FJUN vs. JEPI
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) and JPMorgan Equity Premium Income ETF (JEPI).
FJUN and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index June. It was launched on Jun 19, 2020. 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: FJUN or JEPI.
Performance
FJUN vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, FJUN achieves a 16.31% return, which is significantly higher than JEPI's 14.71% return.
FJUN
16.31%
0.75%
7.23%
21.01%
N/A
N/A
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| FJUN | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.74 | 2.55 |
| Sortino Ratio | 3.70 | 3.54 |
| Omega Ratio | 1.55 | 1.50 |
| Calmar Ratio | 3.81 | 4.65 |
| Martin Ratio | 20.45 | 18.00 |
| Ulcer Index | 1.06% | 1.00% |
| Daily Std Dev | 7.90% | 7.05% |
| Max Drawdown | -10.89% | -13.71% |
| Current Drawdown | -0.69% | -1.12% |
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FJUN vs. JEPI - Expense Ratio Comparison
FJUN has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between FJUN and JEPI is 0.79, 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.
Risk-Adjusted Performance
FJUN vs. JEPI - Risk-Adjusted Performance Comparison
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.
Dividends
FJUN vs. JEPI - Dividend Comparison
FJUN has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
FJUN vs. JEPI - Drawdown Comparison
The maximum FJUN drawdown since its inception was -10.89%, smaller than 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.
Volatility
FJUN vs. JEPI - Volatility Comparison
FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) has a higher volatility of 2.49% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. 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.