CLPAX vs. JEPIX
Compare and contrast key facts about Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
CLPAX is managed by Catalyst Mutual Funds. It was launched on Dec 30, 2013. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
CLPAX vs. JEPIX - Performance Comparison
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CLPAX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | -6.01% | 12.32% | 11.42% | 35.92% | -30.54% | 13.11% | 5.25% | 19.41% | -8.37% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 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, CLPAX achieves a -6.01% return, which is significantly lower than JEPIX's -0.51% return.
CLPAX
- 1D
- 1.12%
- 1M
- -4.88%
- YTD
- -6.01%
- 6M
- -6.20%
- 1Y
- 14.98%
- 3Y*
- 11.51%
- 5Y*
- 4.87%
- 10Y*
- 5.45%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
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CLPAX vs. JEPIX - Expense Ratio Comparison
CLPAX has a 1.74% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
CLPAX vs. JEPIX — Risk / Return Rank
CLPAX
JEPIX
CLPAX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) 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.
| CLPAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.51 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.47 | 0.82 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.82 | +0.39 |
Martin ratioReturn relative to average drawdown | 3.60 | 3.77 | -0.17 |
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
| CLPAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.51 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.70 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.48 | -0.14 |
Correlation
The correlation between CLPAX and JEPIX is 0.58, 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.
Dividends
CLPAX vs. JEPIX - Dividend Comparison
CLPAX's dividend yield for the trailing twelve months is around 9.69%, more than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | 9.69% | 9.10% | 0.00% | 0.00% | 2.68% | 0.32% | 0.49% | 5.41% | 0.30% | 0.02% | 0.00% | 17.26% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CLPAX vs. JEPIX - Drawdown Comparison
The maximum CLPAX drawdown since its inception was -32.47%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for CLPAX and JEPIX.
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Drawdown Indicators
| CLPAX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.47% | -32.63% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -10.49% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.47% | -13.67% | -18.80% |
Max Drawdown (10Y)Largest decline over 10 years | -32.47% | — | — |
Current DrawdownCurrent decline from peak | -11.89% | -5.53% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -3.19% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.27% | +2.05% |
Volatility
CLPAX vs. JEPIX - Volatility Comparison
The current volatility for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) is 3.45%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 4.12%. This indicates that CLPAX 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
| CLPAX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 4.12% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 6.74% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 13.80% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 11.41% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 14.85% | -0.46% |