GSAKX vs. JEPI
Compare and contrast key facts about Goldman Sachs International Equity Income Fund Class A (GSAKX) and JPMorgan Equity Premium Income ETF (JEPI).
GSAKX is managed by Goldman Sachs. It was launched on Jun 25, 2007. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSAKX or JEPI.
Performance
GSAKX vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, GSAKX achieves a 9.61% return, which is significantly lower than JEPI's 16.16% return.
GSAKX
9.61%
-1.05%
0.53%
15.46%
7.58%
4.91%
JEPI
16.16%
1.71%
9.69%
18.77%
N/A
N/A
Key characteristics
| GSAKX | JEPI | |
|---|---|---|
| Sharpe Ratio | 1.41 | 2.65 |
| Sortino Ratio | 1.96 | 3.68 |
| Omega Ratio | 1.24 | 1.52 |
| Calmar Ratio | 0.71 | 4.85 |
| Martin Ratio | 7.02 | 18.78 |
| Ulcer Index | 2.20% | 1.00% |
| Daily Std Dev | 10.97% | 7.08% |
| Max Drawdown | -75.31% | -13.71% |
| Current Drawdown | -10.12% | 0.00% |
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GSAKX vs. JEPI - Expense Ratio Comparison
GSAKX has a 1.40% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between GSAKX and JEPI is 0.63, 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.
Risk-Adjusted Performance
GSAKX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Income Fund Class A (GSAKX) 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.
Dividends
GSAKX vs. JEPI - Dividend Comparison
GSAKX's dividend yield for the trailing twelve months is around 3.29%, less than JEPI's 7.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSAKX Goldman Sachs International Equity Income Fund Class A | 3.29% | 2.68% | 1.99% | 2.74% | 1.74% | 2.65% | 3.72% | 1.41% | 2.01% | 0.78% | 3.92% | 0.76% |
JEPI JPMorgan Equity Premium Income ETF | 7.04% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSAKX vs. JEPI - Drawdown Comparison
The maximum GSAKX drawdown since its inception was -75.31%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GSAKX and JEPI. For additional features, visit the drawdowns tool.
Volatility
GSAKX vs. JEPI - Volatility Comparison
Goldman Sachs International Equity Income Fund Class A (GSAKX) has a higher volatility of 3.16% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that GSAKX'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.