EFR vs. JEPQ
EFR (Eaton Vance Senior Floating-Rate Trust) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, EFR returned 6.67%/yr vs 19.68%/yr for JEPQ. At a 0.34 correlation, their price movements are largely independent.
Performance
EFR vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, EFR achieves a -2.03% return, which is significantly lower than JEPQ's 7.54% return.
EFR
- 1D
- 0.10%
- 1M
- 0.53%
- YTD
- -2.03%
- 6M
- -1.45%
- 1Y
- -3.83%
- 3Y*
- 6.67%
- 5Y*
- 3.30%
- 10Y*
- 5.74%
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
EFR vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | -2.03% | -4.85% | 11.32% | 29.25% | -7.43% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between EFR and JEPQ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.34 |
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Return for Risk
EFR vs. JEPQ — Risk / Return Rank
EFR
JEPQ
EFR vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) 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.
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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.36 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.68 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.68 | 12.63 | -13.31 |
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Drawdowns
EFR vs. JEPQ - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.55%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for EFR and JEPQ.
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Drawdown Indicators
| EFR | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.55% | -20.07% | -40.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -8.82% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -20.07% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | — | — |
Current DrawdownCurrent decline from peak | -11.05% | -2.75% | -8.30% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -3.39% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 1.86% | +3.74% |
Volatility
EFR vs. JEPQ - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.89%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.27%. This indicates that EFR 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
| EFR | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 6.27% | -4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 10.52% | -3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.00% | 13.06% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 16.78% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 16.78% | -1.85% |
Dividends
EFR vs. JEPQ - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 8.88%, less than JEPQ's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.88% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFR and JEPQ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (6.27%) compared to EFR (1.89%). In terms of maximum drawdown, EFR dropped -60.55% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.48), 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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