FDUS vs. JEPI

The year-to-date returns for both investments are quite close, with FDUS having a 16.36% return and JEPI slightly higher at 17.16%.

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The correlation between FDUS and JEPI is 0.34, 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.

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.

The current FDUS Sharpe Ratio is 1.82, which is lower than the JEPI Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of FDUS 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.

FDUS's dividend yield for the trailing twelve months is around 11.73%, more than JEPI's 6.98% yield.

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.

Fidus Investment Corporation (FDUS) has a higher volatility of 3.91% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.27%. 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.