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HFQTX vs. SRV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFQTX vs. SRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Equity Income Fund Class T (HFQTX) and NXG Cushing® Midstream Energy Fund (SRV). The values are adjusted to include any dividend payments, if applicable.

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HFQTX vs. SRV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SRV
NXG Cushing® Midstream Energy Fund
17.58%5.05%52.30%19.88%20.11%50.45%-41.65%33.99%-21.61%1.57%

Returns By Period

In the year-to-date period, HFQTX achieves a 3.72% return, which is significantly lower than SRV's 17.58% return.


HFQTX

1D
0.27%
1M
-9.06%
YTD
3.72%
6M
9.87%
1Y
24.70%
3Y*
15.31%
5Y*
9.94%
10Y*

SRV

1D
-1.20%
1M
4.15%
YTD
17.58%
6M
8.86%
1Y
21.40%
3Y*
30.55%
5Y*
27.61%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFQTX vs. SRV - Expense Ratio Comparison

HFQTX has a 0.95% expense ratio, which is lower than SRV's 1.00% expense ratio.


Return for Risk

HFQTX vs. SRV — Risk / Return Rank

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

HFQTX
HFQTX Risk / Return Rank: 8787
Overall Rank
HFQTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HFQTX Sortino Ratio Rank: 8787
Sortino Ratio Rank
HFQTX Omega Ratio Rank: 8888
Omega Ratio Rank
HFQTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
HFQTX Martin Ratio Rank: 8585
Martin Ratio Rank

SRV
SRV Risk / Return Rank: 4545
Overall Rank
SRV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SRV Sortino Ratio Rank: 4141
Sortino Ratio Rank
SRV Omega Ratio Rank: 5353
Omega Ratio Rank
SRV Calmar Ratio Rank: 4646
Calmar Ratio Rank
SRV Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HFQTX vs. SRV - 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 NXG Cushing® Midstream Energy Fund (SRV). 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.


HFQTXSRVDifference

Sharpe ratio

Return per unit of total volatility

1.89

0.97

+0.92

Sortino ratio

Return per unit of downside risk

2.36

1.25

+1.11

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

2.27

1.14

+1.13

Martin ratio

Return relative to average drawdown

8.88

3.53

+5.34

HFQTX vs. SRV - Sharpe Ratio Comparison

The current HFQTX Sharpe Ratio is 1.89, which is higher than the SRV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of HFQTX and SRV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HFQTXSRVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.97

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.06

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-0.02

+0.52

Correlation

The correlation between HFQTX and SRV is 0.40, 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. SRV - Dividend Comparison

HFQTX's dividend yield for the trailing twelve months is around 5.24%, less than SRV's 16.95% yield.


TTM20252024202320222021202020192018201720162015
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%
SRV
NXG Cushing® Midstream Energy Fund
16.95%19.31%13.86%15.56%8.85%4.72%12.05%10.59%12.73%9.07%7.95%11.01%

Drawdowns

HFQTX vs. SRV - Drawdown Comparison

The maximum HFQTX drawdown since its inception was -34.53%, smaller than the maximum SRV drawdown of -92.93%. Use the drawdown chart below to compare losses from any high point for HFQTX and SRV.


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Drawdown Indicators


HFQTXSRVDifference

Max Drawdown

Largest peak-to-trough decline

-34.53%

-92.93%

+58.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-18.46%

+8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-26.26%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-81.70%

Current Drawdown

Current decline from peak

-9.06%

-16.68%

+7.62%

Average Drawdown

Average peak-to-trough decline

-5.81%

-48.80%

+42.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

5.96%

-3.33%

Volatility

HFQTX vs. SRV - Volatility Comparison

The current volatility for Janus Henderson Global Equity Income Fund Class T (HFQTX) is 5.33%, while NXG Cushing® Midstream Energy Fund (SRV) has a volatility of 6.47%. This indicates that HFQTX experiences smaller price fluctuations and is considered to be less risky than SRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFQTXSRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

6.47%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

13.33%

-5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

22.19%

-9.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

26.19%

-13.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

38.32%

-23.45%