GQEPX vs. JEPQ

Last updated Apr 2, 2026

Compare and contrast key facts about GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).

GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.

Performance

GQEPX vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

GQEPX vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	9.54%	-4.52%	28.99%	17.39%	-9.28%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-1.88%	15.18%	24.85%	36.28%	-12.89%

Returns By Period

In the year-to-date period, GQEPX achieves a 9.54% return, which is significantly higher than JEPQ's -1.88% return.

GQEPX

• 1D: -0.23%
• 1M: -1.88%
• YTD: 9.54%
• 6M: 8.01%
• 1Y: 5.34%
• 3Y*: 17.73%
• 5Y*: 12.35%
• 10Y*: —

JEPQ

• 1D: 1.02%
• 1M: -2.60%
• YTD: -1.88%
• 6M: 2.46%
• 1Y: 20.16%
• 3Y*: 19.46%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GQEPX vs. JEPQ - Expense Ratio Comparison

GQEPX has a 0.59% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

GQEPX

GQG Partners US Select Quality Equity Fund Investor Shares

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

Return for Risk

GQEPX vs. JEPQ — Risk / Return Rank

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

GQEPX

GQEPX Risk / Return Rank: 16
GQEPX Sharpe Ratio Rank: 15
GQEPX Sortino Ratio Rank: 13
GQEPX Omega Ratio Rank: 13
GQEPX Calmar Ratio Rank: 24
GQEPX Martin Ratio Rank: 17

JEPQ

JEPQ Risk / Return Rank: 68
JEPQ Sharpe Ratio Rank: 60
JEPQ Sortino Ratio Rank: 63
JEPQ Omega Ratio Rank: 71
JEPQ Calmar Ratio Rank: 69
JEPQ Martin Ratio Rank: 79

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.

GQEPX vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) 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.

	GQEPX	JEPQ	Difference
Sharpe ratio Return per unit of total volatility	0.43	1.09	-0.66
Sortino ratio Return per unit of downside risk	0.66	1.66	-1.00
Omega ratio Gain probability vs. loss probability	1.09	1.27	-0.18
Calmar ratio Return relative to maximum drawdown	0.74	1.82	-1.07
Martin ratio Return relative to average drawdown	1.86	8.93	-7.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GQEPX vs. JEPQ - Sharpe Ratio Comparison

The current GQEPX Sharpe Ratio is 0.43, which is lower than the JEPQ Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GQEPX 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.

Sharpe Ratios by Period

	GQEPX	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	1.09	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.84	-0.09

Correlation

The correlation between GQEPX and JEPQ is 0.61, 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

GQEPX vs. JEPQ - Dividend Comparison

GQEPX's dividend yield for the trailing twelve months is around 6.37%, less than JEPQ's 11.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.37%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.14%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GQEPX vs. JEPQ - Drawdown Comparison

The maximum GQEPX drawdown since its inception was -28.45%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for GQEPX and JEPQ.

Drawdown Indicators

	GQEPX	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-28.45%	-20.07%	-8.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.34%	-11.58%	+3.24%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	—	—
Current Drawdown Current decline from peak	-6.50%	-4.89%	-1.61%
Average Drawdown Average peak-to-trough decline	-5.75%	-3.55%	-2.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	2.36%	+1.13%

Volatility

GQEPX vs. JEPQ - Volatility Comparison

The current volatility for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) is 2.77%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.08%. This indicates that GQEPX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQEPX	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.77%	6.08%	-3.31%
Volatility (6M) Calculated over the trailing 6-month period	7.29%	10.52%	-3.23%
Volatility (1Y) Calculated over the trailing 1-year period	12.41%	18.54%	-6.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.87%	16.91%	-1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.85%	16.91%	+1.94%