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JPMorgan Equity Premium Income Fund Class I (JEPIX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US46645V6754

CUSIP

46645V675

Issuer

JPMorgan Chase

Inception Date

Aug 31, 2018

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
JEPIX vs. JEPI JEPIX vs. AMECX JEPIX vs. VHYAX JEPIX vs. SCHD JEPIX vs. VFIAX JEPIX vs. SPY JEPIX vs. QYLD JEPIX vs. SPYV JEPIX vs. DIVO JEPIX vs. RYLD
Popular comparisons:
JEPIX vs. JEPI JEPIX vs. AMECX JEPIX vs. VHYAX JEPIX vs. SCHD JEPIX vs. VFIAX JEPIX vs. SPY JEPIX vs. QYLD JEPIX vs. SPYV JEPIX vs. DIVO JEPIX vs. RYLD

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.68%
11.50%
JEPIX (JPMorgan Equity Premium Income Fund Class I)
Benchmark (^GSPC)

Returns By Period

JPMorgan Equity Premium Income Fund Class I had a return of 14.81% year-to-date (YTD) and 17.52% in the last 12 months.


JEPIX

YTD

14.81%

1M

0.28%

6M

7.68%

1Y

17.52%

5Y (annualized)

9.68%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.38%2.44%2.03%-2.73%1.16%1.45%1.86%2.91%1.77%-0.75%14.81%
20231.74%-2.19%2.16%2.41%-1.70%3.05%1.58%0.03%-3.70%-0.42%4.66%1.33%8.98%
2022-3.53%-1.34%3.37%-3.55%-0.11%-3.67%4.42%-2.82%-6.46%7.63%5.12%-1.89%-3.81%
2021-1.54%0.83%5.91%2.78%0.80%2.42%2.55%1.68%-4.15%4.62%-2.12%6.25%21.32%
20200.98%-6.44%-12.72%6.39%4.27%-0.54%5.81%2.10%-0.78%-1.15%7.26%2.52%6.02%
2019-4.69%2.07%2.02%1.93%-2.59%4.33%1.25%0.36%1.71%0.16%1.01%1.50%9.12%
20180.67%0.00%0.00%0.00%0.67%

Expense Ratio

JEPIX features an expense ratio of 0.63%, falling within the medium range.


Expense ratio chart for JEPIX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JEPIX is 85, placing it in the top 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JEPIX is 8585
Combined Rank
The Sharpe Ratio Rank of JEPIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JEPIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of JEPIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of JEPIX is 8686
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 I (JEPIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JEPIX, currently valued at 2.44, compared to the broader market-1.000.001.002.003.004.005.002.442.46
The chart of Sortino ratio for JEPIX, currently valued at 3.52, compared to the broader market0.005.0010.003.523.31
The chart of Omega ratio for JEPIX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.46
The chart of Calmar ratio for JEPIX, currently valued at 4.49, compared to the broader market0.005.0010.0015.0020.0025.004.493.55
The chart of Martin ratio for JEPIX, currently valued at 16.33, compared to the broader market0.0020.0040.0060.0080.00100.0016.3315.76
JEPIX
^GSPC

The current JPMorgan Equity Premium Income Fund Class I Sharpe ratio is 2.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Equity Premium Income Fund Class I with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.44
2.46
JEPIX (JPMorgan Equity Premium Income Fund Class I)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Equity Premium Income Fund Class I provided a 6.97% dividend yield over the last twelve months, with an annual payout of $1.03 per share.


8.00%9.00%10.00%11.00%12.00%$0.00$0.50$1.00$1.5020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$1.03$1.16$1.67$1.21$1.65$1.17

Dividend yield

6.97%8.43%12.24%7.58%11.59%7.71%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.08$0.08$0.09$0.08$0.09$0.08$0.07$0.09$0.10$0.09$0.00$0.84
2023$0.13$0.11$0.12$0.10$0.10$0.09$0.08$0.08$0.08$0.09$0.10$0.09$1.16
2022$0.11$0.12$0.15$0.12$0.14$0.16$0.14$0.14$0.13$0.16$0.16$0.14$1.67
2021$0.12$0.11$0.11$0.10$0.10$0.10$0.08$0.09$0.10$0.09$0.10$0.12$1.21
2020$0.08$0.10$0.16$0.20$0.17$0.15$0.13$0.13$0.12$0.13$0.15$0.13$1.65
2019$0.11$0.10$0.09$0.07$0.09$0.11$0.09$0.10$0.13$0.09$0.09$0.10$1.17

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.27%
-1.40%
JEPIX (JPMorgan Equity Premium Income Fund Class I)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Equity Premium Income Fund Class I. 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 I was 32.63%, occurring on Mar 23, 2020. Recovery took 176 trading sessions.

The current JPMorgan Equity Premium Income Fund Class I drawdown is 1.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.63%Feb 19, 202024Mar 23, 2020176Dec 1, 2020200
-13.67%Apr 21, 202240Jun 16, 2022218May 1, 2023258
-12.79%Sep 24, 201870Jan 3, 201980Apr 30, 2019150
-7.69%Jan 3, 202236Feb 23, 202239Apr 20, 202275
-7%Sep 15, 202332Oct 27, 202324Dec 1, 202356

Volatility

Volatility Chart

The current JPMorgan Equity Premium Income Fund Class I volatility is 2.01%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
2.01%
4.07%
JEPIX (JPMorgan Equity Premium Income Fund Class I)
Benchmark (^GSPC)