GJUN vs. JEPI
GJUN (FT Cboe Vest U.S. Equity Moderate Buffer ETF - June) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - GJUN is a Options Trading fund actively managed by FT Vest, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past 3 years, GJUN returned 10.46%/yr vs 9.21%/yr for JEPI. Their 0.72 correlation means they have sometimes moved together and sometimes differently. GJUN charges 0.85%/yr vs 0.35%/yr for JEPI.
Performance
GJUN vs. JEPI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GJUN having a 4.32% return and JEPI slightly higher at 4.52%.
GJUN
- 1D
- 0.39%
- 1M
- 0.50%
- 6M
- 3.66%
- YTD
- 4.32%
- 1Y
- 9.40%
- 3Y*
- 10.46%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.97%
JEPI
- 1D
- 0.33%
- 1M
- 1.27%
- 6M
- 2.16%
- YTD
- 4.52%
- 1Y
- 11.16%
- 3Y*
- 9.21%
- 5Y*
- 7.40%
- 10Y*
- —
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.08M | $3.61M | $4.60M | |
| $260.98M | $260.42M | $297.70M |
GJUN vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GJUN FT Cboe Vest U.S. Equity Moderate Buffer ETF - June | 4.32% | 10.00% | 13.24% | 6.40% |
JEPI JPMorgan Equity Premium Income ETF | 4.52% | 8.09% | 12.57% | 5.00% |
Correlation
The correlation between GJUN and JEPI is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2023 | 0.72 |
The correlation between GJUN and JEPI shifts across timeframes, from 0.59 (1 year) to 0.73 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
GJUN vs. JEPI — Risk / Return Rank
GJUN
JEPI
GJUN vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GJUN | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.52 | +1.47 |
| Martin ratioReturn relative to average drawdown | 16.12 | 4.32 | +11.80 |
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Drawdowns
GJUN vs. JEPI - Drawdown Comparison
The maximum GJUN drawdown since its inception was -10.97%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GJUN and JEPI.
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Drawdown Indicators
| GJUN | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.97% | -13.71% | +2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -6.68% | +3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -13.26% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.71% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.68% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -2.13% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 2.36% | -1.81% |
Volatility
GJUN vs. JEPI - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) is 1.93%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.38%. This indicates that GJUN 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
| GJUN | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 2.38% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.78% | 6.37% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 8.15% | -3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.78% | 11.10% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.78% | 10.73% | -2.95% |
GJUN vs. JEPI - Expense Ratio Comparison
GJUN has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
GJUN vs. JEPI - Dividend Comparison
GJUN has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GJUN FT Cboe Vest U.S. Equity Moderate Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Frequently Asked Questions
GJUN and JEPI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPI has higher volatility (2.38%) compared to GJUN (1.93%). In terms of maximum drawdown, GJUN dropped -10.97% vs JEPI's -13.71%.
On 3-year performance, GJUN leads with 10.46% vs 9.21% for JEPI. On fees, JEPI is cheaper at 0.35% per year. On volatility, GJUN has been the lower-risk option at 1.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GJUN has performed better with a 10.46% return vs 9.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.85% for GJUN.
JEPI has the higher dividend yield at 7.34%, compared with 0.00% for GJUN.
GJUN is categorized as Options Trading, while JEPI is Dividend. They also come from different issuers: FT Vest and JPMorgan. Their fees differ too: 0.85% for GJUN and 0.35% for JEPI.
GJUN currently has the higher Sharpe Ratio (1.90 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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