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FEPI vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEPI and JEPQ is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FEPI vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX FANG & Innovation Equity Premium Income ETF (FEPI) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
17.07%
24.75%
FEPI
JEPQ

Key characteristics

Sharpe Ratio

FEPI:

0.11

JEPQ:

0.44

Sortino Ratio

FEPI:

0.31

JEPQ:

0.76

Omega Ratio

FEPI:

1.04

JEPQ:

1.12

Calmar Ratio

FEPI:

0.11

JEPQ:

0.45

Martin Ratio

FEPI:

0.37

JEPQ:

1.72

Ulcer Index

FEPI:

7.16%

JEPQ:

5.25%

Daily Std Dev

FEPI:

23.53%

JEPQ:

20.45%

Max Drawdown

FEPI:

-23.56%

JEPQ:

-20.07%

Current Drawdown

FEPI:

-12.78%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, FEPI achieves a -9.40% return, which is significantly lower than JEPQ's -6.90% return.


FEPI

YTD

-9.40%

1M

-2.30%

6M

-8.14%

1Y

2.59%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-6.90%

1M

-2.99%

6M

-2.76%

1Y

9.37%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEPI vs. JEPQ - Expense Ratio Comparison

FEPI has a 0.65% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Expense ratio chart for FEPI: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEPI: 0.65%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

FEPI vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEPI
The Risk-Adjusted Performance Rank of FEPI is 2727
Overall Rank
The Sharpe Ratio Rank of FEPI is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FEPI is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FEPI is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FEPI is 2828
Calmar Ratio Rank
The Martin Ratio Rank of FEPI is 2727
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5454
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FEPI vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) 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.


The chart of Sharpe ratio for FEPI, currently valued at 0.11, compared to the broader market-1.000.001.002.003.004.00
FEPI: 0.11
JEPQ: 0.44
The chart of Sortino ratio for FEPI, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.00
FEPI: 0.31
JEPQ: 0.76
The chart of Omega ratio for FEPI, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
FEPI: 1.04
JEPQ: 1.12
The chart of Calmar ratio for FEPI, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
FEPI: 0.11
JEPQ: 0.45
The chart of Martin ratio for FEPI, currently valued at 0.37, compared to the broader market0.0020.0040.0060.00
FEPI: 0.37
JEPQ: 1.72

The current FEPI Sharpe Ratio is 0.11, which is lower than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FEPI and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.11
0.44
FEPI
JEPQ

Dividends

FEPI vs. JEPQ - Dividend Comparison

FEPI's dividend yield for the trailing twelve months is around 30.55%, more than JEPQ's 11.29% yield.


TTM202420232022
FEPI
REX FANG & Innovation Equity Premium Income ETF
30.55%27.17%4.21%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.66%10.02%9.44%

Drawdowns

FEPI vs. JEPQ - Drawdown Comparison

The maximum FEPI drawdown since its inception was -23.56%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FEPI and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.78%
-10.99%
FEPI
JEPQ

Volatility

FEPI vs. JEPQ - Volatility Comparison

REX FANG & Innovation Equity Premium Income ETF (FEPI) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 15.27% 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.27%
14.72%
FEPI
JEPQ