AVFIX vs. JEPQ
Compare and contrast key facts about American Beacon Small Cap Value Fund (AVFIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
AVFIX is managed by American Beacon. It was launched on Dec 31, 1998. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
AVFIX vs. JEPQ - Performance Comparison
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AVFIX vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AVFIX American Beacon Small Cap Value Fund | 4.92% | 4.91% | 7.48% | 16.76% | -4.77% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, AVFIX achieves a 4.92% return, which is significantly higher than JEPQ's -2.87% return.
AVFIX
- 1D
- -0.89%
- 1M
- -5.83%
- YTD
- 4.92%
- 6M
- 7.49%
- 1Y
- 20.64%
- 3Y*
- 10.66%
- 5Y*
- 6.39%
- 10Y*
- 9.02%
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
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AVFIX vs. JEPQ - Expense Ratio Comparison
AVFIX has a 0.81% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Return for Risk
AVFIX vs. JEPQ — Risk / Return Rank
AVFIX
JEPQ
AVFIX vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon Small Cap Value Fund (AVFIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| AVFIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.07 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.64 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.70 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.33 | 8.45 | -4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVFIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.07 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.82 | -0.40 |
Correlation
The correlation between AVFIX and JEPQ is 0.62, 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.
Dividends
AVFIX vs. JEPQ - Dividend Comparison
AVFIX's dividend yield for the trailing twelve months is around 10.20%, less than JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVFIX American Beacon Small Cap Value Fund | 10.20% | 10.70% | 8.67% | 4.91% | 17.72% | 11.86% | 0.88% | 1.84% | 15.05% | 9.66% | 3.04% | 6.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AVFIX vs. JEPQ - Drawdown Comparison
The maximum AVFIX drawdown since its inception was -61.40%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for AVFIX and JEPQ.
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Drawdown Indicators
| AVFIX | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.40% | -20.07% | -41.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -11.58% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -28.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.78% | — | — |
Current DrawdownCurrent decline from peak | -8.12% | -5.85% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -3.55% | -5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.34% | +1.87% |
Volatility
AVFIX vs. JEPQ - Volatility Comparison
American Beacon Small Cap Value Fund (AVFIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 5.75% and 6.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVFIX | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.02% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 10.47% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 18.52% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 16.91% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.50% | 16.91% | +7.59% |