JATIX vs. HDQVX
Compare and contrast key facts about Janus Henderson Global Technology and Innovation Fund Class I (JATIX) and Janus Henderson International Dividend Fund Class S (HDQVX).
JATIX is managed by Janus Henderson. It was launched on Dec 31, 1998. HDQVX is an actively managed fund by Janus Henderson. It was launched on Aug 1, 2012.
Performance
JATIX vs. HDQVX - Performance Comparison
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JATIX vs. HDQVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JATIX Janus Henderson Global Technology and Innovation Fund Class I | -10.63% | 25.04% | 32.38% | 55.38% | -37.60% | 17.57% | 51.25% | 45.27% | 0.97% | 15.99% |
HDQVX Janus Henderson International Dividend Fund Class S | -0.72% | 29.00% | 8.58% | 18.06% | -8.69% | 11.67% | 5.11% | 18.91% | -9.41% | 6.69% |
Returns By Period
In the year-to-date period, JATIX achieves a -10.63% return, which is significantly lower than HDQVX's -0.72% return.
JATIX
- 1D
- -1.42%
- 1M
- -10.86%
- YTD
- -10.63%
- 6M
- -9.83%
- 1Y
- 24.41%
- 3Y*
- 23.38%
- 5Y*
- 10.59%
- 10Y*
- 19.99%
HDQVX
- 1D
- 0.33%
- 1M
- -11.03%
- YTD
- -0.72%
- 6M
- 2.78%
- 1Y
- 19.22%
- 3Y*
- 14.76%
- 5Y*
- 10.07%
- 10Y*
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JATIX vs. HDQVX - Expense Ratio Comparison
JATIX has a 0.76% expense ratio, which is lower than HDQVX's 1.27% expense ratio.
Return for Risk
JATIX vs. HDQVX — Risk / Return Rank
JATIX
HDQVX
JATIX vs. HDQVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Technology and Innovation Fund Class I (JATIX) and Janus Henderson International Dividend Fund Class S (HDQVX). 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.
| JATIX | HDQVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.26 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.62 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.51 | -0.24 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.67 | -1.29 |
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
| JATIX | HDQVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.26 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.76 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.61 | +0.23 |
Correlation
The correlation between JATIX and HDQVX is 0.67, 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
JATIX vs. HDQVX - Dividend Comparison
JATIX's dividend yield for the trailing twelve months is around 14.75%, more than HDQVX's 7.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JATIX Janus Henderson Global Technology and Innovation Fund Class I | 14.75% | 13.19% | 11.48% | 0.76% | 0.00% | 15.67% | 8.94% | 8.47% | 6.65% | 7.41% | 4.80% | 7.71% |
HDQVX Janus Henderson International Dividend Fund Class S | 7.22% | 7.52% | 6.41% | 2.94% | 4.25% | 4.63% | 3.29% | 3.26% | 4.24% | 2.16% | 0.00% | 0.00% |
Drawdowns
JATIX vs. HDQVX - Drawdown Comparison
The maximum JATIX drawdown since its inception was -46.43%, which is greater than HDQVX's maximum drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for JATIX and HDQVX.
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Drawdown Indicators
| JATIX | HDQVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.43% | -28.56% | -17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -11.33% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -46.43% | -22.94% | -23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -46.43% | — | — |
Current DrawdownCurrent decline from peak | -15.94% | -11.03% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -4.57% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 3.02% | +1.60% |
Volatility
JATIX vs. HDQVX - Volatility Comparison
Janus Henderson Global Technology and Innovation Fund Class I (JATIX) has a higher volatility of 7.01% compared to Janus Henderson International Dividend Fund Class S (HDQVX) at 6.43%. This indicates that JATIX's price experiences larger fluctuations and is considered to be riskier than HDQVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JATIX | HDQVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 6.43% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 9.77% | +6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.26% | 14.56% | +10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.21% | 13.39% | +12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 13.77% | +10.58% |