BASMX vs. JEPIX
BASMX (iShares Total U.S. Stock Market Index Fund Investor A Shares) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - BASMX is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while JEPIX is a Derivative Income fund actively managed by JPMorgan. BASMX is passively managed, while JEPIX is actively managed. Over the past 5 years, BASMX returned 12.19%/yr vs 7.07%/yr for JEPIX. A 0.76 correlation means they provide meaningful diversification when combined. BASMX charges 0.33%/yr vs 0.59%/yr for JEPIX.
Performance
BASMX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, BASMX achieves a 11.43% return, which is significantly higher than JEPIX's 2.63% return.
BASMX
- 1D
- 0.38%
- 1M
- 0.97%
- 6M
- 9.32%
- YTD
- 11.43%
- 1Y
- 21.97%
- 3Y*
- 19.68%
- 5Y*
- 12.19%
- 10Y*
- 14.42%
JEPIX
- 1D
- 0.07%
- 1M
- 0.85%
- 6M
- 0.87%
- YTD
- 2.63%
- 1Y
- 8.13%
- 3Y*
- 8.81%
- 5Y*
- 7.07%
- 10Y*
- —
BASMX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares | 11.43% | 16.81% | 23.46% | 25.63% | -19.32% | 25.26% | 20.37% | 30.71% | -14.25% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 2.63% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between BASMX and JEPIX is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.76 |
The correlation between BASMX and JEPIX shifts across timeframes, from 0.59 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BASMX vs. JEPIX — Risk / Return Rank
BASMX
JEPIX
BASMX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| BASMX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.14 | +1.38 |
| Martin ratioReturn relative to average drawdown | 11.06 | 3.30 | +7.76 |
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Drawdowns
BASMX vs. JEPIX - Drawdown Comparison
The maximum BASMX drawdown since its inception was -34.95%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for BASMX and JEPIX.
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Drawdown Indicators
| BASMX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -32.63% | -2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -7.41% | -1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.32% | -13.42% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -13.67% | -11.45% |
Max Drawdown (10Y)Largest decline over 10 years | -34.95% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -2.54% | +2.40% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -3.21% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.56% | -0.53% |
Volatility
BASMX vs. JEPIX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) has a higher volatility of 3.53% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.09%. This indicates that BASMX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BASMX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 2.09% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 7.03% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 8.71% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 11.48% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 14.67% | +3.72% |
BASMX vs. JEPIX - Expense Ratio Comparison
BASMX has a 0.33% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
BASMX vs. JEPIX - Dividend Comparison
BASMX's dividend yield for the trailing twelve months is around 0.78%, less than JEPIX's 8.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares | 0.78% | 0.86% | 0.99% | 1.19% | 1.33% | 1.33% | 1.20% | 1.90% | 2.18% | 1.93% | 1.37% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 8.00% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BASMX and JEPIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BASMX has higher volatility (3.53%) compared to JEPIX (2.09%). In terms of maximum drawdown, BASMX dropped -34.95% vs JEPIX's -32.63%.
BASMX currently has the higher Sharpe Ratio (1.76 vs 0.98), 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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