BMCIX vs. JEPAX
Compare and contrast key facts about BlackRock High Equity Income Fund (BMCIX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
BMCIX is managed by BlackRock. It was launched on Apr 30, 1998. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
BMCIX vs. JEPAX - Performance Comparison
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BMCIX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BMCIX BlackRock High Equity Income Fund | -5.16% | 17.11% | 7.80% | 10.05% | -2.62% | 22.41% | -1.56% | 12.05% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -2.40% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, BMCIX achieves a -5.16% return, which is significantly lower than JEPAX's -2.40% return.
BMCIX
- 1D
- -0.32%
- 1M
- -8.98%
- YTD
- -5.16%
- 6M
- -0.87%
- 1Y
- 8.17%
- 3Y*
- 9.10%
- 5Y*
- 7.09%
- 10Y*
- 8.45%
JEPAX
- 1D
- 0.07%
- 1M
- -7.35%
- YTD
- -2.40%
- 6M
- 0.30%
- 1Y
- 4.66%
- 3Y*
- 8.21%
- 5Y*
- 7.30%
- 10Y*
- —
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BMCIX vs. JEPAX - Expense Ratio Comparison
Both BMCIX and JEPAX have an expense ratio of 0.85%.
Return for Risk
BMCIX vs. JEPAX — Risk / Return Rank
BMCIX
JEPAX
BMCIX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock High Equity Income Fund (BMCIX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.
| BMCIX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.46 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.74 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.46 | +0.23 |
Martin ratioReturn relative to average drawdown | 2.82 | 2.14 | +0.68 |
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
| BMCIX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.46 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.64 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.51 | +0.05 |
Correlation
The correlation between BMCIX and JEPAX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BMCIX vs. JEPAX - Dividend Comparison
BMCIX's dividend yield for the trailing twelve months is around 7.72%, more than JEPAX's 7.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMCIX BlackRock High Equity Income Fund | 7.72% | 7.86% | 7.66% | 6.75% | 6.60% | 6.58% | 4.50% | 3.95% | 9.41% | 50.24% | 5.51% | 8.16% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.45% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BMCIX vs. JEPAX - Drawdown Comparison
The maximum BMCIX drawdown since its inception was -72.64%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for BMCIX and JEPAX.
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Drawdown Indicators
| BMCIX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.64% | -32.69% | -39.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -10.43% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -13.74% | -4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | — | — |
Current DrawdownCurrent decline from peak | -9.51% | -7.35% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -18.95% | -3.05% | -15.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.23% | +0.57% |
Volatility
BMCIX vs. JEPAX - Volatility Comparison
BlackRock High Equity Income Fund (BMCIX) has a higher volatility of 3.81% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 3.45%. This indicates that BMCIX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMCIX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.45% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 6.50% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 13.68% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 11.40% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 15.02% | +0.69% |