FISEX vs. JEPI
Compare and contrast key facts about Franklin Equity Income Fund (FISEX) and JPMorgan Equity Premium Income ETF (JEPI).
FISEX is managed by Franklin Templeton. It was launched on Mar 15, 1988. 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: FISEX or JEPI.
Key characteristics
| FISEX | JEPI | |
|---|---|---|
| YTD Return | 19.68% | 13.48% |
| 1Y Return | 34.55% | 21.18% |
| 3Y Return (Ann) | 7.37% | 7.77% |
| Sharpe Ratio | 3.54 | 3.15 |
| Sortino Ratio | 4.89 | 4.43 |
| Omega Ratio | 1.66 | 1.64 |
| Calmar Ratio | 3.35 | 4.76 |
| Martin Ratio | 27.91 | 23.13 |
| Ulcer Index | 1.27% | 0.97% |
| Daily Std Dev | 10.04% | 7.08% |
| Max Drawdown | -56.57% | -13.71% |
| Current Drawdown | -2.32% | -1.25% |
Correlation
The correlation between FISEX and JEPI is 0.86, 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.
Performance
FISEX vs. JEPI - Performance Comparison
In the year-to-date period, FISEX achieves a 19.68% return, which is significantly higher than JEPI's 13.48% 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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FISEX vs. JEPI - Expense Ratio Comparison
FISEX has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
FISEX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Equity Income Fund (FISEX) 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
FISEX vs. JEPI - Dividend Comparison
FISEX's dividend yield for the trailing twelve months is around 3.56%, less than JEPI's 7.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISEX Franklin Equity Income Fund | 3.56% | 4.18% | 5.60% | 7.09% | 3.05% | 4.99% | 6.99% | 4.81% | 6.45% | 5.37% | 7.53% | 2.62% |
JEPI JPMorgan Equity Premium Income ETF | 6.53% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FISEX vs. JEPI - Drawdown Comparison
The maximum FISEX drawdown since its inception was -56.57%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FISEX and JEPI. For additional features, visit the drawdowns tool.
Volatility
FISEX vs. JEPI - Volatility Comparison
Franklin Equity Income Fund (FISEX) has a higher volatility of 2.59% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.45%. This indicates that FISEX'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.