AOD vs. JEPI
AOD (Abrdn Total Dynamic Dividend Fund) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, AOD returned 10.61%/yr vs 7.31%/yr for JEPI. A 0.67 correlation means they provide meaningful diversification when combined. AOD charges 1.19%/yr vs 0.35%/yr for JEPI.
Performance
AOD vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, AOD achieves a 10.43% return, which is significantly higher than JEPI's 0.91% return.
AOD
- 1D
- -1.46%
- 1M
- -1.65%
- YTD
- 10.43%
- 6M
- 9.64%
- 1Y
- 33.62%
- 3Y*
- 20.60%
- 5Y*
- 10.61%
- 10Y*
- 13.28%
JEPI
- 1D
- -0.43%
- 1M
- -0.19%
- YTD
- 0.91%
- 6M
- 0.64%
- 1Y
- 7.76%
- 3Y*
- 8.98%
- 5Y*
- 7.31%
- 10Y*
- —
AOD vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AOD Abrdn Total Dynamic Dividend Fund | 10.43% | 32.14% | 16.03% | 12.65% | -17.15% | 23.80% | 29.33% |
JEPI JPMorgan Equity Premium Income ETF | 0.91% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between AOD and JEPI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.67 |
The correlation between AOD and JEPI shifts across timeframes, from 0.53 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AOD vs. JEPI — Risk / Return Rank
AOD
JEPI
AOD vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AOD | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.18 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.17 | +0.85 |
| Martin ratioReturn relative to average drawdown | 8.72 | 3.44 | +5.27 |
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Drawdowns
AOD vs. JEPI - Drawdown Comparison
The maximum AOD drawdown since its inception was -72.26%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for AOD and JEPI.
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Drawdown Indicators
| AOD | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.26% | -13.71% | -58.55% |
Max Drawdown (1Y)Largest decline over 1 year | -16.71% | -6.68% | -10.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -13.26% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -28.92% | -13.71% | -15.21% |
Max Drawdown (10Y)Largest decline over 10 years | -43.68% | — | — |
Current DrawdownCurrent decline from peak | -3.68% | -4.11% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -27.22% | -2.13% | -25.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.26% | +1.61% |
Volatility
AOD vs. JEPI - Volatility Comparison
Abrdn Total Dynamic Dividend Fund (AOD) has a higher volatility of 5.04% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. This indicates that AOD'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.
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Volatility by Period
| AOD | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 2.38% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 6.29% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 8.03% | +7.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 11.08% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 10.78% | +7.78% |
AOD vs. JEPI - Expense Ratio Comparison
AOD has a 1.19% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
AOD vs. JEPI - Dividend Comparison
AOD's dividend yield for the trailing twelve months is around 12.04%, more than JEPI's 8.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOD Abrdn Total Dynamic Dividend Fund | 12.04% | 12.00% | 10.73% | 8.56% | 8.85% | 6.75% | 7.80% | 7.71% | 9.57% | 7.29% | 9.10% | 8.93% |
JEPI JPMorgan Equity Premium Income ETF | 8.21% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AOD and JEPI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOD has higher volatility (5.04%) compared to JEPI (2.38%). In terms of maximum drawdown, AOD dropped -72.26% vs JEPI's -13.71%.
AOD currently has the higher Sharpe Ratio (2.11 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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