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AMECX vs. JEPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMECX and JEPIX is 0.75, 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.


-0.50.00.51.00.8

Performance

AMECX vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Income Fund of America Class A (AMECX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
46.22%
67.24%
AMECX
JEPIX

Key characteristics

Sharpe Ratio

AMECX:

0.90

JEPIX:

1.77

Sortino Ratio

AMECX:

1.16

JEPIX:

2.50

Omega Ratio

AMECX:

1.18

JEPIX:

1.35

Calmar Ratio

AMECX:

0.97

JEPIX:

2.74

Martin Ratio

AMECX:

5.20

JEPIX:

11.17

Ulcer Index

AMECX:

1.49%

JEPIX:

1.22%

Daily Std Dev

AMECX:

8.58%

JEPIX:

7.71%

Max Drawdown

AMECX:

-44.46%

JEPIX:

-32.63%

Current Drawdown

AMECX:

-7.27%

JEPIX:

-4.12%

Returns By Period

In the year-to-date period, AMECX achieves a 6.15% return, which is significantly lower than JEPIX's 13.06% return.


AMECX

YTD

6.15%

1M

-5.58%

6M

1.58%

1Y

7.02%

5Y*

5.60%

10Y*

6.14%

JEPIX

YTD

13.06%

1M

-1.52%

6M

6.32%

1Y

13.64%

5Y*

8.87%

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.


AMECX vs. JEPIX - Expense Ratio Comparison

AMECX has a 0.56% expense ratio, which is lower than JEPIX's 0.63% expense ratio.


JEPIX
JPMorgan Equity Premium Income Fund Class I
Expense ratio chart for JEPIX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for AMECX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

AMECX vs. JEPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Income Fund of America Class A (AMECX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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 AMECX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.821.77
The chart of Sortino ratio for AMECX, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.001.052.50
The chart of Omega ratio for AMECX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.35
The chart of Calmar ratio for AMECX, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.0014.000.882.74
The chart of Martin ratio for AMECX, currently valued at 4.70, compared to the broader market0.0020.0040.0060.004.7011.17
AMECX
JEPIX

The current AMECX Sharpe Ratio is 0.90, which is lower than the JEPIX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AMECX and JEPIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.82
1.77
AMECX
JEPIX

Dividends

AMECX vs. JEPIX - Dividend Comparison

AMECX's dividend yield for the trailing twelve months is around 2.09%, less than JEPIX's 7.14% yield.


TTM20232022202120202019201820172016201520142013
AMECX
American Funds The Income Fund of America Class A
2.09%3.66%3.38%2.86%3.19%3.20%3.35%2.82%3.09%3.26%3.64%3.17%
JEPIX
JPMorgan Equity Premium Income Fund Class I
7.14%8.43%12.24%7.58%11.59%7.71%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMECX vs. JEPIX - Drawdown Comparison

The maximum AMECX drawdown since its inception was -44.46%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for AMECX and JEPIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.27%
-4.12%
AMECX
JEPIX

Volatility

AMECX vs. JEPIX - Volatility Comparison

American Funds The Income Fund of America Class A (AMECX) has a higher volatility of 4.98% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.03%. This indicates that AMECX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.98%
3.03%
AMECX
JEPIX
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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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