AOD vs. JEPI
Compare and contrast key facts about Abrdn Total Dynamic Dividend Fund (AOD) and JPMorgan Equity Premium Income ETF (JEPI).
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: AOD or JEPI.
Key characteristics
| AOD | JEPI | |
|---|---|---|
| YTD Return | 18.08% | 15.79% |
| 1Y Return | 28.41% | 20.11% |
| 3Y Return (Ann) | 3.86% | 8.29% |
| Sharpe Ratio | 2.39 | 2.87 |
| Sortino Ratio | 3.15 | 4.00 |
| Omega Ratio | 1.44 | 1.58 |
| Calmar Ratio | 1.84 | 5.20 |
| Martin Ratio | 17.94 | 20.34 |
| Ulcer Index | 1.65% | 0.99% |
| Daily Std Dev | 12.39% | 7.00% |
| Max Drawdown | -72.28% | -13.71% |
| Current Drawdown | -2.65% | -0.18% |
Correlation
The correlation between AOD and JEPI is 0.69, 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.
Performance
AOD vs. JEPI - Performance Comparison
In the year-to-date period, AOD achieves a 18.08% return, which is significantly higher than JEPI's 15.79% 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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Risk-Adjusted Performance
AOD vs. JEPI - Risk-Adjusted Performance 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.
Dividends
AOD vs. JEPI - Dividend Comparison
AOD's dividend yield for the trailing twelve months is around 9.38%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOD Abrdn Total Dynamic Dividend Fund | 9.38% | 8.64% | 8.92% | 6.81% | 7.86% | 7.78% | 9.65% | 7.35% | 9.18% | 9.01% | 8.06% | 8.40% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AOD vs. JEPI - Drawdown Comparison
The maximum AOD drawdown since its inception was -72.28%, 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. For additional features, visit the drawdowns tool.
Volatility
AOD vs. JEPI - Volatility Comparison
Abrdn Total Dynamic Dividend Fund (AOD) has a higher volatility of 3.13% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. 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.