HFQAX vs. SDIV
Compare and contrast key facts about Janus Henderson Global Equity Income Fund (HFQAX) and Global X SuperDividend ETF (SDIV).
HFQAX is managed by Janus Henderson. It was launched on Nov 29, 2006. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011.
Performance
HFQAX vs. SDIV - Performance Comparison
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HFQAX vs. SDIV - 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% |
SDIV Global X SuperDividend ETF | 6.70% | 29.12% | 1.77% | 5.46% | -26.43% | 3.76% | -20.89% | 13.04% | -15.07% | 11.95% |
Returns By Period
In the year-to-date period, HFQAX achieves a 3.70% return, which is significantly lower than SDIV's 6.70% return. Over the past 10 years, HFQAX has outperformed SDIV with an annualized return of 7.86%, while SDIV has yielded a comparatively lower 0.55% 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%
SDIV
- 1D
- 2.27%
- 1M
- -2.96%
- YTD
- 6.70%
- 6M
- 10.37%
- 1Y
- 32.97%
- 3Y*
- 14.76%
- 5Y*
- 0.59%
- 10Y*
- 0.55%
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HFQAX vs. SDIV - Expense Ratio Comparison
HFQAX has a 1.24% expense ratio, which is higher than SDIV's 0.58% expense ratio.
Return for Risk
HFQAX vs. SDIV — Risk / Return Rank
HFQAX
SDIV
HFQAX vs. SDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) and Global X SuperDividend ETF (SDIV). 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 | SDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 2.07 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.66 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.43 | -0.18 |
Martin ratioReturn relative to average drawdown | 8.84 | 12.21 | -3.37 |
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 | SDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.07 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.04 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.03 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.06 | +0.24 |
Correlation
The correlation between HFQAX and SDIV is 0.78, 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. SDIV - Dividend Comparison
HFQAX's dividend yield for the trailing twelve months is around 5.10%, less than SDIV's 9.10% 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% |
SDIV Global X SuperDividend ETF | 9.10% | 9.59% | 11.33% | 11.73% | 14.17% | 8.95% | 7.96% | 8.73% | 9.22% | 6.66% | 6.95% | 7.33% |
Drawdowns
HFQAX vs. SDIV - Drawdown Comparison
The maximum HFQAX drawdown since its inception was -52.77%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for HFQAX and SDIV.
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Drawdown Indicators
| HFQAX | SDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.77% | -56.90% | +4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -13.37% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -41.94% | +20.11% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -56.90% | +22.11% |
Current DrawdownCurrent decline from peak | -9.03% | -17.21% | +8.18% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -18.63% | +7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.66% | -0.04% |
Volatility
HFQAX vs. SDIV - Volatility Comparison
The current volatility for Janus Henderson Global Equity Income Fund (HFQAX) is 5.26%, while Global X SuperDividend ETF (SDIV) has a volatility of 6.25%. This indicates that HFQAX experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFQAX | SDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 6.25% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 9.21% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 16.03% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 16.79% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 18.96% | -4.28% |