FLBR vs. JEPI
Compare and contrast key facts about Franklin FTSE Brazil ETF (FLBR) and JPMorgan Equity Premium Income ETF (JEPI).
FLBR and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLBR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Brazil RIC Capped Index. It was launched on Nov 3, 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: FLBR or JEPI.
Key characteristics
| FLBR | JEPI | |
|---|---|---|
| YTD Return | -8.93% | 4.09% |
| 1Y Return | 21.40% | 10.60% |
| 3Y Return (Ann) | 4.92% | 7.61% |
| Sharpe Ratio | 1.04 | 1.65 |
| Daily Std Dev | 22.68% | 7.36% |
| Max Drawdown | -57.42% | -13.71% |
| Current Drawdown | -12.59% | -2.14% |
Correlation
The correlation between FLBR and JEPI is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FLBR vs. JEPI - Performance Comparison
In the year-to-date period, FLBR achieves a -8.93% return, which is significantly lower than JEPI's 4.09% 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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FLBR vs. JEPI - Expense Ratio Comparison
FLBR has a 0.19% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
FLBR vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) 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
FLBR vs. JEPI - Dividend Comparison
FLBR's dividend yield for the trailing twelve months is around 9.71%, more than JEPI's 7.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FLBR Franklin FTSE Brazil ETF | 9.71% | 8.84% | 11.99% | 8.71% | 2.32% | 3.42% | 3.73% | 0.42% |
JEPI JPMorgan Equity Premium Income ETF | 7.58% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% |
Drawdowns
FLBR vs. JEPI - Drawdown Comparison
The maximum FLBR drawdown since its inception was -57.42%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FLBR and JEPI. For additional features, visit the drawdowns tool.
Volatility
FLBR vs. JEPI - Volatility Comparison
Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 6.54% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.47%. This indicates that FLBR'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.