jepi schd fdvv ++

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

jepi schd fdvv ++

Currency in USD · Last updated May 27, 2025

Asset Allocation

Position	Category/Sector	Target Weight
CGDV Capital Group Dividend Value ETF	Large Cap Value Equities, Dividend	10%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	10%
DGRW WisdomTree U.S. Dividend Growth Fund	Large Cap Growth Equities, Dividend	10%
DIVO Amplify CWP Enhanced Dividend Income ETF	Large Cap Blend Equities, Actively Managed, Dividend	10%
FDVV Fidelity High Dividend ETF	Large Cap Blend Equities, Dividend	10%
JEPI JPMorgan Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	10%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	10%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	10%
VRP Invesco Variable Rate Preferred ETF	Preferred Stock/Convertible Bonds	10%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
jepi schd fdvv ++	-0.18%	2.80%	-3.63%	8.04%	N/A	N/A
Portfolio components:
SCHD Schwab US Dividend Equity ETF	-4.38%	0.86%	-10.65%	3.27%	12.77%	10.46%
FDVV Fidelity High Dividend ETF	-0.07%	3.75%	-3.76%	9.78%	17.97%	N/A
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-4.05%	3.06%	-2.95%	6.77%	N/A	N/A
CGDV Capital Group Dividend Value ETF	3.55%	4.81%	-0.44%	11.80%	N/A	N/A
VYM Vanguard High Dividend Yield ETF	0.26%	3.07%	-4.10%	9.64%	14.06%	9.59%
JEPI JPMorgan Equity Premium Income ETF	-0.85%	1.88%	-4.44%	5.42%	11.20%	N/A
DIVO Amplify CWP Enhanced Dividend Income ETF	2.42%	3.31%	-2.12%	10.62%	13.56%	N/A
VRP Invesco Variable Rate Preferred ETF	1.84%	0.94%	1.50%	6.84%	6.35%	4.93%
DGRO iShares Core Dividend Growth ETF	0.27%	2.89%	-4.30%	8.64%	13.75%	11.21%
DGRW WisdomTree U.S. Dividend Growth Fund	-1.09%	3.37%	-5.40%	6.40%	15.18%	11.93%

*Annualized

Monthly Returns

The table below presents the monthly returns of jepi schd fdvv ++, 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	2.76%	0.75%	-3.02%	-2.61%	2.08%								-0.18%
2024	1.36%	2.81%	3.53%	-3.00%	3.30%	1.04%	3.11%	2.43%	1.74%	-0.61%	4.39%	-3.91%	17.00%
2023	3.62%	-2.27%	1.20%	1.70%	-1.95%	4.85%	3.30%	-1.44%	-3.47%	-2.01%	6.43%	4.55%	14.83%
2022					-1.60%	-6.84%	5.63%	-2.88%	-7.75%	9.00%	5.84%	-3.23%	-3.13%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

jepi schd fdvv ++ has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DIVO

Amplify CWP Enhanced Dividend Income ETF

VRP

Invesco Variable Rate Preferred ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

JEPI

JPMorgan Equity Premium Income ETF

CGDV

Capital Group Dividend Value ETF

FDVV

Fidelity High Dividend ETF

DGRW

WisdomTree U.S. Dividend Growth Fund

DGRO

iShares Core Dividend Growth ETF

SCHD

Schwab US Dividend Equity ETF

VYM

Vanguard High Dividend Yield ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of jepi schd fdvv ++ is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab US Dividend Equity ETF	0.21	0.24	1.03	0.09	0.29
FDVV Fidelity High Dividend ETF	0.65	0.88	1.13	0.57	2.40
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.35	0.62	1.10	0.35	1.20
CGDV Capital Group Dividend Value ETF	0.75	1.04	1.15	0.78	3.26
VYM Vanguard High Dividend Yield ETF	0.63	0.82	1.11	0.56	2.18
JEPI JPMorgan Equity Premium Income ETF	0.40	0.59	1.09	0.37	1.54
DIVO Amplify CWP Enhanced Dividend Income ETF	0.78	1.04	1.15	0.78	2.93
VRP Invesco Variable Rate Preferred ETF	1.33	1.78	1.25	1.64	8.44
DGRO iShares Core Dividend Growth ETF	0.59	0.77	1.11	0.51	2.02
DGRW WisdomTree U.S. Dividend Growth Fund	0.41	0.60	1.08	0.34	1.26

