FTHI vs. JEPI
Compare and contrast key facts about First Trust BuyWrite Income ETF (FTHI) and JPMorgan Equity Premium Income ETF (JEPI).
FTHI and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014. 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: FTHI or JEPI.
Key characteristics
| FTHI | JEPI | |
|---|---|---|
| YTD Return | 19.77% | 15.89% |
| 1Y Return | 24.00% | 19.32% |
| 3Y Return (Ann) | 10.51% | 8.31% |
| Sharpe Ratio | 3.10 | 2.89 |
| Sortino Ratio | 4.19 | 4.02 |
| Omega Ratio | 1.68 | 1.58 |
| Calmar Ratio | 4.39 | 5.23 |
| Martin Ratio | 25.17 | 20.45 |
| Ulcer Index | 1.01% | 0.99% |
| Daily Std Dev | 8.22% | 7.00% |
| Max Drawdown | -32.65% | -13.71% |
| Current Drawdown | -0.42% | -0.10% |
Correlation
The correlation between FTHI and JEPI is 0.68, 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
FTHI vs. JEPI - Performance Comparison
In the year-to-date period, FTHI achieves a 19.77% return, which is significantly higher than JEPI's 15.89% 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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FTHI vs. JEPI - Expense Ratio Comparison
FTHI has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
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.
Dividends
FTHI vs. JEPI - Dividend Comparison
FTHI's dividend yield for the trailing twelve months is around 8.27%, more than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTHI First Trust BuyWrite Income ETF | 8.27% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.02% | 4.43% | 4.98% | 3.96% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 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.
Volatility
FTHI vs. JEPI - Volatility Comparison
First Trust BuyWrite Income ETF (FTHI) has a higher volatility of 2.77% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. 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.