HFQAX vs. PPYPX
Compare and contrast key facts about Janus Henderson Global Equity Income Fund (HFQAX) and PIMCO RAE International Fund (PPYPX).
HFQAX is managed by Janus Henderson. It was launched on Nov 29, 2006. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
HFQAX vs. PPYPX - Performance Comparison
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HFQAX vs. PPYPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 4.53% | 29.61% | 6.86% | 10.17% | -6.59% | 12.45% | 1.66% | 20.87% | -15.86% | 19.14% |
PPYPX PIMCO RAE International Fund | 10.77% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, HFQAX achieves a 4.53% return, which is significantly lower than PPYPX's 10.77% return. Over the past 10 years, HFQAX has underperformed PPYPX with an annualized return of 7.94%, while PPYPX has yielded a comparatively higher 9.04% annualized return.
HFQAX
- 1D
- 0.79%
- 1M
- -6.85%
- YTD
- 4.53%
- 6M
- 10.33%
- 1Y
- 25.21%
- 3Y*
- 15.35%
- 5Y*
- 9.75%
- 10Y*
- 7.94%
PPYPX
- 1D
- 2.17%
- 1M
- -3.14%
- YTD
- 10.77%
- 6M
- 14.70%
- 1Y
- 33.94%
- 3Y*
- 16.82%
- 5Y*
- 9.24%
- 10Y*
- 9.04%
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HFQAX vs. PPYPX - Expense Ratio Comparison
HFQAX has a 1.24% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
HFQAX vs. PPYPX — Risk / Return Rank
HFQAX
PPYPX
HFQAX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 2.24 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.48 | 2.85 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.43 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.83 | -0.37 |
Martin ratioReturn relative to average drawdown | 9.39 | 13.07 | -3.67 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.24 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.47 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.48 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.46 | -0.16 |
Correlation
The correlation between HFQAX and PPYPX is 0.88, 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
HFQAX vs. PPYPX - Dividend Comparison
HFQAX's dividend yield for the trailing twelve months is around 5.06%, less than PPYPX's 7.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 5.06% | 6.59% | 7.96% | 7.89% | 8.02% | 6.92% | 7.25% | 6.80% | 7.66% | 6.03% | 6.77% | 6.60% |
PPYPX PIMCO RAE International Fund | 7.02% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
Drawdowns
HFQAX vs. PPYPX - Drawdown Comparison
The maximum HFQAX drawdown since its inception was -52.77%, which is greater than PPYPX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for HFQAX and PPYPX.
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Drawdown Indicators
| HFQAX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.77% | -42.48% | -10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -10.21% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -35.65% | +13.82% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -42.48% | +7.69% |
Current DrawdownCurrent decline from peak | -8.30% | -4.08% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -10.28% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.43% | +0.22% |
Volatility
HFQAX vs. PPYPX - Volatility Comparison
Janus Henderson Global Equity Income Fund (HFQAX) and PIMCO RAE International Fund (PPYPX) have volatilities of 5.26% and 5.49%, 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
| HFQAX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 5.49% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 10.15% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 15.41% | -2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 19.61% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 19.08% | -4.40% |