HFQTX vs. AGD
Compare and contrast key facts about Janus Henderson Global Equity Income Fund Class T (HFQTX) and abrdn Global Dynamic Dividend Fund (AGD).
HFQTX is a passively managed fund by Janus Henderson that tracks the performance of the MSCI World Index. It was launched on Nov 30, 2006. AGD is an actively managed fund by abrdn. It was launched on May 11, 2006.
Performance
HFQTX vs. AGD - Performance Comparison
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HFQTX vs. AGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFQTX Janus Henderson Global Equity Income Fund Class T | 3.72% | 29.80% | 7.08% | 10.40% | -6.41% | 12.85% | 1.59% | 21.13% | -15.74% | 7.75% |
AGD abrdn Global Dynamic Dividend Fund | -4.61% | 34.31% | 16.39% | 7.36% | -15.31% | 23.74% | 9.49% | 32.49% | -14.98% | 9.08% |
Returns By Period
In the year-to-date period, HFQTX achieves a 3.72% return, which is significantly higher than AGD's -4.61% return.
HFQTX
- 1D
- 0.27%
- 1M
- -9.06%
- YTD
- 3.72%
- 6M
- 9.87%
- 1Y
- 24.70%
- 3Y*
- 15.31%
- 5Y*
- 9.94%
- 10Y*
- —
AGD
- 1D
- 3.45%
- 1M
- -12.28%
- YTD
- -4.61%
- 6M
- -13.97%
- 1Y
- 22.07%
- 3Y*
- 16.73%
- 5Y*
- 8.85%
- 10Y*
- 11.71%
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HFQTX vs. AGD - Expense Ratio Comparison
HFQTX has a 0.95% expense ratio, which is lower than AGD's 1.14% expense ratio.
Return for Risk
HFQTX vs. AGD — Risk / Return Rank
HFQTX
AGD
HFQTX vs. AGD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund Class T (HFQTX) and abrdn Global Dynamic Dividend Fund (AGD). 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.
| HFQTX | AGD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.85 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.13 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.19 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.08 | +1.19 |
Martin ratioReturn relative to average drawdown | 8.88 | 2.42 | +6.46 |
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
| HFQTX | AGD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 0.85 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.47 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.14 | +0.36 |
Correlation
The correlation between HFQTX and AGD is 0.65, 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
HFQTX vs. AGD - Dividend Comparison
HFQTX's dividend yield for the trailing twelve months is around 5.24%, less than AGD's 12.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQTX Janus Henderson Global Equity Income Fund Class T | 5.24% | 6.80% | 8.18% | 8.08% | 8.26% | 7.10% | 7.47% | 6.99% | 7.85% | 5.06% | 0.00% | 0.00% |
AGD abrdn Global Dynamic Dividend Fund | 12.59% | 11.41% | 10.46% | 8.35% | 8.25% | 6.45% | 7.47% | 7.50% | 9.17% | 7.22% | 8.89% | 8.77% |
Drawdowns
HFQTX vs. AGD - Drawdown Comparison
The maximum HFQTX drawdown since its inception was -34.53%, smaller than the maximum AGD drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for HFQTX and AGD.
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Drawdown Indicators
| HFQTX | AGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.53% | -76.36% | +41.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -20.25% | +10.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -28.16% | +6.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.12% | — |
Current DrawdownCurrent decline from peak | -9.06% | -17.50% | +8.44% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -30.11% | +24.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 9.03% | -6.40% |
Volatility
HFQTX vs. AGD - Volatility Comparison
The current volatility for Janus Henderson Global Equity Income Fund Class T (HFQTX) is 5.33%, while abrdn Global Dynamic Dividend Fund (AGD) has a volatility of 10.91%. This indicates that HFQTX experiences smaller price fluctuations and is considered to be less risky than AGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFQTX | AGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 10.91% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 22.01% | -13.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 25.94% | -13.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.83% | 18.80% | -5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 19.53% | -4.66% |