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. It was launched on Aug 31, 2018.
Performance
CDL vs. JEPIX - Performance Comparison
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CDL vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 8.87% | 9.04% | 15.58% | 3.03% | -0.45% | 33.42% | -3.35% | 26.38% | -10.35% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, CDL achieves a 8.87% return, which is significantly higher than JEPIX's -2.35% return.
CDL
- 1D
- 0.78%
- 1M
- -2.91%
- YTD
- 8.87%
- 6M
- 8.94%
- 1Y
- 12.62%
- 3Y*
- 12.90%
- 5Y*
- 9.94%
- 10Y*
- 10.80%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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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.
Return for Risk
CDL vs. JEPIX — Risk / Return Rank
CDL
JEPIX
CDL vs. JEPIX - Risk-Adjusted Trends 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.
| CDL | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.48 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.33 | 0.78 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.49 | +0.76 |
Martin ratioReturn relative to average drawdown | 5.03 | 2.28 | +2.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CDL | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.48 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.67 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.47 | +0.18 |
Correlation
The correlation between CDL and JEPIX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CDL vs. JEPIX - Dividend Comparison
CDL's dividend yield for the trailing twelve months is around 3.18%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 3.18% | 3.33% | 3.27% | 3.61% | 3.31% | 2.60% | 3.32% | 3.04% | 3.32% | 2.87% | 2.97% | 1.28% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 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.
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Drawdown Indicators
| CDL | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.03% | -32.63% | -8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -10.49% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -17.28% | -13.67% | -3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | — | — |
Current DrawdownCurrent decline from peak | -3.07% | -7.28% | +4.21% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -3.19% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.24% | +0.55% |
Volatility
CDL vs. JEPIX - Volatility Comparison
The current volatility for VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) is 2.95%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.47%. This indicates that CDL experiences smaller price fluctuations and is considered to be less risky 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
| CDL | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.47% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 6.47% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 13.70% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 11.39% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 14.84% | +2.21% |