JDDVX vs. VDADX

Last updated Jun 5, 2026

JDDVX (Janus Henderson U.S. Dividend Income Fund Class D) and VDADX (Vanguard Dividend Appreciation Index Fund Admiral Shares) are both Dividend funds. JDDVX is actively managed, while VDADX is passively managed. Over the past 3 years, JDDVX returned 18.17%/yr vs 16.43%/yr for VDADX. Their correlation of 0.91 suggests significant overlap in exposure. JDDVX charges 0.81%/yr vs 0.07%/yr for VDADX.

Performance

JDDVX vs. VDADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson U.S. Dividend Income Fund Class D (JDDVX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JDDVX achieves a 10.19% return, which is significantly higher than VDADX's 7.45% return.

JDDVX

• 1D: -0.35%
• 1M: 3.74%
• YTD: 10.19%
• 6M: 10.19%
• 1Y: 24.32%
• 3Y*: 18.17%
• 5Y*: —
• 10Y*: —

VDADX

• 1D: -0.23%
• 1M: 2.83%
• YTD: 7.45%
• 6M: 7.16%
• 1Y: 19.59%
• 3Y*: 16.43%
• 5Y*: 10.57%
• 10Y*: 13.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JDDVX vs. VDADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JDDVX Janus Henderson U.S. Dividend Income Fund Class D	10.19%	17.68%	17.56%	8.13%
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares	7.45%	14.17%	16.99%	11.15%

Correlation

The correlation between JDDVX and VDADX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since May 18, 2023	0.91

The correlation between JDDVX and VDADX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

Return for Risk

JDDVX vs. VDADX — Risk / Return Rank

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

JDDVX

JDDVX Risk / Return Rank: 59
JDDVX Sharpe Ratio Rank: 56
JDDVX Sortino Ratio Rank: 55
JDDVX Omega Ratio Rank: 52
JDDVX Calmar Ratio Rank: 66
JDDVX Martin Ratio Rank: 65

VDADX

VDADX Risk / Return Rank: 44
VDADX Sharpe Ratio Rank: 44
VDADX Sortino Ratio Rank: 45
VDADX Omega Ratio Rank: 42
VDADX Calmar Ratio Rank: 42
VDADX Martin Ratio Rank: 48

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.

JDDVX vs. VDADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson U.S. Dividend Income Fund Class D (JDDVX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.

	JDDVX	VDADX	Difference
Sharpe ratio: Return per unit of total volatility	2.15	1.95	+0.20
Sortino ratio: Return per unit of downside risk	3.03	2.84	+0.19
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.04
Calmar ratio: Return relative to maximum drawdown	3.01	2.47	+0.53
Martin ratio: Return relative to average drawdown	12.19	9.98	+2.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JDDVX vs. VDADX - Sharpe Ratio Comparison

The current JDDVX Sharpe Ratio is 2.15, which is comparable to the VDADX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of JDDVX and VDADX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JDDVX	VDADX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	1.95	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.74	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.36	0.76	+0.59

Drawdowns

JDDVX vs. VDADX - Drawdown Comparison

The maximum JDDVX drawdown since its inception was -17.21%, smaller than the maximum VDADX drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for JDDVX and VDADX.

Drawdown Indicators

	JDDVX	VDADX	Difference
Max Drawdown Largest peak-to-trough decline	-17.21%	-31.70%	+14.49%
Max Drawdown (1Y) Largest decline over 1 year	-7.99%	-7.93%	-0.06%
Max Drawdown (3Y) Largest decline over 3 years	-17.21%	-14.95%	-2.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.70%	—
Current Drawdown Current decline from peak	-0.35%	-0.23%	-0.12%
Average Drawdown Average peak-to-trough decline	-2.21%	-3.41%	+1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	1.96%	+0.01%

Volatility

JDDVX vs. VDADX - Volatility Comparison

Janus Henderson U.S. Dividend Income Fund Class D (JDDVX) has a higher volatility of 2.92% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 2.17%. This indicates that JDDVX's price experiences larger fluctuations and is considered to be riskier than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JDDVX	VDADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	2.17%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	7.59%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	11.19%	10.07%	+1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.25%	14.27%	-1.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.25%	16.19%	-2.94%

JDDVX vs. VDADX - Expense Ratio Comparison

JDDVX has a 0.81% expense ratio, which is higher than VDADX's 0.07% expense ratio.

Dividends

JDDVX vs. VDADX - Dividend Comparison

JDDVX's dividend yield for the trailing twelve months is around 3.09%, more than VDADX's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JDDVX Janus Henderson U.S. Dividend Income Fund Class D	3.09%	3.18%	8.18%	1.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares	1.45%	1.60%	1.71%	1.86%	1.94%	1.53%	1.61%	1.69%	2.07%	1.88%	2.14%	2.34%

Frequently Asked Questions

Can I hold both JDDVX and VDADX in my portfolio?

With a correlation of 0.92, JDDVX and VDADX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JDDVX or VDADX?

JDDVX has higher volatility (2.92%) compared to VDADX (2.17%). In terms of maximum drawdown, JDDVX dropped -17.21% vs VDADX's -31.70%.

Which has better risk-adjusted returns?

JDDVX currently has the higher Sharpe Ratio (2.15 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.