GAOSX vs. JEPIX
Compare and contrast key facts about JPMorgan Global Allocation Fund (GAOSX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
GAOSX is managed by JPMorgan. It was launched on May 30, 2011. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
GAOSX vs. JEPIX - Performance Comparison
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GAOSX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | -5.26% | 14.96% | 8.21% | 13.02% | -18.59% | 9.54% | 15.55% | 16.27% | -6.53% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, GAOSX achieves a -5.26% return, which is significantly lower than JEPIX's -2.35% return.
GAOSX
- 1D
- -0.10%
- 1M
- -8.56%
- YTD
- -5.26%
- 6M
- -3.79%
- 1Y
- 8.55%
- 3Y*
- 8.15%
- 5Y*
- 3.12%
- 10Y*
- 6.41%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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GAOSX vs. JEPIX - Expense Ratio Comparison
GAOSX has a 0.77% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
GAOSX vs. JEPIX — Risk / Return Rank
GAOSX
JEPIX
GAOSX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| GAOSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.48 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.09 | 0.78 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.49 | +0.36 |
Martin ratioReturn relative to average drawdown | 3.53 | 2.28 | +1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GAOSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.48 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.67 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.47 | +0.14 |
Correlation
The correlation between GAOSX and JEPIX is 0.73, 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.
Dividends
GAOSX vs. JEPIX - Dividend Comparison
GAOSX's dividend yield for the trailing twelve months is around 10.22%, more than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | 10.22% | 10.23% | 2.52% | 0.00% | 4.86% | 10.17% | 1.67% | 2.65% | 2.71% | 3.18% | 2.76% | 1.16% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GAOSX vs. JEPIX - Drawdown Comparison
The maximum GAOSX drawdown since its inception was -24.98%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for GAOSX and JEPIX.
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Drawdown Indicators
| GAOSX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -32.63% | +7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -10.49% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -13.67% | -11.31% |
Max Drawdown (10Y)Largest decline over 10 years | -24.98% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -7.28% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -3.19% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.24% | -0.09% |
Volatility
GAOSX vs. JEPIX - Volatility Comparison
JPMorgan Global Allocation Fund (GAOSX) has a higher volatility of 4.67% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that GAOSX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAOSX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.47% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 6.47% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 13.70% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 11.39% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.69% | 14.84% | -4.15% |