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AGDAX vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGDAX and JEPQ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

AGDAX vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB High Income Fund (AGDAX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.86%
8.69%
AGDAX
JEPQ

Key characteristics

Sharpe Ratio

AGDAX:

2.93

JEPQ:

2.03

Sortino Ratio

AGDAX:

4.77

JEPQ:

2.65

Omega Ratio

AGDAX:

1.72

JEPQ:

1.41

Calmar Ratio

AGDAX:

6.28

JEPQ:

2.37

Martin Ratio

AGDAX:

20.10

JEPQ:

10.22

Ulcer Index

AGDAX:

0.50%

JEPQ:

2.49%

Daily Std Dev

AGDAX:

3.42%

JEPQ:

12.53%

Max Drawdown

AGDAX:

-52.86%

JEPQ:

-16.82%

Current Drawdown

AGDAX:

-0.71%

JEPQ:

-2.10%

Returns By Period

In the year-to-date period, AGDAX achieves a 8.53% return, which is significantly lower than JEPQ's 24.91% return.


AGDAX

YTD

8.53%

1M

0.71%

6M

5.86%

1Y

9.85%

5Y*

3.58%

10Y*

4.34%

JEPQ

YTD

24.91%

1M

2.50%

6M

8.47%

1Y

25.29%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGDAX vs. JEPQ - Expense Ratio Comparison

AGDAX has a 0.84% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


AGDAX
AB High Income Fund
Expense ratio chart for AGDAX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

AGDAX vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB High Income Fund (AGDAX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


Sharpe ratio
The chart of Sharpe ratio for AGDAX, currently valued at 2.93, compared to the broader market-1.000.001.002.003.004.002.932.03
The chart of Sortino ratio for AGDAX, currently valued at 4.77, compared to the broader market-2.000.002.004.006.008.0010.004.772.65
The chart of Omega ratio for AGDAX, currently valued at 1.72, compared to the broader market0.501.001.502.002.503.003.501.721.41
The chart of Calmar ratio for AGDAX, currently valued at 6.28, compared to the broader market0.005.0010.0015.006.282.37
The chart of Martin ratio for AGDAX, currently valued at 20.10, compared to the broader market0.0020.0040.0060.0020.1010.22
AGDAX
JEPQ

The current AGDAX Sharpe Ratio is 2.93, which is higher than the JEPQ Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of AGDAX and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.93
2.03
AGDAX
JEPQ

Dividends

AGDAX vs. JEPQ - Dividend Comparison

AGDAX's dividend yield for the trailing twelve months is around 7.15%, less than JEPQ's 9.47% yield.


TTM20232022202120202019201820172016201520142013
AGDAX
AB High Income Fund
7.15%7.15%7.52%6.01%5.92%6.27%6.94%5.85%6.25%7.43%7.37%7.27%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.47%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGDAX vs. JEPQ - Drawdown Comparison

The maximum AGDAX drawdown since its inception was -52.86%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for AGDAX and JEPQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.71%
-2.10%
AGDAX
JEPQ

Volatility

AGDAX vs. JEPQ - Volatility Comparison

The current volatility for AB High Income Fund (AGDAX) is 0.89%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 2.80%. This indicates that AGDAX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
0.89%
2.80%
AGDAX
JEPQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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