PortfoliosLab logo
BDCX vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BDCX and JEPI is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

BDCX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
123.96%
62.53%
BDCX
JEPI

Key characteristics

Sharpe Ratio

BDCX:

-0.10

JEPI:

0.37

Sortino Ratio

BDCX:

0.06

JEPI:

0.62

Omega Ratio

BDCX:

1.01

JEPI:

1.10

Calmar Ratio

BDCX:

-0.10

JEPI:

0.39

Martin Ratio

BDCX:

-0.40

JEPI:

1.79

Ulcer Index

BDCX:

7.32%

JEPI:

2.86%

Daily Std Dev

BDCX:

28.85%

JEPI:

13.76%

Max Drawdown

BDCX:

-34.96%

JEPI:

-13.71%

Current Drawdown

BDCX:

-16.81%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, BDCX achieves a -8.30% return, which is significantly lower than JEPI's -2.67% return.


BDCX

YTD

-8.30%

1M

-10.94%

6M

-5.22%

1Y

-3.42%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.67%

1M

-3.49%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BDCX vs. JEPI - Expense Ratio Comparison

BDCX has a 0.95% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for BDCX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BDCX: 0.95%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

BDCX vs. JEPI — Risk-Adjusted Performance Rank

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

BDCX
The Risk-Adjusted Performance Rank of BDCX is 1616
Overall Rank
The Sharpe Ratio Rank of BDCX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BDCX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of BDCX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of BDCX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BDCX is 1414
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BDCX vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) 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.


The chart of Sharpe ratio for BDCX, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.00
BDCX: -0.10
JEPI: 0.37
The chart of Sortino ratio for BDCX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
BDCX: 0.06
JEPI: 0.62
The chart of Omega ratio for BDCX, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
BDCX: 1.01
JEPI: 1.10
The chart of Calmar ratio for BDCX, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.0012.00
BDCX: -0.10
JEPI: 0.39
The chart of Martin ratio for BDCX, currently valued at -0.40, compared to the broader market0.0020.0040.0060.00
BDCX: -0.40
JEPI: 1.79

The current BDCX Sharpe Ratio is -0.10, which is lower than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BDCX and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.10
0.37
BDCX
JEPI

Dividends

BDCX vs. JEPI - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 18.19%, more than JEPI's 7.88% yield.


TTM20242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
18.19%15.28%14.71%17.47%11.52%6.32%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%

Drawdowns

BDCX vs. JEPI - Drawdown Comparison

The maximum BDCX drawdown since its inception was -34.96%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BDCX and JEPI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.81%
-6.74%
BDCX
JEPI

Volatility

BDCX vs. JEPI - Volatility Comparison

ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a higher volatility of 21.16% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that BDCX'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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.16%
11.07%
BDCX
JEPI