JPMorgan Equity Premium Income Fund Class A (JEPAX) Sharpe Ratio: 0.99

JEPAX's Sharpe Ratio of 0.99 indicates that for each unit of volatility, it generates 0.99 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JEPAX Sharpe Ratio Rank

Concerning

JEPAX ranks above 14.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

JEPAX Sharpe Ratio Market Positioning

The chart shows JEPAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.30 or lower
Yellow zone (middle 50%): 1.30 to 2.32
Green zone (top 25%): 2.32 or higher
Top 1%: 4.29+
Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares JPMorgan Equity Premium Income Fund Class A's Sharpe Ratio with other mutual funds in the Derivative Income, Dividend category across multiple time periods, showing how JEPAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

Symbol	Name	1Y Sharpe Ratio
FDGDX	Fidelity Advisor 529 Dividend Growth Portfolio Class D	2.84
FDGFX	Fidelity Dividend Growth Fund	2.76
VIHAX	Vanguard International High Dividend Yield Index Fund Admiral Shares	2.71
CII	BlackRock Enhanced Large Cap Core Fund	2.62
EPDPX	EuroPac International Dividend Income Fund Class A	2.51
PMAIX	Pioneer Multi-Asset Income Fund A	2.45
OIEJX	JPMorgan Equity Income Fund R6	2.44
VHYAX	Vanguard High Dividend Yield Index Fund Admiral Shares	2.41
PJDZX	PGIM Jennison Rising Dividend Fund	2.39
CDDYX	Columbia Dividend Income Fund Institutional 3 Class	2.36
JEPAX	JPMorgan Equity Premium Income Fund Class A	0.99

Benchmark Against

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S&P 500 Index

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Historical Sharpe Ratio

The chart shows JEPAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JEPAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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