JACNX vs. JEPQ
Compare and contrast key facts about Janus Henderson Contrarian Fund (JACNX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JACNX is managed by Janus Henderson. It was launched on Feb 29, 2000. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
JACNX vs. JEPQ - Performance Comparison
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JACNX vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JACNX Janus Henderson Contrarian Fund | -4.88% | 7.34% | 18.44% | 21.58% | -14.36% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -1.88% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, JACNX achieves a -4.88% return, which is significantly lower than JEPQ's -1.88% return.
JACNX
- 1D
- 4.46%
- 1M
- -5.80%
- YTD
- -4.88%
- 6M
- -8.56%
- 1Y
- 10.22%
- 3Y*
- 10.38%
- 5Y*
- 5.25%
- 10Y*
- 11.16%
JEPQ
- 1D
- 1.02%
- 1M
- -2.60%
- YTD
- -1.88%
- 6M
- 2.46%
- 1Y
- 20.16%
- 3Y*
- 19.46%
- 5Y*
- —
- 10Y*
- —
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JACNX vs. JEPQ - Expense Ratio Comparison
JACNX has a 0.90% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Return for Risk
JACNX vs. JEPQ — Risk / Return Rank
JACNX
JEPQ
JACNX vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Contrarian Fund (JACNX) 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.
| JACNX | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.09 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.66 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.27 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.82 | -1.15 |
Martin ratioReturn relative to average drawdown | 1.94 | 8.93 | -6.99 |
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
| JACNX | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.09 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.84 | -0.51 |
Correlation
The correlation between JACNX and JEPQ 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.
Dividends
JACNX vs. JEPQ - Dividend Comparison
JACNX's dividend yield for the trailing twelve months is around 11.67%, more than JEPQ's 11.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JACNX Janus Henderson Contrarian Fund | 11.67% | 11.10% | 11.53% | 7.13% | 0.53% | 9.63% | 1.69% | 11.74% | 8.86% | 7.77% | 3.52% | 2.71% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.14% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JACNX vs. JEPQ - Drawdown Comparison
The maximum JACNX drawdown since its inception was -66.81%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for JACNX and JEPQ.
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Drawdown Indicators
| JACNX | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.81% | -20.07% | -46.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -11.58% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.25% | — | — |
Current DrawdownCurrent decline from peak | -10.45% | -4.89% | -5.56% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -3.55% | -11.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 2.36% | +2.56% |
Volatility
JACNX vs. JEPQ - Volatility Comparison
Janus Henderson Contrarian Fund (JACNX) has a higher volatility of 9.08% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.08%. This indicates that JACNX's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JACNX | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 6.08% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 10.52% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 18.54% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.89% | 16.91% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 16.91% | +4.78% |