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FCO vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.2

Performance

FCO vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Global Income Fund, Inc. (FCO) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
101.65%
67.42%
FCO
JEPI

Key characteristics

Sharpe Ratio

FCO:

0.94

JEPI:

0.37

Sortino Ratio

FCO:

1.31

JEPI:

0.62

Omega Ratio

FCO:

1.21

JEPI:

1.10

Calmar Ratio

FCO:

1.34

JEPI:

0.39

Martin Ratio

FCO:

6.23

JEPI:

1.79

Ulcer Index

FCO:

3.61%

JEPI:

2.86%

Daily Std Dev

FCO:

23.96%

JEPI:

13.76%

Max Drawdown

FCO:

-47.85%

JEPI:

-13.71%

Current Drawdown

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

YTD

4.36%

1M

-0.99%

6M

5.76%

1Y

21.37%

5Y*

15.82%

10Y*

7.19%

JEPI

YTD

-2.67%

1M

-3.49%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FCO vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCO
The Risk-Adjusted Performance Rank of FCO is 8383
Overall Rank
The Sharpe Ratio Rank of FCO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FCO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FCO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FCO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FCO is 9090
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FCO, currently valued at 0.94, compared to the broader market-2.00-1.000.001.002.003.00
FCO: 0.94
JEPI: 0.37
The chart of Sortino ratio for FCO, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
FCO: 1.31
JEPI: 0.62
The chart of Omega ratio for FCO, currently valued at 1.21, compared to the broader market0.501.001.502.00
FCO: 1.21
JEPI: 1.10
The chart of Calmar ratio for FCO, currently valued at 1.34, compared to the broader market0.001.002.003.004.005.00
FCO: 1.34
JEPI: 0.39
The chart of Martin ratio for FCO, currently valued at 6.23, compared to the broader market-5.000.005.0010.0015.0020.00
FCO: 6.23
JEPI: 1.79

The current FCO Sharpe Ratio is 0.94, which is higher than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FCO and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.94
0.37
FCO
JEPI

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.


TTM20242023202220212020201920182017201620152014
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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.24%
-6.74%
FCO
JEPI

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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.40%
11.07%
FCO
JEPI