CDL vs. JEPIX
Compare and contrast key facts about VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
CDL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index. It was launched on Jul 8, 2015. JEPIX is managed by JPMorgan Chase. It was launched on Aug 31, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDL or JEPIX.
Key characteristics
| CDL | JEPIX | |
|---|---|---|
| YTD Return | 5.25% | 4.82% |
| 1Y Return | 13.68% | 11.52% |
| 3Y Return (Ann) | 5.49% | 7.04% |
| 5Y Return (Ann) | 8.86% | 8.86% |
| Sharpe Ratio | 1.06 | 1.41 |
| Daily Std Dev | 11.97% | 7.42% |
| Max Drawdown | -41.03% | -32.63% |
| Current Drawdown | -1.70% | -2.03% |
Correlation
The correlation between CDL and JEPIX is 0.69, 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.
Performance
CDL vs. JEPIX - Performance Comparison
In the year-to-date period, CDL achieves a 5.25% return, which is significantly higher than JEPIX's 4.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CDL vs. JEPIX - Expense Ratio Comparison
CDL has a 0.35% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Risk-Adjusted Performance
CDL vs. JEPIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) 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.
Dividends
CDL vs. JEPIX - Dividend Comparison
CDL's dividend yield for the trailing twelve months is around 3.57%, less than JEPIX's 7.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 3.57% | 3.61% | 3.31% | 2.60% | 3.32% | 3.04% | 3.32% | 2.87% | 2.97% | 0.92% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.30% | 8.43% | 12.24% | 7.57% | 11.57% | 7.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CDL vs. JEPIX - Drawdown Comparison
The maximum CDL drawdown since its inception was -41.03%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for CDL and JEPIX. For additional features, visit the drawdowns tool.
Volatility
CDL vs. JEPIX - Volatility Comparison
VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) has a higher volatility of 3.51% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.45%. This indicates that CDL'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.