ECHIX vs. JEPQ
Compare and contrast key facts about Eaton Vance High Income Opportunities Fund (ECHIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
ECHIX is managed by Eaton Vance. It was launched on Jun 8, 1994. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
ECHIX vs. JEPQ - Performance Comparison
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ECHIX vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ECHIX Eaton Vance High Income Opportunities Fund | -1.69% | 7.33% | 6.12% | 9.85% | -2.22% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, ECHIX achieves a -1.69% return, which is significantly higher than JEPQ's -2.87% return.
ECHIX
- 1D
- 0.24%
- 1M
- -2.34%
- YTD
- -1.69%
- 6M
- -0.34%
- 1Y
- 5.08%
- 3Y*
- 5.86%
- 5Y*
- 3.55%
- 10Y*
- 5.48%
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
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ECHIX vs. JEPQ - Expense Ratio Comparison
ECHIX has a 1.65% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Return for Risk
ECHIX vs. JEPQ — Risk / Return Rank
ECHIX
JEPQ
ECHIX vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Income Opportunities Fund (ECHIX) 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.
| ECHIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.07 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.64 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.70 | +0.16 |
Martin ratioReturn relative to average drawdown | 8.49 | 8.45 | +0.04 |
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
| ECHIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.07 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.82 | -0.02 |
Correlation
The correlation between ECHIX and JEPQ is 0.46, 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
ECHIX vs. JEPQ - Dividend Comparison
ECHIX's dividend yield for the trailing twelve months is around 5.05%, less than JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECHIX Eaton Vance High Income Opportunities Fund | 5.05% | 5.37% | 4.96% | 4.11% | 4.71% | 4.18% | 4.61% | 13.45% | 4.91% | 4.51% | 4.76% | 5.51% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ECHIX vs. JEPQ - Drawdown Comparison
The maximum ECHIX drawdown since its inception was -43.51%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for ECHIX and JEPQ.
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Drawdown Indicators
| ECHIX | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.51% | -20.07% | -23.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -11.58% | +8.72% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.88% | — | — |
Current DrawdownCurrent decline from peak | -2.34% | -5.85% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -3.55% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 2.34% | -1.71% |
Volatility
ECHIX vs. JEPQ - Volatility Comparison
The current volatility for Eaton Vance High Income Opportunities Fund (ECHIX) is 1.35%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that ECHIX 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.
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Volatility by Period
| ECHIX | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 6.02% | -4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 10.47% | -8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 18.52% | -14.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.90% | 16.91% | -12.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.38% | 16.91% | -10.53% |