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.
Performance
FDUS vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, FDUS achieves a 14.38% return, which is significantly lower than JEPQ's 22.43% return.
FDUS
14.38%
4.92%
10.98%
19.90%
18.34%
13.95%
JEPQ
22.43%
2.46%
9.42%
26.56%
N/A
N/A
Key characteristics
| FDUS | JEPQ | |
|---|---|---|
| Sharpe Ratio | 1.65 | 2.15 |
| Sortino Ratio | 2.58 | 2.82 |
| Omega Ratio | 1.30 | 1.44 |
| Calmar Ratio | 3.17 | 2.47 |
| Martin Ratio | 9.84 | 10.68 |
| Ulcer Index | 2.01% | 2.48% |
| Daily Std Dev | 11.98% | 12.33% |
| Max Drawdown | -69.51% | -16.82% |
| Current Drawdown | -0.48% | -0.78% |
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Correlation
The correlation between FDUS and JEPQ is 0.33, 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.
Risk-Adjusted Performance
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 11.93%, more than JEPQ's 9.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 11.93% | 14.63% | 10.51% | 8.90% | 10.15% | 8.17% | 13.69% | 10.54% | 10.17% | 11.66% | 11.51% | 8.92% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 10.02% | 9.44% | 0.00% | 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 -16.82%. 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) has a higher volatility of 4.39% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.86%. This indicates that FDUS'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.