FIVG vs. JEPI
Compare and contrast key facts about Defiance Next Gen Connectivity ETF (FIVG) and JPMorgan Equity Premium Income ETF (JEPI).
FIVG and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIVG is a passively managed fund by Defiance ETFs that tracks the performance of the MVIS Bluestar 5G Communications Index. It was launched on Mar 4, 2019. 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: FIVG or JEPI.
Key characteristics
| FIVG | JEPI | |
|---|---|---|
| YTD Return | 4.81% | 4.39% |
| 1Y Return | 24.11% | 10.10% |
| 3Y Return (Ann) | 2.76% | 7.58% |
| Sharpe Ratio | 1.37 | 1.51 |
| Daily Std Dev | 18.60% | 7.22% |
| Max Drawdown | -33.90% | -13.71% |
| Current Drawdown | -8.18% | -1.86% |
Correlation
The correlation between FIVG and JEPI is 0.66, 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
FIVG vs. JEPI - Performance Comparison
In the year-to-date period, FIVG achieves a 4.81% return, which is significantly higher than JEPI's 4.39% 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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FIVG vs. JEPI - Expense Ratio Comparison
FIVG has a 0.30% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
FIVG vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Next Gen Connectivity ETF (FIVG) 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
FIVG vs. JEPI - Dividend Comparison
FIVG's dividend yield for the trailing twelve months is around 1.33%, less than JEPI's 7.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
FIVG Defiance Next Gen Connectivity ETF | 1.33% | 1.40% | 1.63% | 1.17% | 0.99% | 0.75% |
JEPI JPMorgan Equity Premium Income ETF | 6.80% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% |
Drawdowns
FIVG vs. JEPI - Drawdown Comparison
The maximum FIVG drawdown since its inception was -33.90%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FIVG and JEPI. For additional features, visit the drawdowns tool.
Volatility
FIVG vs. JEPI - Volatility Comparison
Defiance Next Gen Connectivity ETF (FIVG) has a higher volatility of 6.08% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.48%. This indicates that FIVG'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.