BRGKX vs. JEPIX
BRGKX (iShares Russell 1000 Large-Cap Index Fund Class K) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - BRGKX is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while JEPIX is a Derivative Income fund actively managed by JPMorgan. BRGKX is passively managed, while JEPIX is actively managed. Over the past 5 years, BRGKX returned 12.45%/yr vs 7.23%/yr for JEPIX. A 0.76 correlation means they provide meaningful diversification when combined. BRGKX charges 0.06%/yr vs 0.59%/yr for JEPIX.
Performance
BRGKX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, BRGKX achieves a 11.21% return, which is significantly higher than JEPIX's 3.00% return.
BRGKX
- 1D
- 0.34%
- 1M
- 2.02%
- 6M
- 8.91%
- YTD
- 11.21%
- 1Y
- 21.85%
- 3Y*
- 20.73%
- 5Y*
- 12.45%
- 10Y*
- 14.90%
JEPIX
- 1D
- 0.14%
- 1M
- 1.94%
- 6M
- 1.37%
- YTD
- 3.00%
- 1Y
- 8.21%
- 3Y*
- 9.13%
- 5Y*
- 7.23%
- 10Y*
- —
BRGKX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 11.21% | 17.28% | 24.44% | 26.49% | -19.13% | 26.24% | 20.85% | 31.30% | -13.46% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 3.00% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between BRGKX and JEPIX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.76 |
The correlation between BRGKX and JEPIX shifts across timeframes, from 0.59 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRGKX vs. JEPIX — Risk / Return Rank
BRGKX
JEPIX
BRGKX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRGKX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.06 | +1.37 |
| Martin ratioReturn relative to average drawdown | 10.63 | 3.08 | +7.56 |
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Drawdowns
BRGKX vs. JEPIX - Drawdown Comparison
The maximum BRGKX drawdown since its inception was -34.58%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for BRGKX and JEPIX.
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Drawdown Indicators
| BRGKX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.58% | -32.63% | -1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -7.41% | -1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -13.42% | -5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.13% | -13.67% | -11.46% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -2.19% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -3.21% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.55% | -0.53% |
Volatility
BRGKX vs. JEPIX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) has a higher volatility of 4.26% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.49%. This indicates that BRGKX'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
| BRGKX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.49% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 7.04% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 8.70% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 11.47% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 14.68% | +3.52% |
BRGKX vs. JEPIX - Expense Ratio Comparison
BRGKX has a 0.06% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
BRGKX vs. JEPIX - Dividend Comparison
BRGKX's dividend yield for the trailing twelve months is around 2.07%, less than JEPIX's 7.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 2.07% | 2.77% | 1.38% | 1.49% | 1.82% | 1.88% | 1.51% | 2.82% | 2.46% | 2.31% | 3.94% | 4.86% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.97% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRGKX and JEPIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRGKX has higher volatility (4.26%) compared to JEPIX (2.49%). In terms of maximum drawdown, BRGKX dropped -34.58% vs JEPIX's -32.63%.
BRGKX currently has the higher Sharpe Ratio (1.71 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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