BLNDX vs. JEPQ
Compare and contrast key facts about Standpoint Multi-Asset Fund Institutional (BLNDX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
BLNDX is managed by Ultimus Fund. It was launched on Dec 30, 2019. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLNDX or JEPQ.
Performance
BLNDX vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, BLNDX achieves a 13.39% return, which is significantly lower than JEPQ's 22.99% return.
BLNDX
13.39%
-0.26%
-0.59%
14.20%
N/A
N/A
JEPQ
22.99%
2.81%
9.92%
26.76%
N/A
N/A
Key characteristics
| BLNDX | JEPQ | |
|---|---|---|
| Sharpe Ratio | 1.20 | 2.20 |
| Sortino Ratio | 1.68 | 2.88 |
| Omega Ratio | 1.22 | 1.45 |
| Calmar Ratio | 1.46 | 2.53 |
| Martin Ratio | 4.80 | 10.94 |
| Ulcer Index | 2.99% | 2.48% |
| Daily Std Dev | 11.96% | 12.33% |
| Max Drawdown | -9.84% | -16.82% |
| Current Drawdown | -5.01% | -0.32% |
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BLNDX vs. JEPQ - Expense Ratio Comparison
BLNDX has a 1.27% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Correlation
The correlation between BLNDX and JEPQ is 0.60, 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
BLNDX vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Institutional (BLNDX) 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.
Dividends
BLNDX vs. JEPQ - Dividend Comparison
BLNDX's dividend yield for the trailing twelve months is around 0.77%, less than JEPQ's 9.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | 0.77% | 0.88% | 0.53% | 4.70% | 1.21% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.38% | 10.02% | 9.44% | 0.00% | 0.00% |
Drawdowns
BLNDX vs. JEPQ - Drawdown Comparison
The maximum BLNDX drawdown since its inception was -9.84%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for BLNDX and JEPQ. For additional features, visit the drawdowns tool.
Volatility
BLNDX vs. JEPQ - Volatility Comparison
The current volatility for Standpoint Multi-Asset Fund Institutional (BLNDX) is 3.17%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.71%. This indicates that BLNDX 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.