FEQIX vs. JPRE

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Equity-Income Fund (FEQIX) and JPMorgan Realty Income ETF (JPRE).

FEQIX is managed by Fidelity. It was launched on May 16, 1966. JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997.

Performance

FEQIX vs. JPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Equity-Income Fund (FEQIX) and JPMorgan Realty Income ETF (JPRE). The values are adjusted to include any dividend payments, if applicable.

FEQIX vs. JPRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FEQIX Fidelity Equity-Income Fund	1.32%	18.96%	15.34%	10.62%	1.71%
JPRE JPMorgan Realty Income ETF	3.24%	1.36%	7.43%	13.41%	-9.96%

Returns By Period

In the year-to-date period, FEQIX achieves a 1.32% return, which is significantly lower than JPRE's 3.24% return.

FEQIX

• 1D: 0.04%
• 1M: -6.45%
• YTD: 1.32%
• 6M: 5.37%
• 1Y: 16.73%
• 3Y*: 15.21%
• 5Y*: 10.74%
• 10Y*: 11.41%

JPRE

• 1D: 1.32%
• 1M: -5.91%
• YTD: 3.24%
• 6M: 1.56%
• 1Y: 2.19%
• 3Y*: 7.17%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEQIX vs. JPRE - Expense Ratio Comparison

FEQIX has a 0.57% expense ratio, which is higher than JPRE's 0.50% expense ratio.

FEQIX

Fidelity Equity-Income Fund

JPRE

JPMorgan Realty Income ETF

Return for Risk

FEQIX vs. JPRE — Risk / Return Rank

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

FEQIX

FEQIX Risk / Return Rank: 72
FEQIX Sharpe Ratio Rank: 72
FEQIX Sortino Ratio Rank: 73
FEQIX Omega Ratio Rank: 74
FEQIX Calmar Ratio Rank: 66
FEQIX Martin Ratio Rank: 76

JPRE

JPRE Risk / Return Rank: 16
JPRE Sharpe Ratio Rank: 16
JPRE Sortino Ratio Rank: 15
JPRE Omega Ratio Rank: 15
JPRE Calmar Ratio Rank: 17
JPRE Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEQIX vs. JPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity-Income Fund (FEQIX) and JPMorgan Realty Income ETF (JPRE). 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.

	FEQIX	JPRE	Difference
Sharpe ratio Return per unit of total volatility	1.25	0.14	+1.11
Sortino ratio Return per unit of downside risk	1.77	0.30	+1.47
Omega ratio Gain probability vs. loss probability	1.28	1.04	+0.24
Calmar ratio Return relative to maximum drawdown	1.49	0.26	+1.23
Martin ratio Return relative to average drawdown	7.32	0.95	+6.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEQIX vs. JPRE - Sharpe Ratio Comparison

The current FEQIX Sharpe Ratio is 1.25, which is higher than the JPRE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of FEQIX and JPRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FEQIX	JPRE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	0.14	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.20	+0.30

Correlation

The correlation between FEQIX and JPRE is 0.67, 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.

Dividends

FEQIX vs. JPRE - Dividend Comparison

FEQIX's dividend yield for the trailing twelve months is around 4.91%, more than JPRE's 2.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEQIX Fidelity Equity-Income Fund	4.91%	4.67%	5.51%	4.26%	4.56%	9.90%	3.38%	7.16%	9.76%	6.29%	4.28%	12.17%
JPRE JPMorgan Realty Income ETF	2.42%	2.62%	2.21%	3.26%	10.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FEQIX vs. JPRE - Drawdown Comparison

The maximum FEQIX drawdown since its inception was -62.38%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for FEQIX and JPRE.

Drawdown Indicators

	FEQIX	JPRE	Difference
Max Drawdown Largest peak-to-trough decline	-62.38%	-23.84%	-38.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-11.76%	+0.71%
Max Drawdown (5Y) Largest decline over 5 years	-17.20%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.12%	—	—
Current Drawdown Current decline from peak	-6.45%	-6.18%	-0.27%
Average Drawdown Average peak-to-trough decline	-8.04%	-8.46%	+0.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	3.17%	-0.92%

Volatility

FEQIX vs. JPRE - Volatility Comparison

The current volatility for Fidelity Equity-Income Fund (FEQIX) is 3.33%, while JPMorgan Realty Income ETF (JPRE) has a volatility of 4.27%. This indicates that FEQIX experiences smaller price fluctuations and is considered to be less risky than JPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEQIX	JPRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	4.27%	-0.94%
Volatility (6M) Calculated over the trailing 6-month period	7.06%	9.21%	-2.15%
Volatility (1Y) Calculated over the trailing 1-year period	14.30%	15.91%	-1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.47%	18.45%	-4.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.49%	18.45%	-2.96%