ACIO vs. JEPI
Compare and contrast key facts about Aptus Collared Income Opportunity ETF (ACIO) and JPMorgan Equity Premium Income ETF (JEPI).
ACIO and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACIO is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 10, 2019. 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: ACIO or JEPI.
Performance
ACIO vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, ACIO achieves a 22.54% return, which is significantly higher than JEPI's 14.71% return.
ACIO
22.54%
0.12%
10.71%
26.34%
11.16%
N/A
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| ACIO | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.99 | 2.55 |
| Sortino Ratio | 4.23 | 3.54 |
| Omega Ratio | 1.56 | 1.50 |
| Calmar Ratio | 5.29 | 4.65 |
| Martin Ratio | 22.29 | 18.00 |
| Ulcer Index | 1.23% | 1.00% |
| Daily Std Dev | 9.16% | 7.05% |
| Max Drawdown | -14.19% | -13.71% |
| Current Drawdown | -1.47% | -1.12% |
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ACIO vs. JEPI - Expense Ratio Comparison
ACIO has a 0.79% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between ACIO and JEPI is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ACIO vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Collared Income Opportunity ETF (ACIO) 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
ACIO vs. JEPI - Dividend Comparison
ACIO's dividend yield for the trailing twelve months is around 0.52%, less than JEPI's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
ACIO Aptus Collared Income Opportunity ETF | 0.52% | 0.72% | 1.51% | 0.61% | 1.02% | 1.32% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% |
Drawdowns
ACIO vs. JEPI - Drawdown Comparison
The maximum ACIO drawdown since its inception was -14.19%, roughly equal to the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ACIO and JEPI. For additional features, visit the drawdowns tool.
Volatility
ACIO vs. JEPI - Volatility Comparison
Aptus Collared Income Opportunity ETF (ACIO) has a higher volatility of 3.26% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that ACIO's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.