PortfoliosLab logo
GPIQ vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GPIQ and JEPI is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

GPIQ vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
33.63%
18.54%
GPIQ
JEPI

Key characteristics

Sharpe Ratio

GPIQ:

0.50

JEPI:

0.37

Sortino Ratio

GPIQ:

0.85

JEPI:

0.62

Omega Ratio

GPIQ:

1.12

JEPI:

1.10

Calmar Ratio

GPIQ:

0.53

JEPI:

0.39

Martin Ratio

GPIQ:

1.99

JEPI:

1.79

Ulcer Index

GPIQ:

5.65%

JEPI:

2.86%

Daily Std Dev

GPIQ:

22.62%

JEPI:

13.76%

Max Drawdown

GPIQ:

-21.06%

JEPI:

-13.71%

Current Drawdown

GPIQ:

-10.82%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, GPIQ achieves a -6.01% return, which is significantly lower than JEPI's -2.67% return.


GPIQ

YTD

-6.01%

1M

-1.71%

6M

-2.73%

1Y

9.70%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.67%

1M

-3.49%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GPIQ vs. JEPI - Expense Ratio Comparison

GPIQ has a 0.29% expense ratio, which is lower than JEPI's 0.35% expense ratio.


Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
Expense ratio chart for GPIQ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GPIQ: 0.29%

Risk-Adjusted Performance

GPIQ vs. JEPI — Risk-Adjusted Performance Rank

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

GPIQ
The Risk-Adjusted Performance Rank of GPIQ is 6262
Overall Rank
The Sharpe Ratio Rank of GPIQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIQ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of GPIQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of GPIQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of GPIQ is 6161
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPIQ vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) 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.


The chart of Sharpe ratio for GPIQ, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
GPIQ: 0.50
JEPI: 0.37
The chart of Sortino ratio for GPIQ, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
GPIQ: 0.85
JEPI: 0.62
The chart of Omega ratio for GPIQ, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
GPIQ: 1.12
JEPI: 1.10
The chart of Calmar ratio for GPIQ, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
GPIQ: 0.53
JEPI: 0.39
The chart of Martin ratio for GPIQ, currently valued at 1.99, compared to the broader market0.0020.0040.0060.00
GPIQ: 1.99
JEPI: 1.79

The current GPIQ Sharpe Ratio is 0.50, which is higher than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GPIQ 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.50
0.37
GPIQ
JEPI

Dividends

GPIQ vs. JEPI - Dividend Comparison

GPIQ's dividend yield for the trailing twelve months is around 11.16%, more than JEPI's 7.88% yield.


TTM20242023202220212020
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
11.16%9.18%1.74%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%

Drawdowns

GPIQ vs. JEPI - Drawdown Comparison

The maximum GPIQ drawdown since its inception was -21.06%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GPIQ and JEPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.82%
-6.74%
GPIQ
JEPI

Volatility

GPIQ vs. JEPI - Volatility Comparison

Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a higher volatility of 15.87% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that GPIQ'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.87%
11.07%
GPIQ
JEPI