AMFAX vs. JEPIX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
AMFAX is managed by Blackrock. It was launched on Jul 30, 2010. JEPIX is managed by JPMorgan Chase. It was launched on Aug 31, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMFAX or JEPIX.
Correlation
The correlation between AMFAX and JEPIX is 0.09, 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
AMFAX vs. JEPIX - Performance Comparison
Key characteristics
AMFAX:
-1.99
JEPIX:
0.37
AMFAX:
-2.49
JEPIX:
0.60
AMFAX:
0.67
JEPIX:
1.10
AMFAX:
-0.55
JEPIX:
0.38
AMFAX:
-1.76
JEPIX:
1.61
AMFAX:
14.95%
JEPIX:
3.10%
AMFAX:
13.57%
JEPIX:
14.10%
AMFAX:
-47.37%
JEPIX:
-32.63%
AMFAX:
-47.37%
JEPIX:
-4.81%
Returns By Period
In the year-to-date period, AMFAX achieves a -17.21% return, which is significantly lower than JEPIX's -1.01% return.
AMFAX
-17.21%
-0.28%
-17.03%
-26.87%
-2.82%
-1.99%
JEPIX
-1.01%
2.25%
-3.60%
5.22%
11.28%
N/A
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AMFAX vs. JEPIX - Expense Ratio Comparison
AMFAX has a 1.72% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Risk-Adjusted Performance
AMFAX vs. JEPIX — Risk-Adjusted Performance Rank
AMFAX
JEPIX
AMFAX vs. JEPIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) 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.
Dividends
AMFAX vs. JEPIX - Dividend Comparison
AMFAX's dividend yield for the trailing twelve months is around 1.54%, less than JEPIX's 7.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 1.54% | 1.28% | 0.30% | 10.01% | 5.74% | 3.14% | 6.12% | 0.00% | 0.00% | 0.00% | 2.08% | 2.63% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.99% | 7.20% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMFAX vs. JEPIX - Drawdown Comparison
The maximum AMFAX drawdown since its inception was -47.37%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for AMFAX and JEPIX. For additional features, visit the drawdowns tool.
Volatility
AMFAX vs. JEPIX - Volatility Comparison
The current volatility for AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) is 2.33%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 5.28%. This indicates that AMFAX experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.