Correlation
The correlation between HFQAX and JEPAX is 0.78, 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.
HFQAX vs. JEPAX
Compare and contrast key facts about Janus Henderson Global Equity Income Fund (HFQAX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
HFQAX is managed by Janus Henderson. It was launched on Nov 29, 2006. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HFQAX or JEPAX.
Performance
HFQAX vs. JEPAX - Performance Comparison
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Key characteristics
HFQAX:
1.23
JEPAX:
0.49
HFQAX:
1.52
JEPAX:
0.72
HFQAX:
1.22
JEPAX:
1.12
HFQAX:
1.20
JEPAX:
0.48
HFQAX:
5.02
JEPAX:
1.93
HFQAX:
2.91%
JEPAX:
3.28%
HFQAX:
12.86%
JEPAX:
14.14%
HFQAX:
-48.93%
JEPAX:
-32.68%
HFQAX:
-0.15%
JEPAX:
-4.78%
Returns By Period
In the year-to-date period, HFQAX achieves a 14.26% return, which is significantly higher than JEPAX's -0.95% return.
HFQAX
14.26%
3.98%
11.41%
14.63%
8.38%
11.25%
5.42%
JEPAX
-0.95%
0.80%
-4.36%
6.32%
7.19%
10.30%
N/A
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HFQAX vs. JEPAX - Expense Ratio Comparison
HFQAX has a 1.24% expense ratio, which is higher than JEPAX's 0.85% expense ratio.
Risk-Adjusted Performance
HFQAX vs. JEPAX — Risk-Adjusted Performance Rank
HFQAX
JEPAX
HFQAX vs. JEPAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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
HFQAX vs. JEPAX - Dividend Comparison
HFQAX's dividend yield for the trailing twelve months is around 7.08%, which matches JEPAX's 7.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 7.08% | 7.98% | 7.90% | 8.03% | 6.93% | 7.27% | 6.81% | 7.67% | 6.04% | 6.77% | 6.62% | 6.20% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.09% | 6.96% | 8.19% | 11.97% | 7.36% | 11.35% | 7.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HFQAX vs. JEPAX - Drawdown Comparison
The maximum HFQAX drawdown since its inception was -48.93%, which is greater than JEPAX's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for HFQAX and JEPAX.
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Volatility
HFQAX vs. JEPAX - Volatility Comparison
Janus Henderson Global Equity Income Fund (HFQAX) has a higher volatility of 2.38% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 2.22%. This indicates that HFQAX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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