FID vs. JEPI
Compare and contrast key facts about First Trust S&P International Dividend Aristocrats ETF (FID) and JPMorgan Equity Premium Income ETF (JEPI).
FID and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FID is a passively managed fund by First Trust that tracks the performance of the S&P International Dividend Aristocrats Index. It was launched on Aug 23, 2013. 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: FID or JEPI.
Key characteristics
| FID | JEPI | |
|---|---|---|
| YTD Return | 9.96% | 15.21% |
| 1Y Return | 23.65% | 19.89% |
| 3Y Return (Ann) | 2.86% | 8.43% |
| Sharpe Ratio | 1.92 | 2.83 |
| Sortino Ratio | 2.74 | 3.95 |
| Omega Ratio | 1.34 | 1.57 |
| Calmar Ratio | 1.17 | 5.17 |
| Martin Ratio | 10.56 | 20.20 |
| Ulcer Index | 2.14% | 0.99% |
| Daily Std Dev | 11.77% | 7.06% |
| Max Drawdown | -39.78% | -13.71% |
| Current Drawdown | -3.04% | 0.00% |
Correlation
The correlation between FID and JEPI is 0.57, 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.
Performance
FID vs. JEPI - Performance Comparison
In the year-to-date period, FID achieves a 9.96% return, which is significantly lower than JEPI's 15.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FID vs. JEPI - Expense Ratio Comparison
FID has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
FID vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P International Dividend Aristocrats ETF (FID) 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
FID vs. JEPI - Dividend Comparison
FID's dividend yield for the trailing twelve months is around 4.02%, less than JEPI's 7.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 4.02% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 5.46% | 4.84% | 4.82% | 4.20% | 5.08% | 5.13% |
JEPI JPMorgan Equity Premium Income ETF | 7.10% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FID vs. JEPI - Drawdown Comparison
The maximum FID drawdown since its inception was -39.78%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FID and JEPI. For additional features, visit the drawdowns tool.
Volatility
FID vs. JEPI - Volatility Comparison
First Trust S&P International Dividend Aristocrats ETF (FID) has a higher volatility of 3.38% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.98%. This indicates that FID'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.