FAPR vs. JEPQ

In the year-to-date period, FAPR achieves a -0.73% return, which is significantly higher than JEPQ's -3.83% return.

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FAPR has a 0.85% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) 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.

The current FAPR Sharpe Ratio is 0.53, which is higher than the JEPQ Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FAPR and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAPR has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.38%.

The maximum FAPR drawdown since its inception was -15.96%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FAPR and JEPQ. For additional features, visit the drawdowns tool.

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) is 2.65%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 2.95%. This indicates that FAPR 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.