HDIVX vs. JEPQ
Compare and contrast key facts about Janus Henderson Dividend & Income Builder Fund (HDIVX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
HDIVX is managed by Janus Henderson. It was launched on Jul 31, 2012. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HDIVX or JEPQ.
Key characteristics
| HDIVX | JEPQ | |
|---|---|---|
| YTD Return | 13.98% | 14.85% |
| 1Y Return | 22.97% | 21.82% |
| Sharpe Ratio | 2.10 | 1.72 |
| Daily Std Dev | 11.35% | 13.04% |
| Max Drawdown | -28.56% | -16.82% |
| Current Drawdown | -1.59% | -2.40% |
Correlation
The correlation between HDIVX and JEPQ is 0.71, 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
HDIVX vs. JEPQ - Performance Comparison
In the year-to-date period, HDIVX achieves a 13.98% return, which is significantly lower than JEPQ's 14.85% 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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HDIVX vs. JEPQ - Expense Ratio Comparison
HDIVX has a 0.95% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
HDIVX vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Dividend & Income Builder Fund (HDIVX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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
HDIVX vs. JEPQ - Dividend Comparison
HDIVX's dividend yield for the trailing twelve months is around 2.83%, less than JEPQ's 9.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDIVX Janus Henderson Dividend & Income Builder Fund | 2.83% | 3.11% | 4.14% | 4.59% | 3.26% | 3.20% | 4.19% | 2.76% | 3.12% | 3.03% | 2.96% | 2.46% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.46% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HDIVX vs. JEPQ - Drawdown Comparison
The maximum HDIVX drawdown since its inception was -28.56%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for HDIVX and JEPQ. For additional features, visit the drawdowns tool.
Volatility
HDIVX vs. JEPQ - Volatility Comparison
The current volatility for Janus Henderson Dividend & Income Builder Fund (HDIVX) is 3.45%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 4.41%. This indicates that HDIVX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.