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FTHI vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTHI and JEPI is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FTHI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust BuyWrite Income ETF (FTHI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
65.08%
66.94%
FTHI
JEPI

Key characteristics

Sharpe Ratio

FTHI:

0.46

JEPI:

0.41

Sortino Ratio

FTHI:

0.75

JEPI:

0.67

Omega Ratio

FTHI:

1.12

JEPI:

1.11

Calmar Ratio

FTHI:

0.47

JEPI:

0.43

Martin Ratio

FTHI:

2.15

JEPI:

1.99

Ulcer Index

FTHI:

3.46%

JEPI:

2.83%

Daily Std Dev

FTHI:

16.12%

JEPI:

13.76%

Max Drawdown

FTHI:

-32.65%

JEPI:

-13.71%

Current Drawdown

FTHI:

-7.80%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, FTHI achieves a -5.25% return, which is significantly lower than JEPI's -2.96% return.


FTHI

YTD

-5.25%

1M

-3.72%

6M

-3.03%

1Y

6.40%

5Y*

11.12%

10Y*

6.58%

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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FTHI vs. JEPI - Expense Ratio Comparison

FTHI has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for FTHI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTHI: 0.85%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

FTHI vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTHI
The Risk-Adjusted Performance Rank of FTHI is 6060
Overall Rank
The Sharpe Ratio Rank of FTHI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 6363
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTHI vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) 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.


The chart of Sharpe ratio for FTHI, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.00
FTHI: 0.46
JEPI: 0.41
The chart of Sortino ratio for FTHI, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
FTHI: 0.75
JEPI: 0.67
The chart of Omega ratio for FTHI, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
FTHI: 1.12
JEPI: 1.11
The chart of Calmar ratio for FTHI, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.00
FTHI: 0.47
JEPI: 0.43
The chart of Martin ratio for FTHI, currently valued at 2.15, compared to the broader market0.0020.0040.0060.00
FTHI: 2.15
JEPI: 1.99

The current FTHI Sharpe Ratio is 0.46, which is comparable to the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FTHI and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.46
0.41
FTHI
JEPI

Dividends

FTHI vs. JEPI - Dividend Comparison

FTHI's dividend yield for the trailing twelve months is around 9.52%, more than JEPI's 7.90% yield.


TTM20242023202220212020201920182017201620152014
FTHI
First Trust BuyWrite Income ETF
9.52%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTHI vs. JEPI - Drawdown Comparison

The maximum FTHI drawdown since its inception was -32.65%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FTHI and JEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.80%
-7.02%
FTHI
JEPI

Volatility

FTHI vs. JEPI - Volatility Comparison

First Trust BuyWrite Income ETF (FTHI) has a higher volatility of 12.49% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. This indicates that FTHI'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.49%
11.06%
FTHI
JEPI