CHYDX vs. JEPI
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.
Key characteristics
| CHYDX | JEPI | |
|---|---|---|
| YTD Return | 0.17% | 3.25% |
| 1Y Return | 8.68% | 9.33% |
| 3Y Return (Ann) | 1.28% | 7.16% |
| Sharpe Ratio | 2.15 | 1.19 |
| Daily Std Dev | 3.90% | 7.35% |
| Max Drawdown | -35.03% | -13.71% |
| Current Drawdown | -1.94% | -2.93% |
Correlation
The correlation between CHYDX and JEPI is 0.47, 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
CHYDX vs. JEPI - Performance Comparison
In the year-to-date period, CHYDX achieves a 0.17% return, which is significantly lower than JEPI's 3.25% 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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CHYDX vs. JEPI - Expense Ratio Comparison
CHYDX has a 1.00% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
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.
Dividends
CHYDX vs. JEPI - Dividend Comparison
CHYDX's dividend yield for the trailing twelve months is around 5.86%, less than JEPI's 7.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHYDX Calamos High Income Opportunities Fund | 5.86% | 6.28% | 5.47% | 4.48% | 5.26% | 5.85% | 6.61% | 4.87% | 4.94% | 5.43% | 8.99% | 7.38% |
JEPI JPMorgan Equity Premium Income ETF | 7.51% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHYDX vs. JEPI - Drawdown Comparison
The maximum CHYDX drawdown since its inception was -35.03%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CHYDX and JEPI. For additional features, visit the drawdowns tool.
Volatility
CHYDX vs. JEPI - Volatility Comparison
The current volatility for Calamos High Income Opportunities Fund (CHYDX) is 1.12%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.84%. This indicates that CHYDX experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.