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.
Key characteristics
| JNOSX | HFEAX | |
|---|---|---|
| YTD Return | 9.57% | 9.71% |
| 1Y Return | 14.23% | 23.94% |
| 3Y Return (Ann) | 3.70% | 3.50% |
| 5Y Return (Ann) | 10.26% | 13.72% |
| 10Y Return (Ann) | 4.16% | 5.29% |
| Sharpe Ratio | 1.16 | 1.68 |
| Daily Std Dev | 13.00% | 14.76% |
| Max Drawdown | -48.84% | -70.49% |
| Current Drawdown | -3.86% | -3.09% |
Correlation
The correlation between JNOSX and HFEAX is 0.79, 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.
Performance
JNOSX vs. HFEAX - Performance Comparison
The year-to-date returns for both investments are quite close, with JNOSX having a 9.57% return and HFEAX slightly higher at 9.71%. Over the past 10 years, JNOSX has underperformed HFEAX with an annualized return of 4.16%, while HFEAX has yielded a comparatively higher 5.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
JNOSX vs. HFEAX - Dividend Comparison
JNOSX's dividend yield for the trailing twelve months is around 1.27%, less than HFEAX's 3.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNOSX Janus Henderson Overseas Fund | 1.27% | 1.39% | 1.59% | 1.04% | 0.88% | 2.77% | 1.15% | 1.86% | 1.32% | 4.63% | 1.11% | 3.99% |
HFEAX Janus Henderson European Focus Fund | 3.97% | 4.35% | 2.40% | 0.13% | 0.28% | 0.98% | 4.26% | 1.70% | 2.59% | 0.72% | 1.60% | 0.21% |
Drawdowns
JNOSX vs. HFEAX - Drawdown Comparison
The maximum JNOSX drawdown since its inception was -48.84%, smaller than the maximum HFEAX drawdown of -70.49%. Use the drawdown chart below to compare losses from any high point for JNOSX and HFEAX. For additional features, visit the drawdowns tool.
Volatility
JNOSX vs. HFEAX - Volatility Comparison
Janus Henderson Overseas Fund (JNOSX) has a higher volatility of 4.48% compared to Janus Henderson European Focus Fund (HFEAX) at 4.11%. This indicates that JNOSX's price experiences larger fluctuations and is considered to be riskier than HFEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.