BKAG vs. JEPQ
Compare and contrast key facts about BNY Mellon Core Bond ETF (BKAG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
BKAG and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKAG is a passively managed fund by BNY Mellon that tracks the performance of the Bloomberg US Aggregate Total Return Index. It was launched on Apr 24, 2020. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. Both BKAG and JEPQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BKAG vs. JEPQ - Performance Comparison
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BKAG vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BKAG BNY Mellon Core Bond ETF | 0.16% | 7.23% | 1.17% | 5.67% | -4.32% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -1.88% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, BKAG achieves a 0.16% return, which is significantly higher than JEPQ's -1.88% return.
BKAG
- 1D
- -0.06%
- 1M
- -1.30%
- YTD
- 0.16%
- 6M
- 0.86%
- 1Y
- 4.03%
- 3Y*
- 3.59%
- 5Y*
- 0.21%
- 10Y*
- —
JEPQ
- 1D
- 1.02%
- 1M
- -2.60%
- YTD
- -1.88%
- 6M
- 2.46%
- 1Y
- 20.16%
- 3Y*
- 19.46%
- 5Y*
- —
- 10Y*
- —
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BKAG vs. JEPQ - Expense Ratio Comparison
BKAG has a 0.00% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Return for Risk
BKAG vs. JEPQ — Risk / Return Rank
BKAG
JEPQ
BKAG vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Bond ETF (BKAG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| BKAG | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.09 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.66 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.82 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.87 | 8.93 | -4.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKAG | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.09 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.84 | -0.83 |
Correlation
The correlation between BKAG and JEPQ is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BKAG vs. JEPQ - Dividend Comparison
BKAG's dividend yield for the trailing twelve months is around 4.27%, less than JEPQ's 11.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BKAG BNY Mellon Core Bond ETF | 4.27% | 4.17% | 4.26% | 3.33% | 2.49% | 1.55% | 1.16% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.14% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% |
Drawdowns
BKAG vs. JEPQ - Drawdown Comparison
The maximum BKAG drawdown since its inception was -18.53%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for BKAG and JEPQ.
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Drawdown Indicators
| BKAG | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.53% | -20.07% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -11.58% | +9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.00% | — | — |
Current DrawdownCurrent decline from peak | -2.45% | -4.89% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -3.55% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 2.36% | -1.46% |
Volatility
BKAG vs. JEPQ - Volatility Comparison
The current volatility for BNY Mellon Core Bond ETF (BKAG) is 1.72%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.08%. This indicates that BKAG experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKAG | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 6.08% | -4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 10.52% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 18.54% | -14.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.99% | 16.91% | -10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.59% | 16.91% | -11.32% |