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Diff
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 33.33%JEPI 33.33%JEPQ 33.33%EquityEquity
PositionCategory/SectorWeight
JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

33.33%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

33.33%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Diff, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.86%
19.38%
Diff
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Diff4.62%-2.20%13.85%15.98%N/AN/A
SCHD
Schwab US Dividend Equity ETF
2.95%-2.03%14.29%9.99%11.48%11.18%
JEPI
JPMorgan Equity Premium Income ETF
4.24%-1.32%10.81%10.42%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
6.64%-3.21%16.44%28.05%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.64%2.85%3.08%
2023-3.54%-1.88%6.24%3.75%

Expense Ratio

The Diff has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


Diff
Sharpe ratio
The chart of Sharpe ratio for Diff, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for Diff, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Omega ratio
The chart of Omega ratio for Diff, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for Diff, currently valued at 2.12, compared to the broader market0.002.004.006.008.002.12
Martin ratio
The chart of Martin ratio for Diff, currently valued at 8.19, compared to the broader market0.0010.0020.0030.0040.0050.008.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.871.301.150.832.87
JEPI
JPMorgan Equity Premium Income ETF
1.422.021.261.586.34
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.523.421.474.2516.82

Sharpe Ratio

The current Diff Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.82

The Sharpe ratio of Diff lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.82
1.92
Diff
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Diff granted a 6.75% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Diff6.75%7.30%8.17%3.12%2.99%0.99%1.02%0.88%0.96%0.99%0.88%0.82%
SCHD
Schwab US Dividend Equity ETF
3.44%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
7.57%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.26%10.02%9.44%0.00%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.91%
-3.50%
Diff
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Diff. 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 Diff was 13.32%, occurring on Sep 30, 2022. Recovery took 136 trading sessions.

The current Diff drawdown is 2.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.32%Aug 17, 202232Sep 30, 2022136Apr 18, 2023168
-11.22%May 5, 202230Jun 16, 202241Aug 16, 202271
-7.61%Aug 1, 202363Oct 27, 202323Nov 30, 202386
-4.68%Apr 1, 202415Apr 19, 2024
-2.24%May 2, 20233May 4, 202310May 18, 202313

Volatility

Volatility Chart

The current Diff volatility is 3.00%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.00%
3.58%
Diff
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

JEPQSCHDJEPI
JEPQ1.000.670.73
SCHD0.671.000.86
JEPI0.730.861.00