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HFQAX vs. SGENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HFQAX and SGENX is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

HFQAX vs. SGENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Equity Income Fund (HFQAX) and First Eagle Global Fund Class A (SGENX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
136.71%
79.83%
HFQAX
SGENX

Key characteristics

Sharpe Ratio

HFQAX:

1.20

SGENX:

0.97

Sortino Ratio

HFQAX:

1.60

SGENX:

1.40

Omega Ratio

HFQAX:

1.24

SGENX:

1.21

Calmar Ratio

HFQAX:

1.27

SGENX:

1.17

Martin Ratio

HFQAX:

5.28

SGENX:

3.71

Ulcer Index

HFQAX:

2.93%

SGENX:

3.37%

Daily Std Dev

HFQAX:

12.94%

SGENX:

12.93%

Max Drawdown

HFQAX:

-48.93%

SGENX:

-45.72%

Current Drawdown

HFQAX:

-0.81%

SGENX:

-0.90%

Returns By Period

In the year-to-date period, HFQAX achieves a 9.89% return, which is significantly higher than SGENX's 8.21% return. Over the past 10 years, HFQAX has outperformed SGENX with an annualized return of 5.14%, while SGENX has yielded a comparatively lower 3.86% annualized return.


HFQAX

YTD

9.89%

1M

1.71%

6M

8.00%

1Y

14.35%

5Y*

11.42%

10Y*

5.14%

SGENX

YTD

8.21%

1M

0.81%

6M

1.31%

1Y

11.47%

5Y*

8.97%

10Y*

3.86%

*Annualized

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HFQAX vs. SGENX - Expense Ratio Comparison

HFQAX has a 1.24% expense ratio, which is higher than SGENX's 1.11% expense ratio.


Expense ratio chart for HFQAX: current value is 1.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HFQAX: 1.24%
Expense ratio chart for SGENX: current value is 1.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGENX: 1.11%

Risk-Adjusted Performance

HFQAX vs. SGENX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HFQAX
The Risk-Adjusted Performance Rank of HFQAX is 8383
Overall Rank
The Sharpe Ratio Rank of HFQAX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of HFQAX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of HFQAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of HFQAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HFQAX is 8686
Martin Ratio Rank

SGENX
The Risk-Adjusted Performance Rank of SGENX is 7979
Overall Rank
The Sharpe Ratio Rank of SGENX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SGENX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SGENX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SGENX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SGENX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HFQAX vs. SGENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) and First Eagle Global Fund Class A (SGENX). 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.


The chart of Sharpe ratio for HFQAX, currently valued at 1.20, compared to the broader market-2.00-1.000.001.002.003.00
HFQAX: 1.20
SGENX: 0.97
The chart of Sortino ratio for HFQAX, currently valued at 1.60, compared to the broader market-2.000.002.004.006.008.00
HFQAX: 1.60
SGENX: 1.40
The chart of Omega ratio for HFQAX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
HFQAX: 1.24
SGENX: 1.21
The chart of Calmar ratio for HFQAX, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.00
HFQAX: 1.27
SGENX: 1.17
The chart of Martin ratio for HFQAX, currently valued at 5.28, compared to the broader market0.0010.0020.0030.0040.00
HFQAX: 5.28
SGENX: 3.71

The current HFQAX Sharpe Ratio is 1.20, which is comparable to the SGENX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of HFQAX and SGENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.20
0.97
HFQAX
SGENX

Dividends

HFQAX vs. SGENX - Dividend Comparison

HFQAX's dividend yield for the trailing twelve months is around 7.36%, more than SGENX's 2.20% yield.


TTM20242023202220212020201920182017201620152014
HFQAX
Janus Henderson Global Equity Income Fund
7.36%7.96%7.89%8.02%6.92%7.25%6.80%7.66%6.03%6.77%6.62%6.20%
SGENX
First Eagle Global Fund Class A
2.20%2.38%1.29%0.10%1.93%0.83%1.26%0.84%0.74%0.38%0.13%0.56%

Drawdowns

HFQAX vs. SGENX - Drawdown Comparison

The maximum HFQAX drawdown since its inception was -48.93%, which is greater than SGENX's maximum drawdown of -45.72%. Use the drawdown chart below to compare losses from any high point for HFQAX and SGENX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.81%
-0.90%
HFQAX
SGENX

Volatility

HFQAX vs. SGENX - Volatility Comparison

Janus Henderson Global Equity Income Fund (HFQAX) and First Eagle Global Fund Class A (SGENX) have volatilities of 8.54% and 8.86%, 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.


2.00%4.00%6.00%8.00%December2025FebruaryMarchAprilMay
8.54%
8.86%
HFQAX
SGENX