FLAU vs. JEPI
Compare and contrast key facts about Franklin FTSE Australia ETF (FLAU) and JPMorgan Equity Premium Income ETF (JEPI).
FLAU and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLAU is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Australia RIC Capped Index. It was launched on Nov 2, 2017. 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: FLAU or JEPI.
Key characteristics
| FLAU | JEPI | |
|---|---|---|
| YTD Return | -2.71% | 3.78% |
| 1Y Return | 7.31% | 11.84% |
| 3Y Return (Ann) | 1.14% | 7.64% |
| Sharpe Ratio | 0.37 | 1.47 |
| Daily Std Dev | 17.82% | 7.41% |
| Max Drawdown | -45.73% | -13.71% |
| Current Drawdown | -4.95% | -2.44% |
Correlation
The correlation between FLAU and JEPI is 0.64, 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
FLAU vs. JEPI - Performance Comparison
In the year-to-date period, FLAU achieves a -2.71% return, which is significantly lower than JEPI's 3.78% 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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FLAU vs. JEPI - Expense Ratio Comparison
FLAU has a 0.09% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
FLAU vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) 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
FLAU vs. JEPI - Dividend Comparison
FLAU's dividend yield for the trailing twelve months is around 3.72%, less than JEPI's 7.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FLAU Franklin FTSE Australia ETF | 3.72% | 3.62% | 5.91% | 5.14% | 2.18% | 4.37% | 4.34% | 0.18% |
JEPI JPMorgan Equity Premium Income ETF | 7.60% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% |
Drawdowns
FLAU vs. JEPI - Drawdown Comparison
The maximum FLAU drawdown since its inception was -45.73%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FLAU and JEPI. For additional features, visit the drawdowns tool.
Volatility
FLAU vs. JEPI - Volatility Comparison
Franklin FTSE Australia ETF (FLAU) has a higher volatility of 4.92% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.54%. This indicates that FLAU'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.