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

Correlation

The correlation between BDJ and JEPI is 0.71, 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.


Performance

BDJ vs. JEPI - Performance Comparison

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

55.00%60.00%65.00%70.00%75.00%80.00%December2025FebruaryMarchAprilMay
74.00%
70.17%
BDJ
JEPI

Key characteristics

Sharpe Ratio

BDJ:

0.74

JEPI:

0.55

Sortino Ratio

BDJ:

1.10

JEPI:

0.85

Omega Ratio

BDJ:

1.16

JEPI:

1.14

Calmar Ratio

BDJ:

0.89

JEPI:

0.57

Martin Ratio

BDJ:

3.52

JEPI:

2.49

Ulcer Index

BDJ:

3.64%

JEPI:

3.01%

Daily Std Dev

BDJ:

17.25%

JEPI:

13.75%

Max Drawdown

BDJ:

-59.10%

JEPI:

-13.71%

Current Drawdown

BDJ:

-5.08%

JEPI:

-5.22%

Returns By Period

In the year-to-date period, BDJ achieves a 3.95% return, which is significantly higher than JEPI's -1.08% return.


BDJ

YTD

3.95%

1M

8.98%

6M

-0.29%

1Y

11.18%

5Y*

12.18%

10Y*

7.85%

JEPI

YTD

-1.08%

1M

7.17%

6M

-2.04%

1Y

6.20%

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.


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 Rank

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

BDJ
The Risk-Adjusted Performance Rank of BDJ is 6666
Overall Rank
The Sharpe Ratio Rank of BDJ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BDJ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BDJ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BDJ is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BDJ is 7272
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5555
Overall Rank
The Sharpe Ratio Rank of JEPI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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.

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.


The current BDJ Sharpe Ratio is 0.74, which is higher than the JEPI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BDJ 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.74
0.55
BDJ
JEPI

Dividends

BDJ vs. JEPI - Dividend Comparison

BDJ's dividend yield for the trailing twelve months is around 8.41%, more than JEPI's 8.11% yield.


TTM20242023202220212020201920182017201620152014
BDJ
BlackRock Enhanced Equity Dividend Fund
8.41%8.21%9.49%12.18%8.62%7.08%8.49%7.21%6.07%6.88%7.36%6.90%
JEPI
JPMorgan Equity Premium Income ETF
8.11%7.33%8.40%11.67%6.59%5.79%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 -59.10%, 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.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.08%
-5.22%
BDJ
JEPI

Volatility

BDJ vs. JEPI - Volatility Comparison

BlackRock Enhanced Equity Dividend Fund (BDJ) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 8.65% and 8.67%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.65%
8.67%
BDJ
JEPI