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

jepi schd fdvv ++ Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 0.60
All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of jepi schd fdvv ++ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

jepi schd fdvv ++ provided a 4.55% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	4.55%	4.22%	4.59%	4.69%	2.76%	2.86%	2.77%	2.59%	2.13%	1.63%	1.59%	1.12%
Portfolio components:
SCHD Schwab US Dividend Equity ETF	4.02%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
FDVV Fidelity High Dividend ETF	3.07%	2.94%	3.77%	3.44%	2.70%	3.19%	3.93%	4.05%	3.63%	1.04%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.40%	9.65%	10.02%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CGDV Capital Group Dividend Value ETF	1.57%	1.60%	1.66%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.90%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
JEPI JPMorgan Equity Premium Income ETF	8.09%	7.33%	8.40%	11.67%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIVO Amplify CWP Enhanced Dividend Income ETF	4.78%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%	0.00%
VRP Invesco Variable Rate Preferred ETF	5.86%	5.78%	6.61%	5.38%	4.25%	4.17%	5.15%	5.28%	4.69%	5.10%	5.02%	3.04%
DGRO iShares Core Dividend Growth ETF	2.26%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%	0.97%
DGRW WisdomTree U.S. Dividend Growth Fund	1.53%	1.55%	1.74%	2.15%	1.78%	1.91%	2.20%	2.42%	1.73%	2.13%	2.18%	1.79%

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 jepi schd fdvv ++. 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 jepi schd fdvv ++ was 13.59%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current jepi schd fdvv ++ drawdown is 4.45%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-13.59%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-13.24%	May 5, 2022	103	Sep 30, 2022	42	Nov 30, 2022	145
-8.24%	Aug 1, 2023	63	Oct 27, 2023	30	Dec 11, 2023	93
-6.4%	Feb 3, 2023	26	Mar 13, 2023	61	Jun 8, 2023	87
-4.8%	Dec 2, 2024	27	Jan 10, 2025	25	Feb 18, 2025	52

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	VRP	JEPQ	SCHD	JEPI	DIVO	VYM	CGDV	FDVV	DGRW	DGRO	Portfolio
^GSPC	1.00	0.53	0.93	0.75	0.82	0.81	0.81	0.92	0.90	0.94	0.86	0.92
VRP	0.53	1.00	0.48	0.51	0.49	0.50	0.53	0.52	0.56	0.52	0.53	0.58
JEPQ	0.93	0.48	1.00	0.57	0.71	0.66	0.62	0.80	0.76	0.82	0.69	0.78
SCHD	0.75	0.51	0.57	1.00	0.85	0.87	0.94	0.85	0.88	0.86	0.94	0.92
JEPI	0.82	0.49	0.71	0.85	1.00	0.88	0.88	0.86	0.85	0.90	0.92	0.92
DIVO	0.81	0.50	0.66	0.87	0.88	1.00	0.92	0.87	0.88	0.88	0.92	0.93
VYM	0.81	0.53	0.62	0.94	0.88	0.92	1.00	0.90	0.93	0.89	0.97	0.96
CGDV	0.92	0.52	0.80	0.85	0.86	0.87	0.90	1.00	0.93	0.93	0.92	0.96
FDVV	0.90	0.56	0.76	0.88	0.85	0.88	0.93	0.93	1.00	0.92	0.93	0.96
DGRW	0.94	0.52	0.82	0.86	0.90	0.88	0.89	0.93	0.92	1.00	0.94	0.97
DGRO	0.86	0.53	0.69	0.94	0.92	0.92	0.97	0.92	0.93	0.94	1.00	0.98
Portfolio	0.92	0.58	0.78	0.92	0.92	0.93	0.96	0.96	0.96	0.97	0.98	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2022

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

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Factor Model

jepi schd fdvv ++

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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