FDLSX vs. JEPQ
Compare and contrast key facts about Fidelity Select Leisure Portfolio (FDLSX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
FDLSX is managed by Fidelity Investments. It was launched on May 7, 1984. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDLSX or JEPQ.
Performance
FDLSX vs. JEPQ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FDLSX having a 21.17% return and JEPQ slightly lower at 21.12%.
FDLSX
21.17%
2.57%
15.68%
30.65%
15.45%
12.94%
JEPQ
21.12%
2.20%
8.43%
25.64%
N/A
N/A
Key characteristics
| FDLSX | JEPQ | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.10 |
| Sortino Ratio | 3.00 | 2.76 |
| Omega Ratio | 1.39 | 1.43 |
| Calmar Ratio | 3.30 | 2.41 |
| Martin Ratio | 12.34 | 10.42 |
| Ulcer Index | 2.55% | 2.48% |
| Daily Std Dev | 14.29% | 12.31% |
| Max Drawdown | -51.18% | -16.82% |
| Current Drawdown | -2.48% | -1.84% |
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FDLSX vs. JEPQ - Expense Ratio Comparison
FDLSX has a 0.74% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Correlation
The correlation between FDLSX and JEPQ is 0.73, 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
FDLSX vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Leisure Portfolio (FDLSX) 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.
Dividends
FDLSX vs. JEPQ - Dividend Comparison
FDLSX's dividend yield for the trailing twelve months is around 0.36%, less than JEPQ's 9.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDLSX Fidelity Select Leisure Portfolio | 0.36% | 0.39% | 0.37% | 0.11% | 0.45% | 0.71% | 1.22% | 0.83% | 1.01% | 2.88% | 4.21% | 8.06% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.52% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDLSX vs. JEPQ - Drawdown Comparison
The maximum FDLSX drawdown since its inception was -51.18%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for FDLSX and JEPQ. For additional features, visit the drawdowns tool.
Volatility
FDLSX vs. JEPQ - Volatility Comparison
Fidelity Select Leisure Portfolio (FDLSX) has a higher volatility of 4.53% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.82%. This indicates that FDLSX's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.