BMCIX vs. JEPIX
Compare and contrast key facts about BlackRock High Equity Income Fund (BMCIX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
BMCIX is managed by BlackRock. It was launched on Apr 30, 1998. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
BMCIX vs. JEPIX - Performance Comparison
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BMCIX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BMCIX BlackRock High Equity Income Fund | -5.16% | 17.11% | 7.80% | 10.05% | -2.62% | 22.41% | -1.56% | 22.00% | -10.31% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, BMCIX achieves a -5.16% return, which is significantly lower than JEPIX's -2.35% 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%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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BMCIX vs. JEPIX - Expense Ratio Comparison
BMCIX has a 0.85% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
BMCIX vs. JEPIX — Risk / Return Rank
BMCIX
JEPIX
BMCIX vs. JEPIX - 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 I (JEPIX). 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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.48 | +0.17 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.78 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.49 | +0.20 |
Martin ratioReturn relative to average drawdown | 2.82 | 2.28 | +0.54 |
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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.48 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.67 | -0.13 |
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 | 0.47 | +0.09 |
Correlation
The correlation between BMCIX and JEPIX is 0.77, 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. JEPIX - Dividend Comparison
BMCIX's dividend yield for the trailing twelve months is around 7.72%, which matches JEPIX's 7.69% 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% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BMCIX vs. JEPIX - Drawdown Comparison
The maximum BMCIX drawdown since its inception was -72.64%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for BMCIX and JEPIX.
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Drawdown Indicators
| BMCIX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.64% | -32.63% | -40.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -10.49% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -13.67% | -4.96% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | — | — |
Current DrawdownCurrent decline from peak | -9.51% | -7.28% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -18.95% | -3.19% | -15.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.24% | +0.56% |
Volatility
BMCIX vs. JEPIX - Volatility Comparison
BlackRock High Equity Income Fund (BMCIX) has a higher volatility of 3.81% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that BMCIX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMCIX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.47% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 6.47% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 13.70% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 11.39% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 14.84% | +0.87% |