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HLRRX vs. JERIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLRRX vs. JERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LDR Real Estate Value Opportunity Fund (HLRRX) and Janus Henderson Global Real Estate Fund (JERIX). The values are adjusted to include any dividend payments, if applicable.

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HLRRX vs. JERIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLRRX
LDR Real Estate Value Opportunity Fund
3.75%-9.13%9.45%10.50%-21.40%40.50%-3.78%31.75%-13.63%-1.24%
JERIX
Janus Henderson Global Real Estate Fund
0.91%9.45%0.11%7.60%-25.23%22.43%1.38%30.91%-3.15%17.72%

Returns By Period

In the year-to-date period, HLRRX achieves a 3.75% return, which is significantly higher than JERIX's 0.91% return. Over the past 10 years, HLRRX has underperformed JERIX with an annualized return of 4.00%, while JERIX has yielded a comparatively higher 5.36% annualized return.


HLRRX

1D
0.11%
1M
-5.24%
YTD
3.75%
6M
1.03%
1Y
-1.29%
3Y*
4.65%
5Y*
2.12%
10Y*
4.00%

JERIX

1D
0.25%
1M
-9.75%
YTD
0.91%
6M
0.67%
1Y
9.96%
3Y*
5.56%
5Y*
0.95%
10Y*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLRRX vs. JERIX - Expense Ratio Comparison

HLRRX has a 1.14% expense ratio, which is higher than JERIX's 1.03% expense ratio.


Return for Risk

HLRRX vs. JERIX — Risk / Return Rank

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

HLRRX
HLRRX Risk / Return Rank: 44
Overall Rank
HLRRX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HLRRX Sortino Ratio Rank: 44
Sortino Ratio Rank
HLRRX Omega Ratio Rank: 44
Omega Ratio Rank
HLRRX Calmar Ratio Rank: 55
Calmar Ratio Rank
HLRRX Martin Ratio Rank: 55
Martin Ratio Rank

JERIX
JERIX Risk / Return Rank: 3232
Overall Rank
JERIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JERIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
JERIX Omega Ratio Rank: 2929
Omega Ratio Rank
JERIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
JERIX Martin Ratio Rank: 3434
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.

HLRRX vs. JERIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LDR Real Estate Value Opportunity Fund (HLRRX) and Janus Henderson Global Real Estate Fund (JERIX). 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.


HLRRXJERIXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.75

-0.81

Sortino ratio

Return per unit of downside risk

0.02

1.09

-1.07

Omega ratio

Gain probability vs. loss probability

1.00

1.15

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.13

0.92

-1.04

Martin ratio

Return relative to average drawdown

-0.34

3.69

-4.03

HLRRX vs. JERIX - Sharpe Ratio Comparison

The current HLRRX Sharpe Ratio is -0.06, which is lower than the JERIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HLRRX and JERIX, 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


HLRRXJERIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.75

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.06

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.32

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.20

+0.12

Correlation

The correlation between HLRRX and JERIX is 0.86, 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

HLRRX vs. JERIX - Dividend Comparison

HLRRX's dividend yield for the trailing twelve months is around 7.74%, more than JERIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
HLRRX
LDR Real Estate Value Opportunity Fund
7.74%9.39%4.93%5.50%13.71%17.02%9.10%2.44%2.68%17.61%15.94%10.13%
JERIX
Janus Henderson Global Real Estate Fund
3.14%3.25%2.78%2.70%1.54%5.83%1.55%4.59%5.20%4.44%4.51%4.66%

Drawdowns

HLRRX vs. JERIX - Drawdown Comparison

The maximum HLRRX drawdown since its inception was -62.78%, roughly equal to the maximum JERIX drawdown of -65.94%. Use the drawdown chart below to compare losses from any high point for HLRRX and JERIX.


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Drawdown Indicators


HLRRXJERIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.78%

-65.94%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-10.89%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-34.01%

+5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-48.13%

-39.36%

-8.77%

Current Drawdown

Current decline from peak

-12.54%

-11.04%

-1.50%

Average Drawdown

Average peak-to-trough decline

-8.52%

-11.11%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

2.70%

+1.63%

Volatility

HLRRX vs. JERIX - Volatility Comparison

The current volatility for LDR Real Estate Value Opportunity Fund (HLRRX) is 3.62%, while Janus Henderson Global Real Estate Fund (JERIX) has a volatility of 4.02%. This indicates that HLRRX experiences smaller price fluctuations and is considered to be less risky than JERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLRRXJERIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.02%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

7.87%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

13.81%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

15.84%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

16.88%

+3.92%