FLIA vs. JEPI
Compare and contrast key facts about Franklin Liberty International Aggregate Bond ETF (FLIA) and JPMorgan Equity Premium Income ETF (JEPI).
FLIA and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLIA is an actively managed fund by Franklin Templeton. It was launched on May 30, 2018. 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: FLIA or JEPI.
Performance
FLIA vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, FLIA achieves a 1.67% return, which is significantly lower than JEPI's 15.68% return.
FLIA
1.67%
0.34%
3.39%
5.63%
0.17%
N/A
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| FLIA | JEPI | |
|---|---|---|
| Sharpe Ratio | 1.18 | 2.63 |
| Sortino Ratio | 1.74 | 3.65 |
| Omega Ratio | 1.22 | 1.52 |
| Calmar Ratio | 0.68 | 4.81 |
| Martin Ratio | 4.80 | 18.61 |
| Ulcer Index | 1.18% | 1.00% |
| Daily Std Dev | 4.82% | 7.08% |
| Max Drawdown | -11.24% | -13.71% |
| Current Drawdown | -2.82% | -0.28% |
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FLIA vs. JEPI - Expense Ratio Comparison
FLIA has a 0.25% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Correlation
The correlation between FLIA and JEPI is 0.12, 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.
Risk-Adjusted Performance
FLIA vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty International Aggregate Bond ETF (FLIA) 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
FLIA vs. JEPI - Dividend Comparison
FLIA's dividend yield for the trailing twelve months is around 0.92%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
FLIA Franklin Liberty International Aggregate Bond ETF | 0.92% | 0.94% | 18.13% | 2.26% | 0.43% | 2.93% | 1.23% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
FLIA vs. JEPI - Drawdown Comparison
The maximum FLIA drawdown since its inception was -11.24%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FLIA and JEPI. For additional features, visit the drawdowns tool.
Volatility
FLIA vs. JEPI - Volatility Comparison
The current volatility for Franklin Liberty International Aggregate Bond ETF (FLIA) is 1.04%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.25%. This indicates that FLIA experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.