JNOSX vs. EPDIX
Compare and contrast key facts about Janus Henderson Overseas Fund (JNOSX) and EuroPac International Dividend Income Fund (EPDIX).
JNOSX is managed by Janus Henderson. It was launched on May 2, 1994. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
JNOSX vs. EPDIX - Performance Comparison
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JNOSX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNOSX Janus Henderson Overseas Fund | -2.62% | 28.76% | 5.89% | 10.94% | -8.71% | 13.11% | 16.71% | 28.21% | -15.30% | 31.33% |
EPDIX EuroPac International Dividend Income Fund | 5.87% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Returns By Period
In the year-to-date period, JNOSX achieves a -2.62% return, which is significantly lower than EPDIX's 5.87% return. Both investments have delivered pretty close results over the past 10 years, with JNOSX having a 10.16% annualized return and EPDIX not far behind at 9.85%.
JNOSX
- 1D
- -0.18%
- 1M
- -10.88%
- YTD
- -2.62%
- 6M
- 1.89%
- 1Y
- 19.19%
- 3Y*
- 11.48%
- 5Y*
- 7.69%
- 10Y*
- 10.16%
EPDIX
- 1D
- 0.07%
- 1M
- -9.48%
- YTD
- 5.87%
- 6M
- 16.80%
- 1Y
- 44.92%
- 3Y*
- 20.84%
- 5Y*
- 14.71%
- 10Y*
- 9.85%
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JNOSX vs. EPDIX - Expense Ratio Comparison
JNOSX has a 0.95% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Return for Risk
JNOSX vs. EPDIX — Risk / Return Rank
JNOSX
EPDIX
JNOSX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund (JNOSX) and EuroPac International Dividend Income Fund (EPDIX). 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.
| JNOSX | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 2.80 | -1.59 |
Sortino ratioReturn per unit of downside risk | 1.58 | 3.33 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.54 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 4.08 | -2.80 |
Martin ratioReturn relative to average drawdown | 5.56 | 16.78 | -11.22 |
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
| JNOSX | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 2.80 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 1.06 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.66 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.46 | -0.12 |
Correlation
The correlation between JNOSX and EPDIX is 0.73, 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
JNOSX vs. EPDIX - Dividend Comparison
JNOSX's dividend yield for the trailing twelve months is around 1.32%, less than EPDIX's 6.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNOSX Janus Henderson Overseas Fund | 1.32% | 1.29% | 1.65% | 1.39% | 1.59% | 1.04% | 0.88% | 2.77% | 1.15% | 1.86% | 1.32% | 4.63% |
EPDIX EuroPac International Dividend Income Fund | 6.72% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
Drawdowns
JNOSX vs. EPDIX - Drawdown Comparison
The maximum JNOSX drawdown since its inception was -72.45%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for JNOSX and EPDIX.
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Drawdown Indicators
| JNOSX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.45% | -38.23% | -34.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -10.92% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.89% | -20.98% | -4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.68% | -32.84% | -3.84% |
Current DrawdownCurrent decline from peak | -10.88% | -9.48% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -27.10% | -10.88% | -16.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.65% | +0.29% |
Volatility
JNOSX vs. EPDIX - Volatility Comparison
The current volatility for Janus Henderson Overseas Fund (JNOSX) is 5.97%, while EuroPac International Dividend Income Fund (EPDIX) has a volatility of 6.47%. This indicates that JNOSX experiences smaller price fluctuations and is considered to be less risky than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNOSX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 6.47% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 11.36% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 16.09% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 14.01% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 14.86% | +2.22% |