FDGFX vs. JEPI
Compare and contrast key facts about Fidelity Dividend Growth Fund (FDGFX) and JPMorgan Equity Premium Income ETF (JEPI).
FDGFX is managed by Fidelity. It was launched on Apr 27, 1993. 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: FDGFX or JEPI.
Key characteristics
| FDGFX | JEPI | |
|---|---|---|
| YTD Return | 24.46% | 12.60% |
| 1Y Return | 40.05% | 19.17% |
| 3Y Return (Ann) | 10.15% | 7.58% |
| Sharpe Ratio | 2.89 | 2.86 |
| Sortino Ratio | 3.81 | 3.99 |
| Omega Ratio | 1.53 | 1.57 |
| Calmar Ratio | 4.17 | 5.24 |
| Martin Ratio | 18.88 | 20.77 |
| Ulcer Index | 2.18% | 0.97% |
| Daily Std Dev | 14.29% | 7.08% |
| Max Drawdown | -60.08% | -13.71% |
| Current Drawdown | -2.90% | -2.02% |
Correlation
The correlation between FDGFX and JEPI is 0.78, 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.
Performance
FDGFX vs. JEPI - Performance Comparison
In the year-to-date period, FDGFX achieves a 24.46% return, which is significantly higher than JEPI's 12.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
FDGFX vs. JEPI - Dividend Comparison
FDGFX's dividend yield for the trailing twelve months is around 8.18%, more than JEPI's 6.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDGFX Fidelity Dividend Growth Fund | 8.18% | 3.48% | 11.46% | 7.81% | 1.89% | 4.84% | 22.93% | 17.18% | 1.58% | 9.63% | 19.50% | 11.21% |
JEPI JPMorgan Equity Premium Income ETF | 6.58% | 8.40% | 11.68% | 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.
Volatility
FDGFX vs. JEPI - Volatility Comparison
Fidelity Dividend Growth Fund (FDGFX) has a higher volatility of 3.30% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.64%. 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.