FJUN vs. JEPI

In the year-to-date period, FJUN achieves a 0.29% return, which is significantly higher than JEPI's -0.13% return.

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FJUN has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) 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.

The current FJUN Sharpe Ratio is 0.58, which is higher than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FJUN and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FJUN has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.03%.

The maximum FJUN drawdown since its inception was -13.26%, roughly equal to the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FJUN and JEPI. For additional features, visit the drawdowns tool.

FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) has a higher volatility of 3.42% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.29%. This indicates that FJUN'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.