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GPIQ vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GPIQ and JEPQ is 0.92, 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: 0.9

Performance

GPIQ vs. JEPQ - 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 Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
33.63%
32.06%
GPIQ
JEPQ

Key characteristics

Sharpe Ratio

GPIQ:

0.50

JEPQ:

0.44

Sortino Ratio

GPIQ:

0.85

JEPQ:

0.76

Omega Ratio

GPIQ:

1.12

JEPQ:

1.12

Calmar Ratio

GPIQ:

0.53

JEPQ:

0.45

Martin Ratio

GPIQ:

1.99

JEPQ:

1.72

Ulcer Index

GPIQ:

5.65%

JEPQ:

5.25%

Daily Std Dev

GPIQ:

22.62%

JEPQ:

20.45%

Max Drawdown

GPIQ:

-21.06%

JEPQ:

-20.07%

Current Drawdown

GPIQ:

-10.82%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, GPIQ achieves a -6.01% return, which is significantly higher than JEPQ's -6.90% return.


GPIQ

YTD

-6.01%

1M

-1.71%

6M

-2.73%

1Y

9.70%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-6.90%

1M

-2.55%

6M

-2.76%

1Y

7.87%

5Y*

N/A

10Y*

N/A

*Annualized

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GPIQ vs. JEPQ - Expense Ratio Comparison

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


Expense ratio chart for JEPQ: 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%
JEPQ: 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. JEPQ — 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

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5757
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5656
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. JEPQ - 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 Nasdaq Equity Premium Income ETF (JEPQ). 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
JEPQ: 0.44
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
JEPQ: 0.76
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
JEPQ: 1.12
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
JEPQ: 0.45
The chart of Martin ratio for GPIQ, currently valued at 1.99, compared to the broader market0.0020.0040.0060.00
GPIQ: 1.99
JEPQ: 1.72

The current GPIQ Sharpe Ratio is 0.50, which is comparable to the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of GPIQ and JEPQ, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.50
0.44
GPIQ
JEPQ

Dividends

GPIQ vs. JEPQ - Dividend Comparison

GPIQ's dividend yield for the trailing twelve months is around 11.16%, less than JEPQ's 11.29% yield.


TTM202420232022
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
11.16%9.18%1.74%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.65%10.02%9.44%

Drawdowns

GPIQ vs. JEPQ - Drawdown Comparison

The maximum GPIQ drawdown since its inception was -21.06%, roughly equal to the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for GPIQ and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.82%
-10.99%
GPIQ
JEPQ

Volatility

GPIQ vs. JEPQ - Volatility Comparison

Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a higher volatility of 15.87% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 14.72%. This indicates that GPIQ's price experiences larger fluctuations and is considered to be riskier than JEPQ 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%
14.72%
GPIQ
JEPQ