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BHK vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BHK vs. JEPI

Last updated May 12, 2025

Compare and contrast key facts about BlackRock Core Bond Trust (BHK) and JPMorgan Equity Premium Income ETF (JEPI).

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: BHK or JEPI.

Correlation

The correlation between BHK and JEPI is 0.80, 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

BHK vs. JEPI - Performance Comparison

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

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Key characteristics

Daily Std Dev

BHK:

4.46%

JEPI:

6.02%

Max Drawdown

BHK:

-0.29%

JEPI:

-0.40%

Current Drawdown

BHK:

-0.19%

JEPI:

-0.05%

Returns By Period

BHK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BHK vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BHK
The Risk-Adjusted Performance Rank of BHK is 6767
Overall Rank
The Sharpe Ratio Rank of BHK is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of BHK is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BHK is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BHK is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BHK is 6767
Martin Ratio Rank
JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6262
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.

BHK vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) 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.

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Dividends

BHK vs. JEPI - Dividend Comparison

BHK's dividend yield for the trailing twelve months is around 8.54%, more than JEPI's 0.72% yield.

TTM20242023202220212020201920182017201620152014
BHK
BlackRock Core Bond Trust		8.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BHK vs. JEPI - Drawdown Comparison

The maximum BHK drawdown since its inception was -0.29%, smaller than the maximum JEPI drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for BHK and JEPI. For additional features, visit the drawdowns tool.

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Volatility

BHK vs. JEPI - Volatility Comparison

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