CGDV vs. JEPQ
Compare and contrast key facts about Capital Group Dividend Value ETF (CGDV) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
CGDV and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGDV is an actively managed fund by Capital Group. It was launched on Feb 22, 2022. 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: CGDV or JEPQ.
Performance
CGDV vs. JEPQ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CGDV having a 23.95% return and JEPQ slightly lower at 23.21%.
CGDV
23.95%
0.08%
11.44%
32.60%
N/A
N/A
JEPQ
23.21%
3.95%
9.78%
26.98%
N/A
N/A
Key characteristics
| CGDV | JEPQ | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.19 |
| Sortino Ratio | 3.95 | 2.86 |
| Omega Ratio | 1.52 | 1.45 |
| Calmar Ratio | 6.27 | 2.52 |
| Martin Ratio | 23.46 | 10.87 |
| Ulcer Index | 1.39% | 2.48% |
| Daily Std Dev | 11.42% | 12.33% |
| Max Drawdown | -21.82% | -16.82% |
| Current Drawdown | -1.45% | -0.14% |
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CGDV vs. JEPQ - Expense Ratio Comparison
CGDV has a 0.33% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Correlation
The correlation between CGDV and JEPQ is 0.79, 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.
Risk-Adjusted Performance
CGDV vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) 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.
Dividends
CGDV vs. JEPQ - Dividend Comparison
CGDV's dividend yield for the trailing twelve months is around 1.49%, less than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.49% | 1.66% | 1.36% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% |
Drawdowns
CGDV vs. JEPQ - Drawdown Comparison
The maximum CGDV drawdown since its inception was -21.82%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for CGDV and JEPQ. For additional features, visit the drawdowns tool.
Volatility
CGDV vs. JEPQ - Volatility Comparison
The current volatility for Capital Group Dividend Value ETF (CGDV) is 3.41%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.69%. This indicates that CGDV experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.