ACGYX vs. JEPI
ACGYX (AB Income Fund) and JEPI (JPMorgan Equity Premium Income ETF) are both funds - ACGYX is a Intermediate Core-Plus Bond fund managed by AllianceBernstein, while JEPI is a Dividend fund actively managed by JPMorgan. Over the past 5 years, ACGYX returned -0.07%/yr vs 7.69%/yr for JEPI. At a 0.20 correlation, their price movements are largely independent. ACGYX charges 0.54%/yr vs 0.35%/yr for JEPI.
Performance
ACGYX vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, ACGYX achieves a 0.78% return, which is significantly lower than JEPI's 1.20% return.
ACGYX
- 1D
- 0.16%
- 1M
- 1.68%
- YTD
- 0.78%
- 6M
- 1.33%
- 1Y
- 5.67%
- 3Y*
- 4.91%
- 5Y*
- -0.07%
- 10Y*
- 2.22%
JEPI
- 1D
- -0.99%
- 1M
- 0.45%
- YTD
- 1.20%
- 6M
- 1.95%
- 1Y
- 8.58%
- 3Y*
- 8.94%
- 5Y*
- 7.69%
- 10Y*
- —
ACGYX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ACGYX AB Income Fund | 0.78% | 7.86% | 2.07% | 6.16% | -15.45% | -1.30% | 10.42% |
JEPI JPMorgan Equity Premium Income ETF | 1.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between ACGYX and JEPI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.20 |
The correlation between ACGYX and JEPI shifts across timeframes, from 0.20 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ACGYX vs. JEPI — Risk / Return Rank
ACGYX
JEPI
ACGYX vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Income Fund (ACGYX) and JPMorgan Equity Premium Income ETF (JEPI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACGYX | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.29 | +0.50 |
| Martin ratioReturn relative to average drawdown | 5.56 | 3.87 | +1.69 |
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Drawdowns
ACGYX vs. JEPI - Drawdown Comparison
The maximum ACGYX drawdown since its inception was -21.58%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ACGYX and JEPI.
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Drawdown Indicators
| ACGYX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.58% | -13.71% | -7.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -6.68% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -6.70% | -13.26% | +6.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.58% | -13.71% | -7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -21.58% | — | — |
Current DrawdownCurrent decline from peak | -2.04% | -3.83% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -2.13% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.22% | -1.14% |
Volatility
ACGYX vs. JEPI - Volatility Comparison
The current volatility for AB Income Fund (ACGYX) is 1.38%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.35%. This indicates that ACGYX experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGYX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 2.35% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.32% | 6.31% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 8.06% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 11.09% | -4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.47% | 10.79% | -5.32% |
ACGYX vs. JEPI - Expense Ratio Comparison
ACGYX has a 0.54% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
ACGYX vs. JEPI - Dividend Comparison
ACGYX's dividend yield for the trailing twelve months is around 4.91%, less than JEPI's 8.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ACGYX AB Income Fund | 4.91% | 5.02% | 5.38% | 4.04% | 3.99% | 2.95% | 3.80% | 4.50% | 4.54% | 5.84% | 3.23% |
JEPI JPMorgan Equity Premium Income ETF | 8.19% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ACGYX and JEPI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPI has higher volatility (2.35%) compared to ACGYX (1.38%). In terms of maximum drawdown, ACGYX dropped -21.58% vs JEPI's -13.71%.
ACGYX currently has the higher Sharpe Ratio (1.38 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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