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ISIN
US46645V6911
CUSIP
46645V691
Issuer
JPMorgan
Inception Date
Aug 31, 2018
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JEPAX Performance Chart

JPMorgan Equity Premium Income Fund Class A (JEPAX) is down 0.2% since the beginning of the year. JEPAX is currently trading at $14 per share. Investors who bought $1,000 worth of JEPAX shares 5 years ago would now be looking at an investment worth $1,394.


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S&P 500 Index

Returns By Period

JPMorgan Equity Premium Income Fund Class A (JEPAX) has returned -0.15% so far this year and 7.32% over the past 12 months.


JPMorgan Equity Premium Income Fund Class A

1D
-0.72%
1M
-2.02%
YTD
-0.15%
6M
0.68%
1Y
7.32%
3Y*
8.35%
5Y*
6.87%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPAX Monthly Returns History

Based on dividend-adjusted daily data since Mar 28, 2019, JEPAX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Oct 2022 with a return of +7.6%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JEPAX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.35%2.92%-4.78%2.24%-1.93%-0.72%-0.15%
20252.47%1.28%-3.35%-1.96%1.68%2.23%0.04%1.81%0.53%0.21%2.49%0.06%7.55%
20241.69%2.34%2.08%-2.82%2.16%0.42%1.91%2.82%1.82%-0.77%4.17%-4.05%12.07%
20231.64%-2.14%2.15%2.38%-1.72%3.03%1.56%-0.06%-3.11%-1.00%4.65%1.98%9.42%
2022-3.62%-1.29%3.28%-3.57%-0.14%-3.69%4.47%-2.85%-6.48%7.60%5.02%-1.85%-4.05%
2021-2.38%0.07%5.89%2.76%0.78%2.40%2.53%1.66%-4.24%4.67%-2.15%6.23%19.13%

Benchmark Metrics

JPMorgan Equity Premium Income Fund Class A has an annualized alpha of -1.90%, beta of 0.67, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since April 01, 2019.

  • This fund participated in 67.06% of S&P 500 Index downside but only 52.46% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-1.90%
Beta
0.67
0.79
Upside Capture
52.46%
Downside Capture
67.06%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JEPAX ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JEPAX Risk / Return Rank: 1111
Overall Rank
JEPAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JEPAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
JEPAX Omega Ratio Rank: 1111
Omega Ratio Rank
JEPAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
JEPAX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and compare them to S&P 500 Index.


JEPAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.86

2.39

-1.52

Sortino ratio

Return per unit of downside risk

1.36

3.25

-1.89

Omega ratio

Gain probability vs. loss probability

1.16

1.43

-0.27

Calmar ratio

Return relative to maximum drawdown

1.00

3.11

-2.11

Martin ratio

Return relative to average drawdown

3.33

14.38

-11.05

Dividends

Dividend History

JPMorgan Equity Premium Income Fund Class A provided a 7.92% dividend yield over the last twelve months, with an annual payout of $1.09 per share.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%$0.00$0.50$1.00$1.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.09$1.12$1.00$1.12$1.63$0.95$1.62$0.85

Dividend yield

7.92%7.88%6.95%8.19%11.98%5.96%11.35%5.61%

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
2026$0.09$0.08$0.11$0.10$0.09$0.00$0.47
2025$0.08$0.08$0.10$0.11$0.13$0.10$0.09$0.08$0.08$0.08$0.09$0.10$1.12
2024$0.07$0.08$0.08$0.08$0.09$0.08$0.07$0.09$0.09$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$0.15$0.16$0.14$1.63
2021$0.00$0.00$0.11$0.09$0.10$0.10$0.08$0.09$0.09$0.09$0.10$0.11$0.95

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 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 5.22%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-32.69%Mar 2020
1mo 3d8mo 29d
10mo 2dFeb 2020 - Dec 2020
Bear market2022
-13.74%Oct 2022
5mo 24d8mo 21d
1y 2moApr 2022 - Jun 2023
2025 selloff2025
-13.43%Apr 2025
4mo 7d5mo 6d
9mo 13dDec 2024 - Sep 2025
Bear market2022
-7.72%Feb 2022
1mo 21d1mo 26d
3mo 17dJan 2022 - Apr 2022
2026 pullback2026
-7.41%Mar 2026
25d
3mo 3dMar 2026 - now

Drawdown Indicators


JEPAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-56.78%

+24.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-9.10%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-13.43%

-18.90%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-13.74%

-25.43%

+11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.22%

0.00%

-5.22%

Average Drawdown

Average peak-to-trough decline

-3.08%

-10.72%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.97%

+0.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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