GSPKX vs. JEPIX
Compare and contrast key facts about Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
GSPKX is managed by Goldman Sachs. It was launched on Aug 31, 2005. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
GSPKX vs. JEPIX - Performance Comparison
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GSPKX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | -6.00% | 13.60% | 29.55% | 21.39% | -15.20% | 22.79% | 14.15% | 25.11% | -11.43% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, GSPKX achieves a -6.00% return, which is significantly lower than JEPIX's -2.35% return.
GSPKX
- 1D
- -0.35%
- 1M
- -6.83%
- YTD
- -6.00%
- 6M
- -3.01%
- 1Y
- 11.30%
- 3Y*
- 16.25%
- 5Y*
- 10.51%
- 10Y*
- 11.41%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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GSPKX vs. JEPIX - Expense Ratio Comparison
GSPKX has a 0.71% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
GSPKX vs. JEPIX — Risk / Return Rank
GSPKX
JEPIX
GSPKX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| GSPKX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.48 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.15 | 0.78 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.49 | +0.24 |
Martin ratioReturn relative to average drawdown | 3.78 | 2.28 | +1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSPKX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.48 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.67 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.47 | +0.03 |
Correlation
The correlation between GSPKX and JEPIX 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.
Dividends
GSPKX vs. JEPIX - Dividend Comparison
GSPKX's dividend yield for the trailing twelve months is around 7.03%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 7.03% | 6.32% | 12.77% | 6.48% | 6.33% | 6.01% | 7.19% | 6.86% | 7.95% | 6.13% | 5.63% | 6.29% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSPKX vs. JEPIX - Drawdown Comparison
The maximum GSPKX drawdown since its inception was -51.90%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for GSPKX and JEPIX.
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Drawdown Indicators
| GSPKX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -32.63% | -19.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -10.49% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -13.67% | -8.67% |
Max Drawdown (10Y)Largest decline over 10 years | -32.70% | — | — |
Current DrawdownCurrent decline from peak | -7.83% | -7.28% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -3.19% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.24% | +0.20% |
Volatility
GSPKX vs. JEPIX - Volatility Comparison
Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) has a higher volatility of 3.95% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that GSPKX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSPKX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.47% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 6.47% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 13.70% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 11.39% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 14.84% | +2.04% |