BAMY vs. JEPI

Last updated Jun 23, 2026

BAMY (Brookstone Yield ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - BAMY is a Diversified Portfolio fund actively managed by Brookstone, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, BAMY returned 10.81% vs 8.97% for JEPI. A 0.76 correlation means they provide meaningful diversification when combined. BAMY charges 1.48%/yr vs 0.35%/yr for JEPI.

Performance

BAMY vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Yield ETF (BAMY) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BAMY achieves a 1.48% return, which is significantly higher than JEPI's 1.34% return.

BAMY

• 1D: -0.01%
• 1M: 0.52%
• YTD: 1.48%
• 6M: 1.42%
• 1Y: 10.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: -0.05%
• 1M: 0.23%
• YTD: 1.34%
• 6M: 1.18%
• 1Y: 8.97%
• 3Y*: 9.13%
• 5Y*: 7.51%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMY vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMY Brookstone Yield ETF	1.48%	12.93%	10.60%	5.20%
JEPI JPMorgan Equity Premium Income ETF	1.34%	8.09%	12.57%	5.74%

Correlation

The correlation between BAMY and JEPI is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.76

The correlation between BAMY and JEPI shifts across timeframes, from 0.65 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BAMY vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAMY

BAMY Risk / Return Rank: 84
BAMY Sharpe Ratio Rank: 77
BAMY Sortino Ratio Rank: 82
BAMY Omega Ratio Rank: 86
BAMY Calmar Ratio Rank: 84
BAMY Martin Ratio Rank: 90

JEPI

JEPI Risk / Return Rank: 30
JEPI Sharpe Ratio Rank: 32
JEPI Sortino Ratio Rank: 32
JEPI Omega Ratio Rank: 31
JEPI Calmar Ratio Rank: 28
JEPI Martin Ratio Rank: 30

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAMY vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Yield ETF (BAMY) 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.

	BAMY	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	2.37	1.12	+1.25
Sortino ratio: Return per unit of downside risk	3.45	1.66	+1.79
Omega ratio: Gain probability vs. loss probability	1.50	1.21	+0.30
Calmar ratio: Return relative to maximum drawdown	4.37	1.35	+3.03
Martin ratio: Return relative to average drawdown	19.53	4.00	+15.53

BAMY vs. JEPI - Sharpe Ratio Comparison

The current BAMY Sharpe Ratio is 2.37, which is higher than the JEPI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BAMY and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BAMY vs. JEPI - Drawdown Comparison

The maximum BAMY drawdown since its inception was -6.03%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BAMY and JEPI.

Drawdown Indicators

	BAMY	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-6.03%	-13.71%	+7.68%
Max Drawdown (1Y) Largest decline over 1 year	-2.48%	-6.68%	+4.20%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	-0.09%	-3.69%	+3.60%
Average Drawdown Average peak-to-trough decline	-0.53%	-2.13%	+1.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	2.24%	-1.69%

Volatility

BAMY vs. JEPI - Volatility Comparison

The current volatility for Brookstone Yield ETF (BAMY) is 0.92%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.35%. This indicates that BAMY experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMY	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.92%	2.35%	-1.43%
Volatility (6M) Calculated over the trailing 6-month period	2.85%	6.28%	-3.43%
Volatility (1Y) Calculated over the trailing 1-year period	4.58%	8.04%	-3.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.99%	11.08%	-5.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.99%	10.79%	-4.80%

BAMY vs. JEPI - Expense Ratio Comparison

BAMY has a 1.48% expense ratio, which is higher than JEPI's 0.35% expense ratio.

Dividends

BAMY vs. JEPI - Dividend Comparison

BAMY's dividend yield for the trailing twelve months is around 7.56%, less than JEPI's 8.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BAMY Brookstone Yield ETF	7.56%	7.16%	8.20%	1.96%	0.00%	0.00%	0.00%
JEPI JPMorgan Equity Premium Income ETF	8.17%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%

Frequently Asked Questions

Can I hold both BAMY and JEPI in my portfolio?

BAMY and JEPI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BAMY or JEPI?

JEPI has higher volatility (2.35%) compared to BAMY (0.92%). In terms of maximum drawdown, BAMY dropped -6.03% vs JEPI's -13.71%.

Which ETF is better, BAMY or JEPI?

On 1-year performance, BAMY leads with 10.81% vs 8.97% for JEPI. On fees, JEPI is cheaper at 0.35% per year. On volatility, BAMY has been the lower-risk option at 0.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMY or JEPI?

Over the 1-year period, BAMY has performed better with a 10.81% return vs 8.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMY or JEPI?

JEPI is cheaper with a 0.35% expense ratio, compared with 1.48% for BAMY.

Which ETF pays a higher dividend yield, BAMY or JEPI?

JEPI has the higher dividend yield at 8.17%, compared with 7.56% for BAMY.

What is the main difference between BAMY and JEPI?

BAMY is categorized as Diversified Portfolio, while JEPI is Dividend. They also come from different issuers: Brookstone and JPMorgan. Their fees differ too: 1.48% for BAMY and 0.35% for JEPI.

Which has better risk-adjusted returns?

BAMY currently has the higher Sharpe Ratio (2.37 vs 1.12), 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.