison
HFQAX's dividend yield for the trailing twelve months is around 5.10%, less than JANIX's 11.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 5.10% | 6.59% | 7.96% | 7.89% | 8.02% | 6.92% | 7.25% | 6.80% | 7.66% | 6.03% | 6.77% | 6.60% |
JANIX Janus Henderson Triton Fund | 11.83% | 11.23% | 7.57% | 7.15% | 6.24% | 20.40% | 4.12% | 4.26% | 7.50% | 5.08% | 2.74% | 7.76% |
Drawdowns
HFQAX vs. JANIX - Drawdown Comparison
The maximum HFQAX drawdown since its inception was -52.77%, smaller than the maximum JANIX drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for HFQAX and JANIX.
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Drawdown Indicators
| HFQAX | JANIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.77% | -62.76% | +9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -13.22% | +3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -31.80% | +9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -39.70% | +4.91% |
Current DrawdownCurrent decline from peak | -9.03% | -11.05% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -10.10% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.14% | -0.52% |
Volatility
HFQAX vs. JANIX - Volatility Comparison
The current volatility for Janus Henderson Global Equity Income Fund (HFQAX) is 5.26%, while Janus Henderson Triton Fund (JANIX) has a volatility of 6.07%. This indicates that HFQAX experiences smaller price fluctuations and is considered to be less risky than JANIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFQAX | JANIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 6.07% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 11.33% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 20.13% | -7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 19.45% | -6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 20.50% | -5.82% |