BGSAX vs. JEPI
Compare and contrast key facts about BlackRock Technology Opportunities Fund Investor A (BGSAX) and JPMorgan Equity Premium Income ETF (JEPI).
BGSAX is managed by Blackrock. It was launched on Apr 15, 2000. 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: BGSAX or JEPI.
Key characteristics
| BGSAX | JEPI | |
|---|---|---|
| YTD Return | 35.38% | 16.00% |
| 1Y Return | 47.76% | 20.33% |
| 3Y Return (Ann) | 1.05% | 8.37% |
| Sharpe Ratio | 2.23 | 3.04 |
| Sortino Ratio | 2.82 | 4.23 |
| Omega Ratio | 1.38 | 1.62 |
| Calmar Ratio | 1.62 | 5.53 |
| Martin Ratio | 10.40 | 21.64 |
| Ulcer Index | 4.93% | 0.99% |
| Daily Std Dev | 22.98% | 7.01% |
| Max Drawdown | -73.76% | -13.71% |
| Current Drawdown | -0.55% | 0.00% |
Correlation
The correlation between BGSAX and JEPI is 0.55, 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
BGSAX vs. JEPI - Performance Comparison
In the year-to-date period, BGSAX achieves a 35.38% return, which is significantly higher than JEPI's 16.00% 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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BGSAX vs. JEPI - Expense Ratio Comparison
BGSAX has a 1.20% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
BGSAX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) 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
BGSAX vs. JEPI - Dividend Comparison
BGSAX has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.05%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
BGSAX BlackRock Technology Opportunities Fund Investor A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
BGSAX vs. JEPI - Drawdown Comparison
The maximum BGSAX drawdown since its inception was -73.76%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BGSAX and JEPI. For additional features, visit the drawdowns tool.
Volatility
BGSAX vs. JEPI - Volatility Comparison
BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 6.47% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.99%. This indicates that BGSAX'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.