VOO/QQQM/JEPI/JEPQ
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
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 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| VOO/QQQM/JEPI/JEPQ | -1.87% | 7.88% | -2.96% | 8.54% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -0.19% | 9.25% | -1.98% | 13.44% | 17.53% | 12.67% |
QQQM Invesco NASDAQ 100 ETF | -0.50% | 11.79% | -0.85% | 15.65% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 0.33% | 5.00% | -2.62% | 6.34% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -7.36% | 5.43% | -6.83% | -1.46% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of VOO/QQQM/JEPI/JEPQ, 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 | 2.32% | -1.29% | -5.98% | -0.84% | 4.22% | -1.87% | |||||||
| 2024 | 2.05% | 4.11% | 2.12% | -3.80% | 4.43% | 3.17% | -0.44% | 1.80% | 2.05% | -0.79% | 5.04% | -1.58% | 19.30% |
| 2023 | 6.26% | -1.69% | 5.43% | 1.47% | 2.44% | 4.60% | 2.77% | -1.03% | -4.26% | -1.75% | 7.85% | 3.41% | 27.78% |
| 2022 | -4.00% | -6.98% | 8.49% | -4.53% | -9.03% | 5.80% | 4.96% | -6.27% | -12.42% |
Expense Ratio
VOO/QQQM/JEPI/JEPQ has an expense ratio of 0.22%, 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 VOO/QQQM/JEPI/JEPQ is 34, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.70 | 1.15 | 1.17 | 0.76 | 2.93 |
QQQM Invesco NASDAQ 100 ETF | 0.63 | 1.06 | 1.15 | 0.71 | 2.33 |
JEPI JPMorgan Equity Premium Income ETF | 0.46 | 0.80 | 1.13 | 0.53 | 2.28 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -0.07 | 0.07 | 1.01 | -0.05 | -0.17 |
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Dividends
Dividend yield
VOO/QQQM/JEPI/JEPQ provided a 5.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.31% | 4.71% | 4.93% | 5.91% | 2.06% | 1.87% | 0.47% | 0.52% | 0.45% | 0.50% | 0.53% | 0.46% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.30% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
QQQM Invesco NASDAQ 100 ETF | 0.60% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.00% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.36% | 9.66% | 9.23% | 9.44% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VOO/QQQM/JEPI/JEPQ. 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 VOO/QQQM/JEPI/JEPQ was 19.08%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current VOO/QQQM/JEPI/JEPQ drawdown is 7.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.08% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -16.69% | May 5, 2022 | 113 | Oct 14, 2022 | 154 | May 26, 2023 | 267 |
| -8.81% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -8.57% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -5.48% | Mar 28, 2024 | 16 | Apr 19, 2024 | 18 | May 15, 2024 | 34 |
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 4 assets, with an effective number of assets of 4.00, 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 | JEPI | JEPQ | QQQM | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.83 | 0.90 | 0.94 | 1.00 | 0.98 |
| JEPI | 0.83 | 1.00 | 0.70 | 0.67 | 0.83 | 0.80 |
| JEPQ | 0.90 | 0.70 | 1.00 | 0.95 | 0.90 | 0.96 |
| QQQM | 0.94 | 0.67 | 0.95 | 1.00 | 0.94 | 0.97 |
| VOO | 1.00 | 0.83 | 0.90 | 0.94 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.80 | 0.96 | 0.97 | 0.98 | 1.00 |