GIPIX vs. JEPI
Compare and contrast key facts about Goldman Sachs Balanced Strategy Portfolio (GIPIX) and JPMorgan Equity Premium Income ETF (JEPI).
GIPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
GIPIX vs. JEPI - Performance Comparison
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GIPIX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GIPIX Goldman Sachs Balanced Strategy Portfolio | -2.44% | 10.80% | 8.51% | 12.49% | -14.43% | 7.94% | 14.92% |
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, GIPIX achieves a -2.44% return, which is significantly lower than JEPI's 0.20% return.
GIPIX
- 1D
- 0.09%
- 1M
- -5.43%
- YTD
- -2.44%
- 6M
- -0.36%
- 1Y
- 8.91%
- 3Y*
- 8.13%
- 5Y*
- 3.82%
- 10Y*
- 5.45%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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GIPIX vs. JEPI - Expense Ratio Comparison
GIPIX has a 0.19% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
GIPIX vs. JEPI — Risk / Return Rank
GIPIX
JEPI
GIPIX vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Balanced Strategy Portfolio (GIPIX) 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.
| GIPIX | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.60 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.60 | 0.93 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.85 | +0.08 |
Martin ratioReturn relative to average drawdown | 4.10 | 4.15 | -0.05 |
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
| GIPIX | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.60 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.75 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.03 | -0.40 |
Correlation
The correlation between GIPIX and JEPI is 0.75, 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
GIPIX vs. JEPI - Dividend Comparison
GIPIX's dividend yield for the trailing twelve months is around 5.95%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIPIX Goldman Sachs Balanced Strategy Portfolio | 5.95% | 5.22% | 4.06% | 2.12% | 4.56% | 6.37% | 2.25% | 2.51% | 4.70% | 4.51% | 1.46% | 5.73% |
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
GIPIX vs. JEPI - Drawdown Comparison
The maximum GIPIX drawdown since its inception was -29.46%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GIPIX and JEPI.
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Drawdown Indicators
| GIPIX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -13.71% | -15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -10.28% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -20.65% | -13.71% | -6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -20.65% | — | — |
Current DrawdownCurrent decline from peak | -5.50% | -4.79% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -2.07% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.10% | -0.45% |
Volatility
GIPIX vs. JEPI - Volatility Comparison
The current volatility for Goldman Sachs Balanced Strategy Portfolio (GIPIX) is 2.94%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.95%. This indicates that GIPIX experiences smaller price fluctuations and is considered to be less risky 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
| GIPIX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.95% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 6.36% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.09% | 13.26% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.93% | 11.06% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 10.89% | -2.83% |