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 Chase. It was launched on Aug 31, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSPKX or JEPIX.
Key characteristics
| GSPKX | JEPIX | |
|---|---|---|
| YTD Return | 22.65% | 15.67% |
| 1Y Return | 24.98% | 19.73% |
| 3Y Return (Ann) | 3.67% | 8.22% |
| 5Y Return (Ann) | 7.42% | 9.94% |
| Sharpe Ratio | 2.40 | 2.75 |
| Sortino Ratio | 3.06 | 3.98 |
| Omega Ratio | 1.49 | 1.56 |
| Calmar Ratio | 2.14 | 5.06 |
| Martin Ratio | 15.36 | 18.63 |
| Ulcer Index | 1.63% | 1.06% |
| Daily Std Dev | 10.43% | 7.16% |
| Max Drawdown | -55.29% | -32.63% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between GSPKX and JEPIX is 0.74, 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.
Performance
GSPKX vs. JEPIX - Performance Comparison
In the year-to-date period, GSPKX achieves a 22.65% return, which is significantly higher than JEPIX's 15.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
GSPKX vs. JEPIX - Risk-Adjusted Performance 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.
Dividends
GSPKX vs. JEPIX - Dividend Comparison
GSPKX's dividend yield for the trailing twelve months is around 1.24%, less than JEPIX's 6.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 1.24% | 1.55% | 1.69% | 1.27% | 1.67% | 1.97% | 2.32% | 1.86% | 1.92% | 2.14% | 1.90% | 2.22% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 6.92% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSPKX vs. JEPIX - Drawdown Comparison
The maximum GSPKX drawdown since its inception was -55.29%, 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. For additional features, visit the drawdowns tool.
Volatility
GSPKX vs. JEPIX - Volatility Comparison
Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) has a higher volatility of 2.77% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 1.88%. 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.