IDVO vs. JEPQ
Compare and contrast key facts about Amplify International Enhanced Dividend Income ETF (IDVO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
IDVO and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDVO is an actively managed fund by Amplify Investments. It was launched on Sep 8, 2022. 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: IDVO or JEPQ.
Performance
IDVO vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, IDVO achieves a 11.80% return, which is significantly lower than JEPQ's 22.43% return.
IDVO
11.80%
-1.37%
0.22%
15.71%
N/A
N/A
JEPQ
22.43%
2.46%
9.42%
26.56%
N/A
N/A
Key characteristics
| IDVO | JEPQ | |
|---|---|---|
| Sharpe Ratio | 1.07 | 2.15 |
| Sortino Ratio | 1.49 | 2.82 |
| Omega Ratio | 1.19 | 1.44 |
| Calmar Ratio | 1.54 | 2.47 |
| Martin Ratio | 5.92 | 10.68 |
| Ulcer Index | 2.40% | 2.48% |
| Daily Std Dev | 13.28% | 12.33% |
| Max Drawdown | -11.00% | -16.82% |
| Current Drawdown | -1.92% | -0.78% |
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IDVO vs. JEPQ - Expense Ratio Comparison
IDVO has a 0.65% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Correlation
The correlation between IDVO and JEPQ is 0.62, 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.
Risk-Adjusted Performance
IDVO vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) 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
IDVO vs. JEPQ - Dividend Comparison
IDVO's dividend yield for the trailing twelve months is around 5.92%, less than JEPQ's 9.42% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
IDVO Amplify International Enhanced Dividend Income ETF | 5.92% | 5.71% | 1.96% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 10.02% | 9.44% |
Drawdowns
IDVO vs. JEPQ - Drawdown Comparison
The maximum IDVO drawdown since its inception was -11.00%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for IDVO and JEPQ. For additional features, visit the drawdowns tool.
Volatility
IDVO vs. JEPQ - Volatility Comparison
Amplify International Enhanced Dividend Income ETF (IDVO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 3.70% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.