GTO vs. JEPI
Compare and contrast key facts about Invesco Total Return Bond ETF (GTO) and JPMorgan Equity Premium Income ETF (JEPI).
GTO and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GTO is an actively managed fund by Invesco. It was launched on Feb 10, 2016. 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: GTO or JEPI.
Correlation
The correlation between GTO and JEPI is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GTO vs. JEPI - Performance Comparison
Key characteristics
GTO:
0.63
JEPI:
1.69
GTO:
0.93
JEPI:
2.30
GTO:
1.11
JEPI:
1.33
GTO:
0.24
JEPI:
2.73
GTO:
2.05
JEPI:
11.34
GTO:
1.56%
JEPI:
1.11%
GTO:
5.05%
JEPI:
7.45%
GTO:
-20.61%
JEPI:
-13.71%
GTO:
-8.95%
JEPI:
-4.61%
Returns By Period
In the year-to-date period, GTO achieves a 2.48% return, which is significantly lower than JEPI's 12.03% return.
GTO
2.48%
-0.56%
1.50%
2.87%
0.47%
N/A
JEPI
12.03%
-2.33%
5.85%
13.24%
N/A
N/A
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GTO vs. JEPI - Expense Ratio Comparison
GTO has a 0.50% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
GTO vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Total Return Bond ETF (GTO) 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
GTO vs. JEPI - Dividend Comparison
GTO's dividend yield for the trailing twelve months is around 4.04%, less than JEPI's 7.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GTO Invesco Total Return Bond ETF | 4.04% | 4.05% | 3.47% | 1.93% | 4.04% | 2.97% | 5.25% | 2.81% | 2.84% |
JEPI JPMorgan Equity Premium Income ETF | 7.37% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTO vs. JEPI - Drawdown Comparison
The maximum GTO drawdown since its inception was -20.61%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GTO and JEPI. For additional features, visit the drawdowns tool.
Volatility
GTO vs. JEPI - Volatility Comparison
The current volatility for Invesco Total Return Bond ETF (GTO) is 1.43%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.70%. This indicates that GTO experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.