FHKCX vs. JEPQ
Compare and contrast key facts about Fidelity China Region Fund (FHKCX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
FHKCX is managed by Fidelity. It was launched on Nov 1, 1995. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FHKCX or JEPQ.
Performance
FHKCX vs. JEPQ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FHKCX having a 23.65% return and JEPQ slightly lower at 22.99%.
FHKCX
23.65%
-5.74%
6.51%
22.20%
5.55%
7.29%
JEPQ
22.99%
2.81%
9.92%
26.76%
N/A
N/A
Key characteristics
| FHKCX | JEPQ | |
|---|---|---|
| Sharpe Ratio | 1.03 | 2.20 |
| Sortino Ratio | 1.60 | 2.88 |
| Omega Ratio | 1.20 | 1.45 |
| Calmar Ratio | 0.44 | 2.53 |
| Martin Ratio | 4.29 | 10.94 |
| Ulcer Index | 5.07% | 2.48% |
| Daily Std Dev | 21.05% | 12.33% |
| Max Drawdown | -60.72% | -16.82% |
| Current Drawdown | -32.22% | -0.32% |
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FHKCX vs. JEPQ - Expense Ratio Comparison
FHKCX has a 0.91% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Correlation
The correlation between FHKCX and JEPQ is 0.54, 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.
Risk-Adjusted Performance
FHKCX vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) 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.
Dividends
FHKCX vs. JEPQ - Dividend Comparison
FHKCX's dividend yield for the trailing twelve months is around 1.55%, less than JEPQ's 9.38% 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% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.38% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FHKCX vs. JEPQ - Drawdown Comparison
The maximum FHKCX drawdown since its inception was -60.72%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for FHKCX and JEPQ. For additional features, visit the drawdowns tool.
Volatility
FHKCX vs. JEPQ - Volatility Comparison
Fidelity China Region Fund (FHKCX) has a higher volatility of 6.53% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.71%. This indicates that FHKCX's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.