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CHYDX vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CHYDX vs. JEPI

Last updated May 12, 2025

Compare and contrast key facts about Calamos High Income Opportunities Fund (CHYDX) and JPMorgan Equity Premium Income ETF (JEPI).

CHYDX is managed by Calamos. It was launched on Aug 2, 1999. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.

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

Correlation

The correlation between CHYDX and JEPI is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

CHYDX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos High Income Opportunities Fund (CHYDX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

CHYDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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CHYDX vs. JEPI - Expense Ratio Comparison

CHYDX has a 1.00% expense ratio, which is higher than JEPI's 0.35% expense ratio.

CHYDX
Calamos High Income Opportunities Fund
JEPI
JPMorgan Equity Premium Income ETF

Risk-Adjusted Performance

CHYDX vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHYDX
The Risk-Adjusted Performance Rank of CHYDX is 9393
Overall Rank
The Sharpe Ratio Rank of CHYDX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CHYDX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of CHYDX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of CHYDX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CHYDX is 9292
Martin Ratio Rank
JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6262
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.

CHYDX vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos High Income Opportunities Fund (CHYDX) and JPMorgan Equity Premium Income ETF (JEPI). 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.

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Dividends

CHYDX vs. JEPI - Dividend Comparison

CHYDX has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 0.72%.

TTM20242023202220212020201920182017201620152014
CHYDX
Calamos High Income Opportunities Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHYDX vs. JEPI - Drawdown Comparison

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Volatility

CHYDX vs. JEPI - Volatility Comparison

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