BIGPX vs. JEPI
Compare and contrast key facts about BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and JPMorgan Equity Premium Income ETF (JEPI).
BIGPX is managed by Blackrock. It was launched on Dec 21, 2006. 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: BIGPX or JEPI.
Performance
BIGPX vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, BIGPX achieves a 12.63% return, which is significantly lower than JEPI's 16.16% return.
BIGPX
12.63%
0.61%
6.25%
17.28%
6.01%
3.77%
JEPI
16.16%
1.71%
9.69%
18.77%
N/A
N/A
Key characteristics
| BIGPX | JEPI | |
|---|---|---|
| Sharpe Ratio | 1.87 | 2.65 |
| Sortino Ratio | 2.68 | 3.68 |
| Omega Ratio | 1.36 | 1.52 |
| Calmar Ratio | 1.37 | 4.85 |
| Martin Ratio | 10.64 | 18.78 |
| Ulcer Index | 1.62% | 1.00% |
| Daily Std Dev | 9.22% | 7.08% |
| Max Drawdown | -49.06% | -13.71% |
| Current Drawdown | -1.08% | 0.00% |
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BIGPX vs. JEPI - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between BIGPX and JEPI is 0.73, 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.
Risk-Adjusted Performance
BIGPX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) 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
BIGPX vs. JEPI - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 2.09%, less than JEPI's 7.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 2.09% | 2.35% | 2.60% | 2.26% | 1.37% | 2.57% | 1.79% | 2.24% | 1.76% | 1.91% | 3.77% | 1.54% |
JEPI JPMorgan Equity Premium Income ETF | 7.04% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BIGPX vs. JEPI - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -49.06%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BIGPX and JEPI. For additional features, visit the drawdowns tool.
Volatility
BIGPX vs. JEPI - Volatility Comparison
BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 2.15% and 2.25%, 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.