ATESX vs. JEPI
Compare and contrast key facts about Anchor Risk Managed Equity Strategies Fund (ATESX) and JPMorgan Equity Premium Income ETF (JEPI).
ATESX is managed by Blackrock. It was launched on Sep 5, 2016. 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: ATESX or JEPI.
Key characteristics
| ATESX | JEPI | |
|---|---|---|
| YTD Return | 7.21% | 15.91% |
| 1Y Return | 11.72% | 21.29% |
| 3Y Return (Ann) | -0.47% | 8.56% |
| Sharpe Ratio | 1.16 | 2.91 |
| Sortino Ratio | 1.61 | 4.06 |
| Omega Ratio | 1.23 | 1.59 |
| Calmar Ratio | 0.84 | 5.33 |
| Martin Ratio | 3.04 | 20.85 |
| Ulcer Index | 4.08% | 0.99% |
| Daily Std Dev | 10.68% | 7.08% |
| Max Drawdown | -18.77% | -13.71% |
| Current Drawdown | -6.42% | 0.00% |
Correlation
The correlation between ATESX and JEPI is 0.40, 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
ATESX vs. JEPI - Performance Comparison
In the year-to-date period, ATESX achieves a 7.21% return, which is significantly lower than JEPI's 15.91% 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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ATESX vs. JEPI - Expense Ratio Comparison
ATESX has a 2.10% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
ATESX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Anchor Risk Managed Equity Strategies Fund (ATESX) 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
ATESX vs. JEPI - Dividend Comparison
ATESX's dividend yield for the trailing twelve months is around 0.74%, less than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | 0.74% | 1.30% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
ATESX vs. JEPI - Drawdown Comparison
The maximum ATESX drawdown since its inception was -18.77%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ATESX and JEPI. For additional features, visit the drawdowns tool.
Volatility
ATESX vs. JEPI - Volatility Comparison
Anchor Risk Managed Equity Strategies Fund (ATESX) has a higher volatility of 3.56% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. This indicates that ATESX'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.