VDADX vs. JDDVX
VDADX (Vanguard Dividend Appreciation Index Fund Admiral Shares) and JDDVX (Janus Henderson U.S. Dividend Income Fund Class D) are both Dividend funds. VDADX is passively managed, while JDDVX is actively managed. Over the past 3 years, VDADX returned 16.01%/yr vs 19.15%/yr for JDDVX. Their correlation of 0.91 suggests significant overlap in exposure. VDADX charges 0.07%/yr vs 0.81%/yr for JDDVX.
Performance
VDADX vs. JDDVX - Performance Comparison
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Returns By Period
In the year-to-date period, VDADX achieves a 7.47% return, which is significantly lower than JDDVX's 13.17% return.
VDADX
- 1D
- 0.13%
- 1M
- 0.98%
- YTD
- 7.47%
- 6M
- 6.75%
- 1Y
- 18.93%
- 3Y*
- 16.01%
- 5Y*
- 11.03%
- 10Y*
- 13.36%
JDDVX
- 1D
- 0.27%
- 1M
- 4.00%
- YTD
- 13.17%
- 6M
- 12.49%
- 1Y
- 25.80%
- 3Y*
- 19.15%
- 5Y*
- —
- 10Y*
- —
VDADX vs. JDDVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 7.47% | 14.17% | 16.99% | 12.24% |
JDDVX Janus Henderson U.S. Dividend Income Fund Class D | 13.17% | 17.68% | 17.56% | 8.13% |
Correlation
The correlation between VDADX and JDDVX 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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 17, 2023 | 0.91 |
The correlation between VDADX and JDDVX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
VDADX vs. JDDVX — Risk / Return Rank
VDADX
JDDVX
VDADX vs. JDDVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Janus Henderson U.S. Dividend Income Fund Class D (JDDVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VDADX | JDDVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.34 | -0.78 |
| Martin ratioReturn relative to average drawdown | 10.31 | 13.48 | -3.17 |
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Drawdowns
VDADX vs. JDDVX - Drawdown Comparison
The maximum VDADX drawdown since its inception was -31.70%, which is greater than JDDVX's maximum drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for VDADX and JDDVX.
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Drawdown Indicators
| VDADX | JDDVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -17.21% | -14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -7.99% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -17.21% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.70% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | -0.07% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -2.18% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.97% | -0.01% |
Volatility
VDADX vs. JDDVX - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) is 2.88%, while Janus Henderson U.S. Dividend Income Fund Class D (JDDVX) has a volatility of 3.47%. This indicates that VDADX experiences smaller price fluctuations and is considered to be less risky than JDDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDADX | JDDVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.47% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 9.00% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 11.49% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 13.27% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 13.27% | +2.94% |
VDADX vs. JDDVX - Expense Ratio Comparison
VDADX has a 0.07% expense ratio, which is lower than JDDVX's 0.81% expense ratio.
Dividends
VDADX vs. JDDVX - Dividend Comparison
VDADX's dividend yield for the trailing twelve months is around 1.45%, less than JDDVX's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDDVX Janus Henderson U.S. Dividend Income Fund Class D | 3.01% | 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
With a correlation of 0.92, VDADX and JDDVX 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.
JDDVX has higher volatility (3.47%) compared to VDADX (2.88%). In terms of maximum drawdown, VDADX dropped -31.70% vs JDDVX's -17.21%.
JDDVX currently has the higher Sharpe Ratio (2.32 vs 1.99), 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.
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