SCHD vs JEPI
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| SCHD vs JEPI | -1.82% | 0.33% | -6.71% | 5.00% | 11.21% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -3.05% | 0.73% | -8.88% | 4.08% | 11.62% | 10.79% |
JEPI JPMorgan Equity Premium Income ETF | -0.65% | -0.05% | -4.56% | 5.80% | 10.66% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.18% | 1.93% | -2.22% | -4.84% | 1.58% | -0.27% | -1.82% | ||||||
| 2024 | 0.96% | 2.10% | 3.37% | -3.63% | 2.13% | 0.20% | 4.11% | 2.61% | 1.36% | -0.27% | 4.46% | -5.39% | 12.15% |
| 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% | 1.60% | 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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SCHD vs JEPI is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.25 | 0.71 | 1.10 | 0.43 | 1.30 |
JEPI JPMorgan Equity Premium Income ETF | 0.42 | 0.78 | 1.12 | 0.52 | 2.13 |
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Dividends
Dividend yield
SCHD vs JEPI provided a 6.02% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.02% | 5.48% | 5.94% | 7.53% | 4.68% | 4.48% | 1.49% | 1.53% | 1.31% | 1.44% | 1.49% | 1.31% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.96% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
JEPI JPMorgan Equity Premium Income ETF | 8.08% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 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.
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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 6.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.75% | Jan 5, 2022 | 186 | Sep 30, 2022 | 201 | Jul 21, 2023 | 387 |
| -14.67% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SCHD | JEPI | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.76 | 0.81 | 0.82 |
| SCHD | 0.76 | 1.00 | 0.80 | 0.97 |
| JEPI | 0.81 | 0.80 | 1.00 | 0.92 |
| Portfolio | 0.82 | 0.97 | 0.92 | 1.00 |