Correlation
The correlation between JNOSX and HFEAX is 0.69, 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.
JNOSX vs. HFEAX
Compare and contrast key facts about Janus Henderson Overseas Fund (JNOSX) and Janus Henderson European Focus Fund (HFEAX).
JNOSX is managed by Janus Henderson. It was launched on May 2, 1994. HFEAX is managed by Janus Henderson. It was launched on Aug 30, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNOSX or HFEAX.
Performance
JNOSX vs. HFEAX - Performance Comparison
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Key characteristics
JNOSX:
0.49
HFEAX:
0.79
JNOSX:
0.63
HFEAX:
1.08
JNOSX:
1.09
HFEAX:
1.14
JNOSX:
0.42
HFEAX:
0.93
JNOSX:
1.42
HFEAX:
2.58
JNOSX:
4.71%
HFEAX:
4.99%
JNOSX:
16.93%
HFEAX:
17.40%
JNOSX:
-48.83%
HFEAX:
-69.73%
JNOSX:
-0.20%
HFEAX:
-0.34%
Returns By Period
In the year-to-date period, JNOSX achieves a 12.03% return, which is significantly lower than HFEAX's 23.60% return. Over the past 10 years, JNOSX has underperformed HFEAX with an annualized return of 5.62%, while HFEAX has yielded a comparatively higher 6.00% annualized return.
JNOSX
12.03%
7.06%
12.49%
7.58%
9.75%
14.19%
5.62%
HFEAX
23.60%
6.96%
22.56%
12.68%
15.11%
16.42%
6.00%
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JNOSX vs. HFEAX - Expense Ratio Comparison
JNOSX has a 0.95% expense ratio, which is lower than HFEAX's 1.30% expense ratio.
Risk-Adjusted Performance
JNOSX vs. HFEAX — Risk-Adjusted Performance Rank
JNOSX
HFEAX
JNOSX vs. HFEAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and Janus Henderson European Focus Fund (HFEAX). 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.
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Dividends
JNOSX vs. HFEAX - Dividend Comparison
JNOSX's dividend yield for the trailing twelve months is around 1.48%, more than HFEAX's 1.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNOSX Janus Henderson Overseas Fund | 1.48% | 1.66% | 1.39% | 1.59% | 1.04% | 0.88% | 2.77% | 1.15% | 1.86% | 1.32% | 4.63% | 1.11% |
HFEAX Janus Henderson European Focus Fund | 1.17% | 1.45% | 4.35% | 2.40% | 0.13% | 0.28% | 0.98% | 4.26% | 1.70% | 2.59% | 0.72% | 1.60% |
Drawdowns
JNOSX vs. HFEAX - Drawdown Comparison
The maximum JNOSX drawdown since its inception was -48.83%, smaller than the maximum HFEAX drawdown of -69.73%. Use the drawdown chart below to compare losses from any high point for JNOSX and HFEAX.
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Volatility
JNOSX vs. HFEAX - Volatility Comparison
The current volatility for Janus Henderson Overseas Fund (JNOSX) is 1.98%, while Janus Henderson European Focus Fund (HFEAX) has a volatility of 2.86%. This indicates that JNOSX experiences smaller price fluctuations and is considered to be less risky than HFEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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