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BXMX vs. JEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BXMX vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen S&P 500 Buy-Write Income Fund (BXMX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

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BXMX vs. JEPAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BXMX
Nuveen S&P 500 Buy-Write Income Fund
-8.03%13.74%17.26%9.10%-7.18%20.83%1.11%10.12%
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, BXMX achieves a -8.03% return, which is significantly lower than JEPAX's -2.40% return.


BXMX

1D
-2.07%
1M
-7.53%
YTD
-8.03%
6M
-4.57%
1Y
9.21%
3Y*
9.29%
5Y*
7.43%
10Y*
8.03%

JEPAX

1D
0.07%
1M
-7.35%
YTD
-2.40%
6M
0.30%
1Y
4.66%
3Y*
8.21%
5Y*
7.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BXMX vs. JEPAX - Expense Ratio Comparison

BXMX has a 0.89% expense ratio, which is higher than JEPAX's 0.85% expense ratio.


Return for Risk

BXMX vs. JEPAX — Risk / Return Rank

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

BXMX
BXMX Risk / Return Rank: 2323
Overall Rank
BXMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BXMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
BXMX Omega Ratio Rank: 2222
Omega Ratio Rank
BXMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BXMX Martin Ratio Rank: 2929
Martin Ratio Rank

JEPAX
JEPAX Risk / Return Rank: 1919
Overall Rank
JEPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JEPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JEPAX Omega Ratio Rank: 2121
Omega Ratio Rank
JEPAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
JEPAX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BXMX vs. JEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen S&P 500 Buy-Write Income Fund (BXMX) 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.


BXMXJEPAXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.46

+0.07

Sortino ratio

Return per unit of downside risk

0.87

0.74

+0.12

Omega ratio

Gain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratio

Return relative to maximum drawdown

0.73

0.46

+0.27

Martin ratio

Return relative to average drawdown

3.22

2.14

+1.08

BXMX vs. JEPAX - Sharpe Ratio Comparison

The current BXMX Sharpe Ratio is 0.52, which is comparable to the JEPAX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of BXMX and JEPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BXMXJEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.46

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.64

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Correlation

The correlation between BXMX and JEPAX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BXMX vs. JEPAX - Dividend Comparison

BXMX's dividend yield for the trailing twelve months is around 8.22%, more than JEPAX's 7.45% yield.


TTM20252024202320222021202020192018201720162015
BXMX
Nuveen S&P 500 Buy-Write Income Fund
8.22%7.41%7.02%7.37%7.48%5.87%6.81%6.76%8.12%6.41%7.33%7.42%
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

BXMX vs. JEPAX - Drawdown Comparison

The maximum BXMX drawdown since its inception was -49.53%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for BXMX and JEPAX.


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Drawdown Indicators


BXMXJEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-49.53%

-32.69%

-16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-10.43%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-13.74%

-4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-9.75%

-7.35%

-2.40%

Average Drawdown

Average peak-to-trough decline

-5.69%

-3.05%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.23%

+0.35%

Volatility

BXMX vs. JEPAX - Volatility Comparison

Nuveen S&P 500 Buy-Write Income Fund (BXMX) has a higher volatility of 4.26% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 3.45%. This indicates that BXMX'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


BXMXJEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

3.45%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

6.50%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

13.68%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

11.40%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

15.02%

+2.42%