HERD vs. JEPQ
Compare and contrast key facts about Pacer Cash Cows Fund of Funds ETF (HERD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
HERD and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HERD is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Cash Cows Fund of Funds Index. It was launched on May 3, 2019. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HERD or JEPQ.
Key characteristics
| HERD | JEPQ | |
|---|---|---|
| YTD Return | 6.34% | 23.12% |
| 1Y Return | 16.44% | 27.93% |
| Sharpe Ratio | 0.99 | 2.29 |
| Sortino Ratio | 1.46 | 2.99 |
| Omega Ratio | 1.18 | 1.47 |
| Calmar Ratio | 2.42 | 2.60 |
| Martin Ratio | 6.56 | 11.26 |
| Ulcer Index | 2.51% | 2.48% |
| Daily Std Dev | 16.72% | 12.19% |
| Max Drawdown | -39.41% | -16.82% |
| Current Drawdown | -2.55% | -0.21% |
Correlation
The correlation between HERD and JEPQ is 0.59, 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.
Performance
HERD vs. JEPQ - Performance Comparison
In the year-to-date period, HERD achieves a 6.34% return, which is significantly lower than JEPQ's 23.12% 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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HERD vs. JEPQ - Expense Ratio Comparison
HERD has a 0.73% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
HERD vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Cash Cows Fund of Funds ETF (HERD) 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.
Dividends
HERD vs. JEPQ - Dividend Comparison
HERD's dividend yield for the trailing twelve months is around 2.47%, less than JEPQ's 9.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
HERD Pacer Cash Cows Fund of Funds ETF | 2.47% | 2.53% | 2.50% | 2.02% | 1.96% | 1.69% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% |
Drawdowns
HERD vs. JEPQ - Drawdown Comparison
The maximum HERD drawdown since its inception was -39.41%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for HERD and JEPQ. For additional features, visit the drawdowns tool.
Volatility
HERD vs. JEPQ - Volatility Comparison
Pacer Cash Cows Fund of Funds ETF (HERD) has a higher volatility of 3.72% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.35%. This indicates that HERD's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.