EQTIX vs. JEPIX
Compare and contrast key facts about Shelton Equity Income Fund (EQTIX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
EQTIX is managed by Shelton Capital Management. It was launched on Sep 3, 1996. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
EQTIX vs. JEPIX - Performance Comparison
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EQTIX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EQTIX Shelton Equity Income Fund | -5.55% | 8.84% | 17.18% | 17.17% | -10.28% | 23.76% | 6.87% | 17.66% | -12.16% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, EQTIX achieves a -5.55% return, which is significantly lower than JEPIX's -2.35% return.
EQTIX
- 1D
- -0.18%
- 1M
- -5.87%
- YTD
- -5.55%
- 6M
- -3.69%
- 1Y
- 7.87%
- 3Y*
- 10.58%
- 5Y*
- 7.62%
- 10Y*
- 8.25%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
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EQTIX vs. JEPIX - Expense Ratio Comparison
EQTIX has a 0.72% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
EQTIX vs. JEPIX — Risk / Return Rank
EQTIX
JEPIX
EQTIX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Income Fund (EQTIX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| EQTIX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.48 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.77 | 0.78 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.49 | +0.01 |
Martin ratioReturn relative to average drawdown | 2.43 | 2.28 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQTIX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.67 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.47 | -0.02 |
Correlation
The correlation between EQTIX and JEPIX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EQTIX vs. JEPIX - Dividend Comparison
EQTIX's dividend yield for the trailing twelve months is around 7.23%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQTIX Shelton Equity Income Fund | 7.23% | 7.62% | 9.51% | 9.25% | 9.83% | 11.98% | 24.62% | 4.89% | 23.96% | 14.65% | 16.02% | 3.33% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQTIX vs. JEPIX - Drawdown Comparison
The maximum EQTIX drawdown since its inception was -53.77%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for EQTIX and JEPIX.
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Drawdown Indicators
| EQTIX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -32.63% | -21.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -10.49% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.03% | -13.67% | -5.36% |
Max Drawdown (10Y)Largest decline over 10 years | -29.85% | — | — |
Current DrawdownCurrent decline from peak | -7.10% | -7.28% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -3.19% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.24% | -0.10% |
Volatility
EQTIX vs. JEPIX - Volatility Comparison
Shelton Equity Income Fund (EQTIX) and JPMorgan Equity Premium Income Fund Class I (JEPIX) have volatilities of 3.45% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQTIX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.47% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 6.47% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 13.70% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 11.39% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 14.84% | -0.53% |