INDS vs. JEPI
Compare and contrast key facts about Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and JPMorgan Equity Premium Income ETF (JEPI).
INDS and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INDS is a passively managed fund by Pacer Advisors that tracks the performance of the Benchmark Industrial Real Estate SCTR Index. It was launched on May 14, 2018. 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: INDS or JEPI.
Performance
INDS vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, INDS achieves a -6.51% return, which is significantly lower than JEPI's 15.68% return.
INDS
-6.51%
-5.07%
5.01%
9.44%
5.04%
N/A
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| INDS | JEPI | |
|---|---|---|
| Sharpe Ratio | 0.54 | 2.63 |
| Sortino Ratio | 0.88 | 3.65 |
| Omega Ratio | 1.10 | 1.52 |
| Calmar Ratio | 0.30 | 4.81 |
| Martin Ratio | 1.27 | 18.61 |
| Ulcer Index | 7.60% | 1.00% |
| Daily Std Dev | 17.82% | 7.08% |
| Max Drawdown | -40.44% | -13.71% |
| Current Drawdown | -26.25% | -0.28% |
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INDS vs. JEPI - Expense Ratio Comparison
INDS has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between INDS and JEPI is 0.68, 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
INDS vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) 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
INDS vs. JEPI - Dividend Comparison
INDS's dividend yield for the trailing twelve months is around 2.33%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | 2.33% | 3.11% | 2.14% | 1.24% | 1.68% | 2.26% | 1.81% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
INDS vs. JEPI - Drawdown Comparison
The maximum INDS drawdown since its inception was -40.44%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for INDS and JEPI. For additional features, visit the drawdowns tool.
Volatility
INDS vs. JEPI - Volatility Comparison
Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a higher volatility of 4.84% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that INDS'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.