JEPI vs. BDVG

In the year-to-date period, JEPI achieves a 0.01% return, which is significantly lower than BDVG's 2.24% return.

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JEPI has a 0.35% expense ratio, which is lower than BDVG's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and iMGP Berkshire Dividend Growth ETF (BDVG). 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 JEPI Sharpe Ratio is 0.55, which is comparable to the BDVG Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of JEPI and BDVG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JEPI's dividend yield for the trailing twelve months is around 8.02%, more than BDVG's 1.83% yield.

The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum BDVG drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for JEPI and BDVG.

The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.34%, while iMGP Berkshire Dividend Growth ETF (BDVG) has a volatility of 3.81%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than BDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.