FFEB vs. JEPI
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and JPMorgan Equity Premium Income ETF (JEPI).
FFEB and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFEB is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index February Series. It was launched on Feb 21, 2020. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFEB or JEPI.
Performance
FFEB vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, FFEB achieves a 15.91% return, which is significantly higher than JEPI's 14.71% return.
FFEB
15.91%
0.96%
7.64%
20.87%
N/A
N/A
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| FFEB | JEPI | |
|---|---|---|
| Sharpe Ratio | 3.01 | 2.55 |
| Sortino Ratio | 4.19 | 3.54 |
| Omega Ratio | 1.61 | 1.50 |
| Calmar Ratio | 4.39 | 4.65 |
| Martin Ratio | 21.94 | 18.00 |
| Ulcer Index | 0.99% | 1.00% |
| Daily Std Dev | 7.19% | 7.05% |
| Max Drawdown | -22.81% | -13.71% |
| Current Drawdown | -0.33% | -1.12% |
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FFEB vs. JEPI - Expense Ratio Comparison
FFEB has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between FFEB and JEPI is 0.79, 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.
Risk-Adjusted Performance
FFEB vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) 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.
Dividends
FFEB vs. JEPI - Dividend Comparison
FFEB has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
FFEB FT Cboe Vest U.S. Equity Buffer ETF - February | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
FFEB vs. JEPI - Drawdown Comparison
The maximum FFEB drawdown since its inception was -22.81%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FFEB and JEPI. For additional features, visit the drawdowns tool.
Volatility
FFEB vs. JEPI - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) is 1.88%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.14%. This indicates that FFEB experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.