FDUS vs. JEPQ
Compare and contrast key facts about Fidus Investment Corporation (FDUS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
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: FDUS or JEPQ.
Correlation
The correlation between FDUS and JEPQ is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FDUS vs. JEPQ - Performance Comparison
Key characteristics
FDUS:
0.32
JEPQ:
0.44
FDUS:
0.55
JEPQ:
0.76
FDUS:
1.08
JEPQ:
1.12
FDUS:
0.25
JEPQ:
0.45
FDUS:
1.04
JEPQ:
1.72
FDUS:
5.68%
JEPQ:
5.25%
FDUS:
18.82%
JEPQ:
20.45%
FDUS:
-69.51%
JEPQ:
-20.07%
FDUS:
-15.56%
JEPQ:
-10.99%
Returns By Period
In the year-to-date period, FDUS achieves a -6.12% return, which is significantly higher than JEPQ's -6.90% return.
FDUS
-6.12%
-6.47%
4.06%
5.56%
31.30%
13.07%
JEPQ
-6.90%
-0.35%
-2.76%
7.87%
N/A
N/A
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Risk-Adjusted Performance
FDUS vs. JEPQ — Risk-Adjusted Performance Rank
FDUS
JEPQ
FDUS vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) 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
FDUS vs. JEPQ - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 12.01%, more than JEPQ's 11.29% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 12.01% | 11.51% | 14.63% | 10.51% | 8.90% | 10.15% | 8.17% | 13.69% | 10.54% | 10.17% | 11.66% | 11.51% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.29% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDUS vs. JEPQ - Drawdown Comparison
The maximum FDUS drawdown since its inception was -69.51%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FDUS and JEPQ. For additional features, visit the drawdowns tool.
Volatility
FDUS vs. JEPQ - Volatility Comparison
Fidus Investment Corporation (FDUS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 14.47% and 14.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.