ACGYX vs. JEPI
Compare and contrast key facts about AB Income Fund (ACGYX) and JPMorgan Equity Premium Income ETF (JEPI).
ACGYX is managed by AllianceBernstein. It was launched on Aug 28, 1987. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGYX or JEPI.
Key characteristics
| ACGYX | JEPI | |
|---|---|---|
| YTD Return | 2.98% | 14.44% |
| 1Y Return | 13.97% | 22.06% |
| 3Y Return (Ann) | -1.95% | 8.06% |
| Sharpe Ratio | 2.14 | 2.83 |
| Sortino Ratio | 3.15 | 3.93 |
| Omega Ratio | 1.40 | 1.56 |
| Calmar Ratio | 0.74 | 3.13 |
| Martin Ratio | 9.05 | 21.43 |
| Ulcer Index | 1.58% | 0.98% |
| Daily Std Dev | 6.70% | 7.37% |
| Max Drawdown | -21.33% | -13.71% |
| Current Drawdown | -7.89% | -0.42% |
Correlation
The correlation between ACGYX and JEPI is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ACGYX vs. JEPI - Performance Comparison
In the year-to-date period, ACGYX achieves a 2.98% return, which is significantly lower than JEPI's 14.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACGYX vs. JEPI - Expense Ratio Comparison
ACGYX has a 0.54% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
ACGYX vs. JEPI - Risk-Adjusted Performance 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.
Dividends
ACGYX vs. JEPI - Dividend Comparison
ACGYX's dividend yield for the trailing twelve months is around 5.27%, less than JEPI's 7.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
ACGYX AB Income Fund | 5.27% | 4.96% | 4.32% | 3.57% | 3.81% | 4.50% | 4.55% | 5.85% | 2.59% |
JEPI JPMorgan Equity Premium Income ETF | 7.08% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ACGYX vs. JEPI - Drawdown Comparison
The maximum ACGYX drawdown since its inception was -21.33%, 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. For additional features, visit the drawdowns tool.
Volatility
ACGYX vs. JEPI - Volatility Comparison
AB Income Fund (ACGYX) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 1.36% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.