EFR vs. JEPI
EFR (Eaton Vance Senior Floating-Rate Trust) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, EFR returned 3.57%/yr vs 7.38%/yr for JEPI. At a 0.30 correlation, their price movements are largely independent.
Performance
EFR vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, EFR achieves a -0.53% return, which is significantly lower than JEPI's 3.30% return.
EFR
- 1D
- 0.19%
- 1M
- 1.39%
- 6M
- -1.94%
- YTD
- -0.53%
- 1Y
- -4.30%
- 3Y*
- 6.45%
- 5Y*
- 3.57%
- 10Y*
- 5.98%
JEPI
- 1D
- 0.00%
- 1M
- 1.98%
- 6M
- 1.42%
- YTD
- 3.30%
- 1Y
- 8.32%
- 3Y*
- 9.14%
- 5Y*
- 7.38%
- 10Y*
- —
EFR vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | -0.53% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 22.97% |
JEPI JPMorgan Equity Premium Income ETF | 3.30% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between EFR and JEPI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.30 |
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Return for Risk
EFR vs. JEPI — Risk / Return Rank
EFR
JEPI
EFR vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) 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.
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.
| EFR | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.19 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.25 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.75 | 3.57 | -4.32 |
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Drawdowns
EFR vs. JEPI - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.55%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for EFR and JEPI.
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Drawdown Indicators
| EFR | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.55% | -13.71% | -46.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -6.68% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -13.26% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -13.71% | -11.36% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | — | — |
Current DrawdownCurrent decline from peak | -9.70% | -1.84% | -7.86% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -2.13% | -6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 2.34% | +3.40% |
Volatility
EFR vs. JEPI - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.19%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.10%. This indicates that EFR 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.
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Volatility by Period
| EFR | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 2.10% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 6.31% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.84% | 8.03% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 11.09% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 10.75% | +4.16% |
Dividends
EFR vs. JEPI - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 8.75%, more than JEPI's 8.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.75% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
JEPI JPMorgan Equity Premium Income ETF | 8.05% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFR and JEPI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPI has higher volatility (2.10%) compared to EFR (1.19%). In terms of maximum drawdown, EFR dropped -60.55% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.04 vs -0.55), 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.
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