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GFFFX vs. JEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFFFX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Growth Fund of America (GFFFX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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GFFFX vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GFFFX
American Funds The Growth Fund of America
-11.18%19.96%28.28%37.51%-30.61%19.55%36.63%
JEPI
JPMorgan Equity Premium Income ETF
0.20%8.09%12.57%9.83%-3.49%21.52%18.61%

Returns By Period

In the year-to-date period, GFFFX achieves a -11.18% return, which is significantly lower than JEPI's 0.20% return.


GFFFX

1D
-0.48%
1M
-9.64%
YTD
-11.18%
6M
-9.80%
1Y
13.80%
3Y*
19.10%
5Y*
8.75%
10Y*
14.16%

JEPI

1D
1.85%
1M
-4.79%
YTD
0.20%
6M
3.11%
1Y
7.84%
3Y*
9.57%
5Y*
8.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFFFX vs. JEPI - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Return for Risk

GFFFX vs. JEPI — Risk / Return Rank

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

GFFFX
GFFFX Risk / Return Rank: 2929
Overall Rank
GFFFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 3131
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 2828
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3939
Overall Rank
JEPI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3434
Sortino Ratio Rank
JEPI Omega Ratio Rank: 4242
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3737
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GFFFX vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) 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.


GFFFXJEPIDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.60

+0.06

Sortino ratio

Return per unit of downside risk

1.08

0.93

+0.15

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

0.78

0.85

-0.07

Martin ratio

Return relative to average drawdown

2.99

4.15

-1.16

GFFFX vs. JEPI - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 0.66, which is comparable to the JEPI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GFFFX 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.


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Sharpe Ratios by Period


GFFFXJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.60

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.75

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.03

-0.29

Correlation

The correlation between GFFFX and JEPI is 0.69, 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.


Dividends

GFFFX vs. JEPI - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 12.33%, more than JEPI's 8.40% yield.


TTM20252024202320222021202020192018201720162015
GFFFX
American Funds The Growth Fund of America
12.33%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%
JEPI
JPMorgan Equity Premium Income ETF
8.40%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GFFFX vs. JEPI - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -36.26%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GFFFX and JEPI.


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Drawdown Indicators


GFFFXJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-13.71%

-22.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-10.28%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-36.26%

-13.71%

-22.55%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

Current Drawdown

Current decline from peak

-13.74%

-4.79%

-8.95%

Average Drawdown

Average peak-to-trough decline

-5.60%

-2.07%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.10%

+1.46%

Volatility

GFFFX vs. JEPI - Volatility Comparison

American Funds The Growth Fund of America (GFFFX) has a higher volatility of 5.47% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.95%. This indicates that GFFFX'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.


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Volatility by Period


GFFFXJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

3.95%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

6.36%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

13.26%

+7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

11.06%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

10.89%

+8.72%