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CBFSX vs. JEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBFSX vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Corporate Bond Fund (CBFSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

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CBFSX vs. JEPAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CBFSX
JPMorgan Corporate Bond Fund
-1.27%7.45%2.71%9.20%-16.06%-0.77%10.23%8.93%
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, CBFSX achieves a -1.27% return, which is significantly higher than JEPAX's -2.40% return.


CBFSX

1D
0.48%
1M
-3.03%
YTD
-1.27%
6M
-0.51%
1Y
4.00%
3Y*
4.55%
5Y*
0.78%
10Y*
2.93%

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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CBFSX vs. JEPAX - Expense Ratio Comparison

CBFSX has a 0.50% expense ratio, which is lower than JEPAX's 0.85% expense ratio.


Return for Risk

CBFSX vs. JEPAX — Risk / Return Rank

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

CBFSX
CBFSX Risk / Return Rank: 4444
Overall Rank
CBFSX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CBFSX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CBFSX Omega Ratio Rank: 3131
Omega Ratio Rank
CBFSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
CBFSX Martin Ratio Rank: 4848
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.

CBFSX vs. JEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Corporate Bond Fund (CBFSX) 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.


CBFSXJEPAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.46

+0.42

Sortino ratio

Return per unit of downside risk

1.24

0.74

+0.49

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

1.36

0.46

+0.90

Martin ratio

Return relative to average drawdown

4.75

2.14

+2.62

CBFSX vs. JEPAX - Sharpe Ratio Comparison

The current CBFSX Sharpe Ratio is 0.88, which is higher than the JEPAX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CBFSX 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


CBFSXJEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.46

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.64

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.51

+0.01

Correlation

The correlation between CBFSX and JEPAX is 0.15, 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.


Dividends

CBFSX vs. JEPAX - Dividend Comparison

CBFSX's dividend yield for the trailing twelve months is around 4.59%, less than JEPAX's 7.45% yield.


TTM20252024202320222021202020192018201720162015
CBFSX
JPMorgan Corporate Bond Fund
4.59%4.54%4.99%4.18%4.06%7.96%3.74%3.14%4.55%6.78%3.11%3.11%
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

CBFSX vs. JEPAX - Drawdown Comparison

The maximum CBFSX drawdown since its inception was -22.42%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for CBFSX and JEPAX.


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Drawdown Indicators


CBFSXJEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-32.69%

+10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.49%

-10.43%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-13.74%

-8.68%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

Current Drawdown

Current decline from peak

-3.03%

-7.35%

+4.32%

Average Drawdown

Average peak-to-trough decline

-4.39%

-3.05%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.23%

-1.23%

Volatility

CBFSX vs. JEPAX - Volatility Comparison

The current volatility for JPMorgan Corporate Bond Fund (CBFSX) is 1.85%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 3.45%. This indicates that CBFSX experiences smaller price fluctuations and is considered to be less risky 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


CBFSXJEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

3.45%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

6.50%

-3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

13.68%

-8.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

11.40%

-4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

15.02%

-9.03%