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.
Performance
HFQAX vs. JEPAX - Performance Comparison
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HFQAX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 3.70% | 29.61% | 6.86% | 10.17% | -6.59% | 12.45% | 1.66% | 10.47% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -2.40% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, HFQAX achieves a 3.70% return, which is significantly higher than JEPAX's -2.40% return.
HFQAX
- 1D
- 0.27%
- 1M
- -9.03%
- YTD
- 3.70%
- 6M
- 9.77%
- 1Y
- 24.42%
- 3Y*
- 15.04%
- 5Y*
- 9.71%
- 10Y*
- 7.86%
JEPAX
- 1D
- 0.07%
- 1M
- -7.35%
- YTD
- -2.40%
- 6M
- 0.30%
- 1Y
- 4.66%
- 3Y*
- 8.21%
- 5Y*
- 7.30%
- 10Y*
- —
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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.
Return for Risk
HFQAX vs. JEPAX — Risk / Return Rank
HFQAX
JEPAX
HFQAX vs. JEPAX - Risk-Adjusted Trends 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.
| HFQAX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 0.46 | +1.42 |
Sortino ratioReturn per unit of downside risk | 2.36 | 0.74 | +1.61 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.12 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 0.46 | +1.79 |
Martin ratioReturn relative to average drawdown | 8.84 | 2.14 | +6.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HFQAX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 0.46 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.64 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.51 | -0.21 |
Correlation
The correlation between HFQAX and JEPAX is 0.63, 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.
Dividends
HFQAX vs. JEPAX - Dividend Comparison
HFQAX's dividend yield for the trailing twelve months is around 5.10%, less than JEPAX's 7.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 5.10% | 6.59% | 7.96% | 7.89% | 8.02% | 6.92% | 7.25% | 6.80% | 7.66% | 6.03% | 6.77% | 6.60% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.45% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HFQAX vs. JEPAX - Drawdown Comparison
The maximum HFQAX drawdown since its inception was -52.77%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for HFQAX and JEPAX.
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Drawdown Indicators
| HFQAX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.77% | -32.69% | -20.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -10.43% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -13.74% | -8.09% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | — | — |
Current DrawdownCurrent decline from peak | -9.03% | -7.35% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -3.05% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.23% | +0.39% |
Volatility
HFQAX vs. JEPAX - Volatility Comparison
Janus Henderson Global Equity Income Fund (HFQAX) has a higher volatility of 5.26% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 3.45%. 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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Volatility by Period
| HFQAX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.45% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 6.50% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 13.68% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 11.40% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 15.02% | -0.34% |