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BXSL vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BXSL vs. JEPQ

Last updated May 18, 2025

Compare and contrast key facts about Blackstone Secured Lending Fund (BXSL) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).

JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BXSL or JEPQ.

Correlation

The correlation between BXSL and JEPQ is 0.38, 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.

Performance

BXSL vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Secured Lending Fund (BXSL) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BXSL:

0.17

JEPQ:

0.42

Sortino Ratio

BXSL:

0.24

JEPQ:

0.77

Omega Ratio

BXSL:

1.04

JEPQ:

1.12

Calmar Ratio

BXSL:

0.06

JEPQ:

0.46

Martin Ratio

BXSL:

0.24

JEPQ:

1.61

Ulcer Index

BXSL:

6.52%

JEPQ:

5.70%

Daily Std Dev

BXSL:

21.78%

JEPQ:

20.26%

Max Drawdown

BXSL:

-41.26%

JEPQ:

-20.07%

Current Drawdown

BXSL:

-15.94%

JEPQ:

-7.42%

Returns By Period

In the year-to-date period, BXSL achieves a -2.07% return, which is significantly higher than JEPQ's -3.17% return.

BXSL

YTD

-2.07%

1M

9.48%

6M

2.53%

1Y

3.33%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-3.17%

1M

9.03%

6M

-0.15%

1Y

8.27%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BXSL vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BXSL
The Risk-Adjusted Performance Rank of BXSL is 5151
Overall Rank
The Sharpe Ratio Rank of BXSL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BXSL is 5454
Martin Ratio Rank
JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 4646
Overall Rank
The Sharpe Ratio Rank of JEPQ is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 4343
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 4949
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BXSL vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Secured Lending Fund (BXSL) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

The current BXSL Sharpe Ratio is 0.17, which is lower than the JEPQ Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BXSL and JEPQ, 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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Dividends

BXSL vs. JEPQ - Dividend Comparison

BXSL's dividend yield for the trailing twelve months is around 9.73%, less than JEPQ's 11.30% yield.

TTM2024202320222021
BXSL
Blackstone Secured Lending Fund		9.73%9.53%10.64%13.02%1.56%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.30%9.66%10.02%9.44%0.00%

Drawdowns

BXSL vs. JEPQ - Drawdown Comparison

The maximum BXSL drawdown since its inception was -41.26%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for BXSL and JEPQ. For additional features, visit the drawdowns tool.

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Volatility

BXSL vs. JEPQ - Volatility Comparison

Blackstone Secured Lending Fund (BXSL) has a higher volatility of 5.44% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.24%. This indicates that BXSL's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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