FCO vs. JEPI
Compare and contrast key facts about Aberdeen Global Income Fund, Inc. (FCO) and JPMorgan Equity Premium Income ETF (JEPI).
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: FCO or JEPI.
Correlation
The correlation between FCO and JEPI is 0.22, 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
FCO vs. JEPI - Performance Comparison
Key characteristics
FCO:
0.94
JEPI:
0.37
FCO:
1.31
JEPI:
0.62
FCO:
1.21
JEPI:
1.10
FCO:
1.34
JEPI:
0.39
FCO:
6.23
JEPI:
1.79
FCO:
3.61%
JEPI:
2.86%
FCO:
23.96%
JEPI:
13.76%
FCO:
-47.85%
JEPI:
-13.71%
FCO:
-3.24%
JEPI:
-6.74%
Returns By Period
In the year-to-date period, FCO achieves a 4.36% return, which is significantly higher than JEPI's -2.67% return.
FCO
4.36%
-0.99%
5.76%
21.37%
15.82%
7.19%
JEPI
-2.67%
-3.49%
-3.57%
5.27%
N/A
N/A
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Risk-Adjusted Performance
FCO vs. JEPI — Risk-Adjusted Performance Rank
FCO
JEPI
FCO vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Global Income Fund, Inc. (FCO) 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
FCO vs. JEPI - Dividend Comparison
FCO's dividend yield for the trailing twelve months is around 14.29%, more than JEPI's 7.88% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FCO Aberdeen Global Income Fund, Inc. | 14.29% | 14.24% | 13.00% | 17.43% | 11.43% | 10.63% | 10.45% | 11.80% | 9.52% | 10.55% | 11.83% | 8.74% |
JEPI JPMorgan Equity Premium Income ETF | 7.88% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FCO vs. JEPI - Drawdown Comparison
The maximum FCO drawdown since its inception was -47.85%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FCO and JEPI. For additional features, visit the drawdowns tool.
Volatility
FCO vs. JEPI - Volatility Comparison
The current volatility for Aberdeen Global Income Fund, Inc. (FCO) is 7.40%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.07%. This indicates that FCO 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.