FMAG vs. JEPQ

In the year-to-date period, FMAG achieves a 0.40% return, which is significantly higher than JEPQ's -4.81% return.

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FMAG has a 0.59% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan ETF (FMAG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 FMAG Sharpe Ratio is 0.51, which is comparable to the JEPQ Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FMAG and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMAG's dividend yield for the trailing twelve months is around 0.13%, less than JEPQ's 11.50% yield.

The maximum FMAG drawdown since its inception was -32.93%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FMAG and JEPQ. For additional features, visit the drawdowns tool.