AGDAX vs. JEPI
Compare and contrast key facts about AB High Income Fund (AGDAX) and JPMorgan Equity Premium Income ETF (JEPI).
AGDAX is managed by AllianceBernstein. It was launched on Feb 25, 1994. 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: AGDAX or JEPI.
Key characteristics
| AGDAX | JEPI | |
|---|---|---|
| YTD Return | 1.42% | 3.60% |
| 1Y Return | 12.00% | 10.43% |
| 3Y Return (Ann) | 1.79% | 7.05% |
| Sharpe Ratio | 2.56 | 1.34 |
| Daily Std Dev | 4.69% | 7.25% |
| Max Drawdown | -52.87% | -13.71% |
| Current Drawdown | -0.25% | -2.60% |
Correlation
The correlation between AGDAX and JEPI is 0.40, 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
AGDAX vs. JEPI - Performance Comparison
In the year-to-date period, AGDAX achieves a 1.42% return, which is significantly lower than JEPI's 3.60% 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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AGDAX vs. JEPI - Expense Ratio Comparison
AGDAX has a 0.84% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
AGDAX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB High Income Fund (AGDAX) 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
AGDAX vs. JEPI - Dividend Comparison
AGDAX's dividend yield for the trailing twelve months is around 7.29%, less than JEPI's 7.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGDAX AB High Income Fund | 7.29% | 7.17% | 7.52% | 5.99% | 5.91% | 6.27% | 6.95% | 5.84% | 6.25% | 7.43% | 8.21% | 7.10% |
JEPI JPMorgan Equity Premium Income ETF | 7.48% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGDAX vs. JEPI - Drawdown Comparison
The maximum AGDAX drawdown since its inception was -52.87%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for AGDAX and JEPI. For additional features, visit the drawdowns tool.
Volatility
AGDAX vs. JEPI - Volatility Comparison
The current volatility for AB High Income Fund (AGDAX) is 1.47%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.64%. This indicates that AGDAX 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.