BIZD vs. JEPI
Compare and contrast key facts about VanEck Vectors BDC Income ETF (BIZD) and JPMorgan Equity Premium Income ETF (JEPI).
BIZD and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIZD is a passively managed fund by VanEck that tracks the performance of the MVIS US Business Development Companies Index. It was launched on Feb 11, 2013. 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: BIZD or JEPI.
Performance
BIZD vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, BIZD achieves a 11.72% return, which is significantly lower than JEPI's 15.68% return.
BIZD
11.72%
0.00%
3.17%
16.21%
11.27%
8.59%
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| BIZD | JEPI | |
|---|---|---|
| Sharpe Ratio | 1.52 | 2.63 |
| Sortino Ratio | 2.06 | 3.65 |
| Omega Ratio | 1.28 | 1.52 |
| Calmar Ratio | 1.89 | 4.81 |
| Martin Ratio | 7.01 | 18.61 |
| Ulcer Index | 2.36% | 1.00% |
| Daily Std Dev | 10.91% | 7.08% |
| Max Drawdown | -55.47% | -13.71% |
| Current Drawdown | -0.78% | -0.28% |
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BIZD vs. JEPI - Expense Ratio Comparison
BIZD has a 10.92% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between BIZD and JEPI is 0.52, 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.
Risk-Adjusted Performance
BIZD vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors BDC Income ETF (BIZD) 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
BIZD vs. JEPI - Dividend Comparison
BIZD's dividend yield for the trailing twelve months is around 11.18%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIZD VanEck Vectors BDC Income ETF | 11.18% | 10.97% | 11.22% | 8.14% | 10.39% | 9.13% | 10.88% | 9.13% | 8.51% | 9.12% | 8.51% | 5.45% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BIZD vs. JEPI - Drawdown Comparison
The maximum BIZD drawdown since its inception was -55.47%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BIZD and JEPI. For additional features, visit the drawdowns tool.
Volatility
BIZD vs. JEPI - Volatility Comparison
VanEck Vectors BDC Income ETF (BIZD) has a higher volatility of 3.45% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that BIZD'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.