EFT vs. JEPQ
Compare and contrast key facts about Eaton Vance Floating-Rate Income Trust (EFT) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFT or JEPQ.
Correlation
The correlation between EFT and JEPQ is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EFT vs. JEPQ - Performance Comparison
Key characteristics
EFT:
1.51
JEPQ:
1.64
EFT:
2.08
JEPQ:
2.18
EFT:
1.29
JEPQ:
1.32
EFT:
2.50
JEPQ:
2.01
EFT:
9.05
JEPQ:
8.51
EFT:
1.58%
JEPQ:
2.53%
EFT:
9.46%
JEPQ:
13.17%
EFT:
-60.58%
JEPQ:
-16.82%
EFT:
-0.74%
JEPQ:
-2.37%
Returns By Period
In the year-to-date period, EFT achieves a 4.83% return, which is significantly higher than JEPQ's 0.85% return.
EFT
4.83%
2.15%
5.23%
14.09%
7.98%
7.50%
JEPQ
0.85%
-0.73%
13.26%
21.44%
N/A
N/A
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Risk-Adjusted Performance
EFT vs. JEPQ — Risk-Adjusted Performance Rank
EFT
JEPQ
EFT vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Income Trust (EFT) 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.
Dividends
EFT vs. JEPQ - Dividend Comparison
EFT's dividend yield for the trailing twelve months is around 10.04%, more than JEPQ's 9.57% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | 10.04% | 10.52% | 11.09% | 9.85% | 5.26% | 5.88% | 7.41% | 6.77% | 5.73% | 6.03% | 7.17% | 6.36% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.57% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFT vs. JEPQ - Drawdown Comparison
The maximum EFT drawdown since its inception was -60.58%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for EFT and JEPQ. For additional features, visit the drawdowns tool.
Volatility
EFT vs. JEPQ - Volatility Comparison
The current volatility for Eaton Vance Floating-Rate Income Trust (EFT) is 4.14%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 4.67%. This indicates that EFT 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.