EPI vs. JMSIX
EPI (WisdomTree India Earnings Fund) and JMSIX (JPMorgan Income Fund) are both funds - EPI is a Emerging Markets Equities fund tracking the WisdomTree India Earnings Index, while JMSIX is a Multisector Bonds fund managed by JPMorgan. Over the past 10 years, EPI returned 9.31%/yr vs 3.97%/yr for JMSIX. At a 0.22 correlation, their price movements are largely independent. EPI charges 0.84%/yr vs 0.40%/yr for JMSIX.
Performance
EPI vs. JMSIX - Performance Comparison
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Returns By Period
In the year-to-date period, EPI achieves a -9.12% return, which is significantly lower than JMSIX's 1.23% return. Over the past 10 years, EPI has outperformed JMSIX with an annualized return of 9.31%, while JMSIX has yielded a comparatively lower 3.97% annualized return.
EPI
- 1D
- 0.65%
- 1M
- -0.05%
- YTD
- -9.12%
- 6M
- -6.55%
- 1Y
- -9.08%
- 3Y*
- 7.36%
- 5Y*
- 5.53%
- 10Y*
- 9.31%
JMSIX
- 1D
- 0.12%
- 1M
- 0.74%
- YTD
- 1.23%
- 6M
- 1.85%
- 1Y
- 5.68%
- 3Y*
- 7.12%
- 5Y*
- 2.76%
- 10Y*
- 3.97%
EPI vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | -9.12% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
JMSIX JPMorgan Income Fund | 1.23% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 1.03% | 6.00% |
Correlation
The correlation between EPI and JMSIX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2014 | 0.22 |
The correlation between EPI and JMSIX shifts across timeframes, from 0.21 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EPI vs. JMSIX — Risk / Return Rank
EPI
JMSIX
EPI vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and JPMorgan Income Fund (JMSIX). 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.
| EPI | JMSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -5.41 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.60 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 3.51 | -4.12 |
| Martin ratioReturn relative to average drawdown | -1.44 | 14.54 | -15.98 |
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Drawdowns
EPI vs. JMSIX - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for EPI and JMSIX.
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Drawdown Indicators
| EPI | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -18.40% | -47.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -1.62% | -15.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.89% | -2.31% | -19.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -11.39% | -10.50% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -18.40% | -31.89% |
Current DrawdownCurrent decline from peak | -17.00% | -0.12% | -16.88% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -2.56% | -16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 0.39% | +6.78% |
Volatility
EPI vs. JMSIX - Volatility Comparison
WisdomTree India Earnings Fund (EPI) has a higher volatility of 4.09% compared to JPMorgan Income Fund (JMSIX) at 0.79%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPI | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 0.79% | +3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 1.89% | +10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 2.52% | +12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 3.73% | +12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 3.87% | +16.48% |
EPI vs. JMSIX - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Dividends
EPI vs. JMSIX - Dividend Comparison
EPI has not paid dividends to shareholders, while JMSIX's dividend yield for the trailing twelve months is around 6.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
JMSIX JPMorgan Income Fund | 6.03% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
Frequently Asked Questions
EPI and JMSIX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.09%) compared to JMSIX (0.79%). In terms of maximum drawdown, EPI dropped -66.21% vs JMSIX's -18.40%.
JMSIX currently has the higher Sharpe Ratio (2.27 vs -0.69), 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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