BLV vs. JEPI
Compare and contrast key facts about Vanguard Long-Term Bond ETF (BLV) and JPMorgan Equity Premium Income ETF (JEPI).
BLV and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BLV is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Long Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
BLV vs. JEPI - Performance Comparison
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BLV vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BLV Vanguard Long-Term Bond ETF | -0.30% | 6.44% | -3.65% | 7.35% | -26.95% | -2.89% | 4.80% |
JEPI JPMorgan Equity Premium Income ETF | 0.46% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, BLV achieves a -0.30% return, which is significantly lower than JEPI's 0.46% return.
BLV
- 1D
- 0.02%
- 1M
- -2.79%
- YTD
- -0.30%
- 6M
- -0.97%
- 1Y
- 1.71%
- 3Y*
- 1.02%
- 5Y*
- -3.05%
- 10Y*
- 1.20%
JEPI
- 1D
- 0.27%
- 1M
- -4.29%
- YTD
- 0.46%
- 6M
- 3.19%
- 1Y
- 8.06%
- 3Y*
- 9.67%
- 5Y*
- 8.32%
- 10Y*
- —
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BLV vs. JEPI - Expense Ratio Comparison
BLV has a 0.03% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
BLV vs. JEPI — Risk / Return Rank
BLV
JEPI
BLV vs. JEPI - Risk-Adjusted Trends 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.
| BLV | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 0.61 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.30 | 0.95 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.16 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.79 | -0.45 |
Martin ratioReturn relative to average drawdown | 0.83 | 3.83 | -3.01 |
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
| BLV | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.61 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.76 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.04 | -0.67 |
Correlation
The correlation between BLV and JEPI is 0.19, 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
BLV vs. JEPI - Dividend Comparison
BLV's dividend yield for the trailing twelve months is around 4.76%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLV Vanguard Long-Term Bond ETF | 4.76% | 4.67% | 5.09% | 4.06% | 4.17% | 3.37% | 6.12% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 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.
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Drawdown Indicators
| BLV | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -13.71% | -24.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -10.28% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -13.71% | -22.56% |
Max Drawdown (10Y)Largest decline over 10 years | -38.29% | — | — |
Current DrawdownCurrent decline from peak | -24.58% | -4.53% | -20.05% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -2.07% | -7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.12% | +0.73% |
Volatility
BLV vs. JEPI - Volatility Comparison
The current volatility for Vanguard Long-Term Bond ETF (BLV) is 3.54%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.90%. 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.
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Volatility by Period
| BLV | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 3.90% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 5.49% | 6.36% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.75% | 13.24% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.97% | 11.06% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.99% | 10.88% | +1.11% |