ICAP vs. JEPI
Compare and contrast key facts about InfraCap Equity Income Fund ETF (ICAP) and JPMorgan Equity Premium Income ETF (JEPI).
ICAP and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICAP is an actively managed fund by InfraCap. It was launched on Dec 28, 2021. 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: ICAP or JEPI.
Key characteristics
| ICAP | JEPI | |
|---|---|---|
| YTD Return | 5.90% | 6.51% |
| 1Y Return | 26.40% | 13.81% |
| Sharpe Ratio | 1.53 | 1.79 |
| Daily Std Dev | 15.65% | 7.19% |
| Max Drawdown | -24.20% | -13.71% |
| Current Drawdown | -1.79% | 0.00% |
Correlation
The correlation between ICAP and JEPI is 0.70, 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
ICAP vs. JEPI - Performance Comparison
In the year-to-date period, ICAP achieves a 5.90% return, which is significantly lower than JEPI's 6.51% 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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ICAP vs. JEPI - Expense Ratio Comparison
ICAP has a 0.80% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
ICAP vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for InfraCap Equity Income Fund ETF (ICAP) 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
ICAP vs. JEPI - Dividend Comparison
ICAP's dividend yield for the trailing twelve months is around 8.41%, more than JEPI's 7.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
ICAP InfraCap Equity Income Fund ETF | 8.41% | 8.65% | 8.95% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.28% | 8.40% | 11.68% | 6.59% | 5.79% |
Drawdowns
ICAP vs. JEPI - Drawdown Comparison
The maximum ICAP drawdown since its inception was -24.20%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ICAP and JEPI. For additional features, visit the drawdowns tool.
Volatility
ICAP vs. JEPI - Volatility Comparison
InfraCap Equity Income Fund ETF (ICAP) has a higher volatility of 3.03% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that ICAP'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.