BDJ vs. JEPI
Compare and contrast key facts about BlackRock Enhanced Equity Dividend Fund (BDJ) and JPMorgan Equity Premium Income ETF (JEPI).
BDJ is managed by Blackrock. It was launched on Aug 30, 2005. 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: BDJ or JEPI.
Key characteristics
| BDJ | JEPI | |
|---|---|---|
| YTD Return | 16.91% | 12.16% |
| 1Y Return | 21.35% | 15.01% |
| 3Y Return (Ann) | 5.09% | 8.02% |
| Sharpe Ratio | 1.68 | 1.85 |
| Daily Std Dev | 12.97% | 7.98% |
| Max Drawdown | -59.44% | -13.71% |
| Current Drawdown | -1.43% | -0.34% |
Correlation
The correlation between BDJ and JEPI is 0.65, 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.
Performance
BDJ vs. JEPI - Performance Comparison
In the year-to-date period, BDJ achieves a 16.91% return, which is significantly higher than JEPI's 12.16% 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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BDJ vs. JEPI - Expense Ratio Comparison
BDJ has a 0.86% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
BDJ vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Equity Dividend Fund (BDJ) 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
BDJ vs. JEPI - Dividend Comparison
BDJ's dividend yield for the trailing twelve months is around 8.63%, more than JEPI's 7.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Fund | 8.63% | 9.49% | 12.18% | 8.47% | 6.89% | 8.22% | 6.97% | 5.86% | 6.64% | 7.11% | 6.61% | 6.73% |
JEPI JPMorgan Equity Premium Income ETF | 7.12% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BDJ vs. JEPI - Drawdown Comparison
The maximum BDJ drawdown since its inception was -59.44%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BDJ and JEPI. For additional features, visit the drawdowns tool.
Volatility
BDJ vs. JEPI - Volatility Comparison
BlackRock Enhanced Equity Dividend Fund (BDJ) has a higher volatility of 3.31% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.85%. This indicates that BDJ'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.