GBOSX vs. JEPIX
Compare and contrast key facts about JPMorgan Global Bond Opportunities Fund (GBOSX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
GBOSX is managed by JPMorgan. It was launched on Sep 3, 2012. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
GBOSX vs. JEPIX - Performance Comparison
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GBOSX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | -1.68% | 7.90% | 3.53% | 6.96% | -6.04% | 1.37% | 7.77% | 10.57% | -1.29% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 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, GBOSX achieves a -1.68% return, which is significantly lower than JEPIX's -0.51% return.
GBOSX
- 1D
- 0.52%
- 1M
- -3.01%
- YTD
- -1.68%
- 6M
- -0.69%
- 1Y
- 4.91%
- 3Y*
- 4.74%
- 5Y*
- 2.31%
- 10Y*
- 3.94%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
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GBOSX vs. JEPIX - Expense Ratio Comparison
GBOSX has a 0.65% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
GBOSX vs. JEPIX — Risk / Return Rank
GBOSX
JEPIX
GBOSX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Bond Opportunities Fund (GBOSX) 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.
| GBOSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.51 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.02 | 0.82 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.82 | +0.50 |
Martin ratioReturn relative to average drawdown | 6.14 | 3.77 | +2.37 |
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
| GBOSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.51 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.70 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.48 | +0.62 |
Correlation
The correlation between GBOSX and JEPIX is 0.33, 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.
Dividends
GBOSX vs. JEPIX - Dividend Comparison
GBOSX's dividend yield for the trailing twelve months is around 4.90%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | 4.90% | 4.79% | 4.41% | 3.92% | 3.68% | 2.61% | 3.29% | 4.06% | 5.74% | 3.32% | 4.80% | 5.12% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GBOSX vs. JEPIX - Drawdown Comparison
The maximum GBOSX drawdown since its inception was -11.48%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for GBOSX and JEPIX.
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Drawdown Indicators
| GBOSX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.48% | -32.63% | +21.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -10.49% | +6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -10.86% | -13.67% | +2.81% |
Max Drawdown (10Y)Largest decline over 10 years | -11.48% | — | — |
Current DrawdownCurrent decline from peak | -3.40% | -5.53% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -3.19% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 2.27% | -1.43% |
Volatility
GBOSX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Global Bond Opportunities Fund (GBOSX) is 2.17%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 4.12%. This indicates that GBOSX experiences smaller price fluctuations and is considered to be less risky 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
| GBOSX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 4.12% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 6.74% | -4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 13.80% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 11.41% | -7.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 14.85% | -11.43% |