SCHD vs JEPI
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHD vs JEPI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SCHD vs JEPI | 16.21% | 1.04% | 9.40% | 22.46% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 16.94% | 1.09% | 10.43% | 26.08% | 12.63% | 11.59% |
JEPI JPMorgan Equity Premium Income ETF | 15.42% | 1.00% | 8.34% | 18.87% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of SCHD vs JEPI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.96% | 2.10% | 3.37% | -3.63% | 2.13% | 0.20% | 4.11% | 2.61% | 1.36% | -0.27% | 16.21% | ||
| 2023 | 1.94% | -2.78% | 0.63% | 0.74% | -2.91% | 4.19% | 2.92% | -0.76% | -3.64% | -2.45% | 5.48% | 4.14% | 7.20% |
| 2022 | -3.11% | -1.58% | 3.18% | -3.89% | 1.90% | -5.83% | 4.33% | -2.84% | -6.88% | 9.37% | 6.04% | -2.71% | -3.35% |
| 2021 | -1.25% | 3.38% | 7.69% | 2.40% | 2.48% | 0.31% | 1.61% | 1.91% | -3.92% | 4.49% | -1.87% | 6.53% | 25.76% |
| 2020 | 3.11% | -0.57% | 5.40% | 3.75% | -1.64% | -0.52% | 10.24% | 2.84% | 24.36% |
Expense Ratio
SCHD vs JEPI has an expense ratio of 0.20%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SCHD vs JEPI is 67, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.44 | 3.51 | 1.43 | 3.30 | 13.27 |
JEPI JPMorgan Equity Premium Income ETF | 2.70 | 3.76 | 1.54 | 4.87 | 19.06 |
Dividends
Dividend yield
SCHD vs JEPI provided a 5.24% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.24% | 5.94% | 7.53% | 4.68% | 4.48% | 1.49% | 1.53% | 1.31% | 1.44% | 1.49% | 1.31% | 1.23% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.09% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHD vs JEPI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SCHD vs JEPI was 14.75%, occurring on Sep 30, 2022. Recovery took 201 trading sessions.
The current SCHD vs JEPI drawdown is 0.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.75% | Jan 5, 2022 | 186 | Sep 30, 2022 | 201 | Jul 21, 2023 | 387 |
| -8.49% | Aug 1, 2023 | 63 | Oct 27, 2023 | 31 | Dec 12, 2023 | 94 |
| -7.09% | Jun 9, 2020 | 14 | Jun 26, 2020 | 17 | Jul 22, 2020 | 31 |
| -5.65% | Sep 3, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
| -5.38% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current SCHD vs JEPI volatility is 2.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| JEPI | SCHD | |
|---|---|---|
| JEPI | 1.00 | 0.79 |
| SCHD | 0.79 | 1.00 |