FDUS vs. JEPI
Compare and contrast key facts about Fidus Investment Corporation (FDUS) 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: FDUS or JEPI.
Key characteristics
| FDUS | JEPI | |
|---|---|---|
| YTD Return | 6.58% | 3.60% |
| 1Y Return | 28.49% | 10.43% |
| 3Y Return (Ann) | 20.37% | 7.05% |
| Sharpe Ratio | 2.08 | 1.34 |
| Daily Std Dev | 13.81% | 7.25% |
| Max Drawdown | -69.51% | -13.71% |
| Current Drawdown | -0.88% | -2.60% |
Correlation
The correlation between FDUS and JEPI is 0.36, 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
FDUS vs. JEPI - Performance Comparison
In the year-to-date period, FDUS achieves a 6.58% return, which is significantly higher than JEPI's 3.60% 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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Risk-Adjusted Performance
FDUS vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) 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
FDUS vs. JEPI - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 14.14%, more than JEPI's 7.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 14.14% | 14.63% | 10.51% | 8.90% | 10.15% | 8.17% | 13.69% | 10.54% | 10.17% | 11.66% | 11.51% | 8.92% |
JEPI JPMorgan Equity Premium Income ETF | 7.48% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDUS vs. JEPI - Drawdown Comparison
The maximum FDUS drawdown since its inception was -69.51%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FDUS and JEPI. For additional features, visit the drawdowns tool.
Volatility
FDUS vs. JEPI - Volatility Comparison
Fidus Investment Corporation (FDUS) has a higher volatility of 3.26% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.64%. This indicates that FDUS'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.