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JPMorgan Equity Premium Income Fund Class A (JEPAX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US46645V6911

CUSIP

46645V691

Issuer

JPMorgan

Inception Date

Aug 31, 2018

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JEPAX has an expense ratio of 0.85%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Equity Premium Income Fund Class A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
80.84%
125.65%
JEPAX (JPMorgan Equity Premium Income Fund Class A)
Benchmark (^GSPC)

Returns By Period

JPMorgan Equity Premium Income Fund Class A (JEPAX) returned -1.02% year-to-date (YTD) and 5.47% over the past 12 months.


JEPAX

YTD

-1.02%

1M

9.70%

6M

-3.20%

1Y

5.47%

5Y*

11.01%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of JEPAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.47%1.28%-3.35%-1.96%0.66%-1.02%
20242.41%2.35%1.48%-2.26%1.14%0.86%2.49%2.17%2.46%-0.77%3.51%-3.44%12.86%
20231.64%-2.14%2.14%2.38%-1.72%3.03%1.56%-0.06%-3.70%-0.39%4.65%1.25%8.65%
2022-3.61%-1.30%3.28%-3.57%-0.13%-3.69%4.47%-2.85%-6.48%7.60%5.03%-1.85%-4.05%
2021-1.56%0.81%5.89%2.75%0.78%2.39%2.53%1.66%-4.24%4.67%-2.15%6.23%21.01%
20200.96%-6.46%-12.74%6.37%4.24%-0.56%5.79%2.08%-0.81%-1.17%7.23%2.51%5.75%
20196.19%2.06%1.99%1.91%-2.60%4.38%1.17%0.34%1.69%0.15%0.99%1.49%21.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JEPAX is 47, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JEPAX is 4747
Overall Rank
The Sharpe Ratio Rank of JEPAX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPAX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of JEPAX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JEPAX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of JEPAX is 5151
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

The charts below present risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


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.

JPMorgan Equity Premium Income Fund Class A Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.39
  • 5-Year: 0.93
  • All Time: 0.63

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).

The chart below shows the rolling Sharpe ratio of JPMorgan Equity Premium Income Fund Class A compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.39
0.48
JEPAX (JPMorgan Equity Premium Income Fund Class A)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Equity Premium Income Fund Class A provided a 7.73% dividend yield over the last twelve months, with an annual payout of $1.07 per share.


7.00%8.00%9.00%10.00%11.00%12.00%$0.00$0.50$1.00$1.50201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$1.07$1.00$1.12$1.63$1.17$1.62$1.14

Dividend yield

7.73%6.96%8.19%11.97%7.36%11.35%7.51%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Equity Premium Income Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.08$0.08$0.11$0.11$0.00$0.38
2024$0.07$0.08$0.08$0.08$0.09$0.08$0.07$0.09$0.10$0.09$0.10$0.09$1.00
2023$0.12$0.11$0.12$0.10$0.09$0.09$0.07$0.08$0.08$0.09$0.10$0.09$1.12
2022$0.10$0.12$0.15$0.12$0.14$0.15$0.14$0.13$0.13$0.16$0.16$0.14$1.63
2021$0.12$0.10$0.11$0.09$0.10$0.10$0.08$0.09$0.10$0.09$0.10$0.11$1.17
2020$0.08$0.09$0.16$0.20$0.17$0.14$0.13$0.12$0.12$0.13$0.15$0.13$1.62
2019$0.11$0.09$0.09$0.07$0.09$0.11$0.09$0.10$0.12$0.09$0.09$0.09$1.14

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.85%
-7.82%
JEPAX (JPMorgan Equity Premium Income Fund Class A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Equity Premium Income Fund Class A. 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 JPMorgan Equity Premium Income Fund Class A was 32.69%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.

The current JPMorgan Equity Premium Income Fund Class A drawdown is 4.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.69%Feb 19, 202024Mar 23, 2020188Dec 17, 2020212
-13.73%Apr 21, 2022121Oct 12, 2022179Jun 30, 2023300
-13.26%Dec 3, 202486Apr 8, 2025
-7.71%Jan 3, 202236Feb 23, 202239Apr 20, 202275
-6.95%Sep 15, 202332Oct 27, 202323Nov 30, 202355

Volatility

Volatility Chart

The current JPMorgan Equity Premium Income Fund Class A volatility is 8.72%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.72%
11.21%
JEPAX (JPMorgan Equity Premium Income Fund Class A)
Benchmark (^GSPC)