FHI.TO vs. JEPI.TO
FHI.TO (CI Health Care Giants Covered Call ETF) and JEPI.TO (JPMorgan US Equity Premium Income Active ETF) are both Derivative Income funds. Both are actively managed. Over the past year, FHI.TO returned 16.65% vs 12.03% for JEPI.TO. At a 0.47 correlation, their price movements are largely independent.
Performance
FHI.TO vs. JEPI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FHI.TO achieves a 4.38% return, which is significantly lower than JEPI.TO's 6.15% return.
FHI.TO
- 1D
- 1.47%
- 1M
- 4.98%
- 6M
- 2.50%
- YTD
- 4.38%
- 1Y
- 16.65%
- 3Y*
- 6.55%
- 5Y*
- 5.80%
- 10Y*
- —
JEPI.TO
- 1D
- 0.63%
- 1M
- 1.95%
- 6M
- 2.81%
- YTD
- 6.15%
- 1Y
- 12.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FHI.TO vs. JEPI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FHI.TO CI Health Care Giants Covered Call ETF | 4.38% | 11.94% | -9.76% |
JEPI.TO JPMorgan US Equity Premium Income Active ETF | 6.15% | 3.09% | 5.31% |
Correlation
The correlation between FHI.TO and JEPI.TO is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2024 | 0.47 |
The correlation between FHI.TO and JEPI.TO has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.
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Return for Risk
FHI.TO vs. JEPI.TO — Risk / Return Rank
FHI.TO
JEPI.TO
FHI.TO vs. JEPI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Health Care Giants Covered Call ETF (FHI.TO) and JPMorgan US Equity Premium Income Active ETF (JEPI.TO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FHI.TO | JEPI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.27 | -0.38 |
| Martin ratioReturn relative to average drawdown | 4.35 | 5.69 | -1.34 |
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Drawdowns
FHI.TO vs. JEPI.TO - Drawdown Comparison
The maximum FHI.TO drawdown since its inception was -29.85%, which is greater than JEPI.TO's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for FHI.TO and JEPI.TO.
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Drawdown Indicators
| FHI.TO | JEPI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.85% | -14.36% | -15.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -5.32% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.43% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.89% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -3.21% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.12% | +1.72% |
Volatility
FHI.TO vs. JEPI.TO - Volatility Comparison
CI Health Care Giants Covered Call ETF (FHI.TO) has a higher volatility of 5.08% compared to JPMorgan US Equity Premium Income Active ETF (JEPI.TO) at 2.11%. This indicates that FHI.TO's price experiences larger fluctuations and is considered to be riskier than JEPI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FHI.TO | JEPI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 2.11% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 7.33% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 9.83% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 12.57% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 12.57% | +3.96% |
Dividends
FHI.TO vs. JEPI.TO - Dividend Comparison
FHI.TO's dividend yield for the trailing twelve months is around 6.82%, less than JEPI.TO's 7.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FHI.TO CI Health Care Giants Covered Call ETF | 6.82% | 7.14% | 7.84% | 5.80% | 5.98% | 7.38% | 9.69% | 5.42% | 2.42% |
JEPI.TO JPMorgan US Equity Premium Income Active ETF | 7.29% | 7.56% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FHI.TO and JEPI.TO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: CI and JPMorgan.
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