CISIX vs. JEPIX

Last updated Aug 1, 2026

CISIX (Calvert US Large-Cap Core Responsible Index Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - CISIX is a Large Cap Blend Equities fund managed by Calvert, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, CISIX returned 11.44%/yr vs 7.00%/yr for JEPIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. CISIX charges 0.24%/yr vs 0.59%/yr for JEPIX.

Performance

CISIX vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Core Responsible Index Fund (CISIX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CISIX achieves a 11.28% return, which is significantly higher than JEPIX's 3.44% return.

CISIX

• 1D: 1.91%
• 1M: -0.64%
• 6M: 10.06%
• YTD: 11.28%
• 1Y: 22.69%
• 3Y*: 18.88%
• 5Y*: 11.44%
• 10Y*: 15.04%
• ALL TIME*: 7.69%

JEPIX

• 1D: 0.57%
• 1M: 0.28%
• 6M: 1.04%
• YTD: 3.44%
• 1Y: 9.85%
• 3Y*: 8.69%
• 5Y*: 7.00%
• 10Y*: —
• ALL TIME*: 7.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CISIX Calvert US Large-Cap Core Responsible Index Fund	$0.00	$0.00	$0.00
JEPIX JPMorgan Equity Premium Income Fund Class I	$0.00	$0.00	$0.00

CISIX vs. JEPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CISIX Calvert US Large-Cap Core Responsible Index Fund	11.28%	15.90%	24.14%	27.27%	-21.68%	25.63%	26.12%	32.81%	-13.52%
JEPIX JPMorgan Equity Premium Income Fund Class I	3.44%	7.82%	12.43%	9.68%	-3.81%	19.36%	6.02%	16.44%	-9.93%

Correlation

The correlation between CISIX and JEPIX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.72
Correlation (5Y) Shows whether the relationship held over a longer period.	0.75
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018	0.76

The correlation between CISIX and JEPIX shifts across timeframes, from 0.60 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CISIX vs. JEPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CISIX

CISIX Risk / Return Rank: 63
CISIX Sharpe Ratio Rank: 62
CISIX Sortino Ratio Rank: 60
CISIX Omega Ratio Rank: 57
CISIX Calmar Ratio Rank: 62
CISIX Martin Ratio Rank: 76

JEPIX

JEPIX Risk / Return Rank: 31
JEPIX Sharpe Ratio Rank: 33
JEPIX Sortino Ratio Rank: 35
JEPIX Omega Ratio Rank: 33
JEPIX Calmar Ratio Rank: 28
JEPIX Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CISIX vs. JEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CISIX	JEPIX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.01	+0.46
Sortino ratio: Return per unit of downside risk	2.09	1.56	+0.52
Omega ratio: Gain probability vs. loss probability	1.26	1.19	+0.07
Calmar ratio: Return relative to maximum drawdown	2.05	1.21	+0.85
Martin ratio: Return relative to average drawdown	9.05	3.43	+5.62

CISIX vs. JEPIX - Sharpe Ratio Comparison

The current CISIX Sharpe Ratio is 1.47, which is higher than the JEPIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CISIX and JEPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CISIX vs. JEPIX - Drawdown Comparison

The maximum CISIX drawdown since its inception was -59.36%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for CISIX and JEPIX.

Drawdown Indicators

	CISIX	JEPIX	Difference
Max Drawdown Largest peak-to-trough decline	-59.36%	-32.63%	-26.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.72%	-7.41%	-2.31%
Max Drawdown (3Y) Largest decline over 3 years	-19.94%	-13.42%	-6.52%
Max Drawdown (5Y) Largest decline over 5 years	-27.37%	-13.67%	-13.70%
Max Drawdown (10Y) Largest decline over 10 years	-32.82%	—	—
Current Drawdown Current decline from peak	-1.61%	-1.78%	+0.17%
Average Drawdown Average peak-to-trough decline	-14.21%	-3.21%	-11.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	2.60%	-0.39%

Volatility

CISIX vs. JEPIX - Volatility Comparison

Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a higher volatility of 3.68% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.40%. This indicates that CISIX'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.

Volatility by Period

	CISIX	JEPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	2.40%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	7.08%	+3.74%
Volatility (1Y) Calculated over the trailing 1-year period	13.54%	8.85%	+4.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.92%	11.49%	+6.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.57%	14.65%	+3.92%

CISIX vs. JEPIX - Expense Ratio Comparison

CISIX has a 0.24% expense ratio, which is lower than JEPIX's 0.59% expense ratio.

Dividends

CISIX vs. JEPIX - Dividend Comparison

CISIX's dividend yield for the trailing twelve months is around 4.84%, less than JEPIX's 7.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CISIX Calvert US Large-Cap Core Responsible Index Fund	4.84%	5.39%	1.77%	1.02%	1.17%	1.02%	0.94%	1.14%	4.33%	2.41%	3.77%	7.62%
JEPIX JPMorgan Equity Premium Income Fund Class I	7.31%	8.12%	7.20%	8.42%	12.24%	6.15%	11.59%	3.91%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CISIX and JEPIX in my portfolio?

CISIX and JEPIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CISIX or JEPIX?

CISIX has higher volatility (3.68%) compared to JEPIX (2.40%). In terms of maximum drawdown, CISIX dropped -59.36% vs JEPIX's -32.63%.

Which has better risk-adjusted returns?

CISIX currently has the higher Sharpe Ratio (1.47 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.