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

Correlation

The correlation between BLV and JEPI 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.


-0.50.00.51.0
Correlation: 0.1

Performance

BLV vs. JEPI - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
-22.26%
66.94%
BLV
JEPI

Key characteristics

Sharpe Ratio

BLV:

0.40

JEPI:

0.41

Sortino Ratio

BLV:

0.63

JEPI:

0.67

Omega Ratio

BLV:

1.07

JEPI:

1.11

Calmar Ratio

BLV:

0.15

JEPI:

0.43

Martin Ratio

BLV:

0.86

JEPI:

1.99

Ulcer Index

BLV:

5.53%

JEPI:

2.83%

Daily Std Dev

BLV:

11.77%

JEPI:

13.76%

Max Drawdown

BLV:

-38.29%

JEPI:

-13.71%

Current Drawdown

BLV:

-28.14%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, BLV achieves a 1.50% return, which is significantly higher than JEPI's -2.96% return.


BLV

YTD

1.50%

1M

-1.37%

6M

-1.89%

1Y

5.35%

5Y*

-5.21%

10Y*

0.81%

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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BLV vs. JEPI - Expense Ratio Comparison

BLV has a 0.04% expense ratio, which is lower than JEPI's 0.35% expense ratio.


Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
Expense ratio chart for BLV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLV: 0.04%

Risk-Adjusted Performance

BLV vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLV
The Risk-Adjusted Performance Rank of BLV is 4545
Overall Rank
The Sharpe Ratio Rank of BLV is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 4242
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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.

BLV vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) 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.


The chart of Sharpe ratio for BLV, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
BLV: 0.40
JEPI: 0.41
The chart of Sortino ratio for BLV, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
BLV: 0.63
JEPI: 0.67
The chart of Omega ratio for BLV, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
BLV: 1.07
JEPI: 1.11
The chart of Calmar ratio for BLV, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
BLV: 0.15
JEPI: 0.43
The chart of Martin ratio for BLV, currently valued at 0.86, compared to the broader market0.0020.0040.0060.00
BLV: 0.86
JEPI: 1.99

The current BLV Sharpe Ratio is 0.40, which is comparable to the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BLV and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.40
0.41
BLV
JEPI

Dividends

BLV vs. JEPI - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.65%, less than JEPI's 7.90% yield.


TTM20242023202220212020201920182017201620152014
BLV
Vanguard Long-Term Bond ETF
4.65%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLV vs. JEPI - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BLV and JEPI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.14%
-7.02%
BLV
JEPI

Volatility

BLV vs. JEPI - Volatility Comparison

The current volatility for Vanguard Long-Term Bond ETF (BLV) is 5.49%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.06%. This indicates that BLV experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
5.49%
11.06%
BLV
JEPI