Key characteristics
| JEPI | JEPIX | |
|---|---|---|
| YTD Return | 2.89% | 3.20% |
| 1Y Return | 7.21% | 8.08% |
| 5Y Return (Ann) | 12.70% | 7.43% |
| 10Y Return (Ann) | 12.70% | 7.43% |
| Sharpe Ratio | 0.67 | 0.70 |
| Daily Std Dev | 13.40% | 13.68% |
| Max Drawdown | -13.71% | -32.63% |
Correlation
0.92
-1.001.00
The correlation between JEPI and JEPIX is 0.92, 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.
JEPI vs. JEPIX - Performance Comparison
In the year-to-date period, JEPI achieves a 2.89% return, which is significantly lower than JEPIX's 3.20% return. Over the past 10 years, JEPI has outperformed JEPIX with an annualized return of 12.70%, while JEPIX has yielded a comparatively lower 7.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
JEPI
JEPIX
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JEPI vs. JEPIX - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 14.89%, less than JEPIX's 16.44% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 14.89% | 12.05% | 7.61% | 7.18% | 0.00% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 16.44% | 12.66% | 8.81% | 14.60% | 10.99% |
JEPI vs. JEPIX - Expense Ratio Comparison
JEPI has a 0.35% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
0.63%
0.00%2.15%
0.35%
0.00%2.15%
JEPI vs. JEPIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.67 | ||||
JEPIX JPMorgan Equity Premium Income Fund Class I | 0.70 |
JEPI vs. JEPIX - Sharpe Ratio Comparison
The current JEPI Sharpe Ratio is 0.67, which roughly equals the JEPIX Sharpe Ratio of 0.70. The chart below compares the 12-month rolling Sharpe Ratio of JEPI and JEPIX.
JEPI
JEPIX
JEPI vs. JEPIX - Drawdown Comparison
The maximum JEPI drawdown for the period was -6.99%, roughly equal to the maximum JEPIX drawdown of -7.02%. The drawdown chart below compares losses from any high point along the way for JEPI and JEPIX
JEPI
JEPIX
JEPI vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.84%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.02%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
JEPI
JEPIX
