FHKCX vs. JEPI
Compare and contrast key facts about Fidelity China Region Fund (FHKCX) and JPMorgan Equity Premium Income ETF (JEPI).
FHKCX is managed by Fidelity. It was launched on Nov 1, 1995. 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: FHKCX or JEPI.
Performance
FHKCX vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, FHKCX achieves a 23.65% return, which is significantly higher than JEPI's 15.68% return.
FHKCX
23.65%
-5.74%
6.51%
22.20%
5.55%
7.29%
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| FHKCX | JEPI | |
|---|---|---|
| Sharpe Ratio | 1.03 | 2.63 |
| Sortino Ratio | 1.60 | 3.65 |
| Omega Ratio | 1.20 | 1.52 |
| Calmar Ratio | 0.44 | 4.81 |
| Martin Ratio | 4.29 | 18.61 |
| Ulcer Index | 5.07% | 1.00% |
| Daily Std Dev | 21.05% | 7.08% |
| Max Drawdown | -60.72% | -13.71% |
| Current Drawdown | -32.22% | -0.28% |
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FHKCX vs. JEPI - Expense Ratio Comparison
FHKCX has a 0.91% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between FHKCX and JEPI is 0.36, 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
FHKCX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) 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
FHKCX vs. JEPI - Dividend Comparison
FHKCX's dividend yield for the trailing twelve months is around 1.55%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHKCX Fidelity China Region Fund | 1.55% | 1.92% | 1.05% | 0.13% | 0.97% | 0.66% | 0.83% | 0.39% | 1.14% | 16.83% | 15.96% | 12.04% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FHKCX vs. JEPI - Drawdown Comparison
The maximum FHKCX drawdown since its inception was -60.72%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FHKCX and JEPI. For additional features, visit the drawdowns tool.
Volatility
FHKCX vs. JEPI - Volatility Comparison
Fidelity China Region Fund (FHKCX) has a higher volatility of 6.53% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that FHKCX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.