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

Performance

FDGFX vs. JEPI - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.79%
7.81%
FDGFX
JEPI

Returns By Period

In the year-to-date period, FDGFX achieves a 20.95% return, which is significantly higher than JEPI's 14.85% return.


FDGFX

YTD

20.95%

1M

0.99%

6M

2.78%

1Y

27.83%

5Y (annualized)

6.96%

10Y (annualized)

4.25%

JEPI

YTD

14.85%

1M

0.36%

6M

7.81%

1Y

17.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FDGFXJEPI
Sharpe Ratio1.792.57
Sortino Ratio2.353.57
Omega Ratio1.341.51
Calmar Ratio2.064.69
Martin Ratio8.9918.13
Ulcer Index3.05%1.00%
Daily Std Dev15.29%7.05%
Max Drawdown-60.08%-13.71%
Current Drawdown-2.64%-1.00%

Compare stocks, funds, or ETFs

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FDGFX vs. JEPI - Expense Ratio Comparison

FDGFX has a 0.48% expense ratio, which is higher than JEPI's 0.35% expense ratio.


FDGFX
Fidelity Dividend Growth Fund
Expense ratio chart for FDGFX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.8

The correlation between FDGFX and JEPI is 0.77, 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.

Risk-Adjusted Performance

FDGFX vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend Growth Fund (FDGFX) 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.


Sharpe ratio
The chart of Sharpe ratio for FDGFX, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.792.57
The chart of Sortino ratio for FDGFX, currently valued at 2.35, compared to the broader market0.005.0010.002.353.57
The chart of Omega ratio for FDGFX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.51
The chart of Calmar ratio for FDGFX, currently valued at 2.06, compared to the broader market0.005.0010.0015.0020.0025.002.064.69
The chart of Martin ratio for FDGFX, currently valued at 8.99, compared to the broader market0.0020.0040.0060.0080.00100.008.9918.13
FDGFX
JEPI

The current FDGFX Sharpe Ratio is 1.79, which is lower than the JEPI Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of FDGFX 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.79
2.57
FDGFX
JEPI

Dividends

FDGFX vs. JEPI - Dividend Comparison

FDGFX's dividend yield for the trailing twelve months is around 1.11%, less than JEPI's 7.12% yield.


TTM20232022202120202019201820172016201520142013
FDGFX
Fidelity Dividend Growth Fund
1.11%1.44%1.64%1.00%1.89%1.58%2.37%1.84%1.58%9.63%19.50%11.21%
JEPI
JPMorgan Equity Premium Income ETF
7.12%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDGFX vs. JEPI - Drawdown Comparison

The maximum FDGFX drawdown since its inception was -60.08%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FDGFX and JEPI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.64%
-1.00%
FDGFX
JEPI

Volatility

FDGFX vs. JEPI - Volatility Comparison

Fidelity Dividend Growth Fund (FDGFX) has a higher volatility of 4.44% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that FDGFX's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
4.44%
2.14%
FDGFX
JEPI