EPRF vs. JEPI
Compare and contrast key facts about Innovator S&P High Quality Preferred ETF (EPRF) and JPMorgan Equity Premium Income ETF (JEPI).
EPRF and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPRF is a passively managed fund by Innovator that tracks the performance of the S&P U.S. High Quality Preferred Stock Index. It was launched on May 24, 2016. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPRF or JEPI.
Correlation
The correlation between EPRF and JEPI is 0.49, 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.
Performance
EPRF vs. JEPI - Performance Comparison
Key characteristics
EPRF:
0.02
JEPI:
0.40
EPRF:
0.01
JEPI:
0.72
EPRF:
1.00
JEPI:
1.12
EPRF:
-0.03
JEPI:
0.47
EPRF:
-0.10
JEPI:
2.02
EPRF:
5.04%
JEPI:
3.05%
EPRF:
10.68%
JEPI:
13.74%
EPRF:
-26.82%
JEPI:
-13.71%
EPRF:
-12.59%
JEPI:
-4.77%
Returns By Period
In the year-to-date period, EPRF achieves a -1.48% return, which is significantly lower than JEPI's -0.61% return.
EPRF
-1.48%
0.90%
-8.36%
0.23%
-0.25%
N/A
JEPI
-0.61%
2.45%
-3.46%
5.46%
N/A
N/A
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EPRF vs. JEPI - Expense Ratio Comparison
EPRF has a 0.47% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
EPRF vs. JEPI — Risk-Adjusted Performance Rank
EPRF
JEPI
EPRF vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator S&P High Quality Preferred ETF (EPRF) 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.
Dividends
EPRF vs. JEPI - Dividend Comparison
EPRF's dividend yield for the trailing twelve months is around 6.34%, less than JEPI's 8.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPRF Innovator S&P High Quality Preferred ETF | 6.34% | 6.12% | 5.71% | 5.67% | 4.70% | 4.92% | 5.01% | 5.70% | 6.13% | 2.95% |
JEPI JPMorgan Equity Premium Income ETF | 8.07% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPRF vs. JEPI - Drawdown Comparison
The maximum EPRF drawdown since its inception was -26.82%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for EPRF and JEPI. For additional features, visit the drawdowns tool.
Volatility
EPRF vs. JEPI - Volatility Comparison
The current volatility for Innovator S&P High Quality Preferred ETF (EPRF) is 3.90%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 4.96%. This indicates that EPRF 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.