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INDS vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDS vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INDS achieves a 10.90% return, which is significantly higher than JEPI's 1.34% return.


INDS

1D
0.39%
1M
0.98%
YTD
10.90%
6M
10.40%
1Y
15.25%
3Y*
5.42%
5Y*
1.31%
10Y*

JEPI

1D
0.02%
1M
0.43%
YTD
1.34%
6M
0.81%
1Y
7.79%
3Y*
9.04%
5Y*
7.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDS vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
10.90%7.78%-12.69%17.72%-32.68%54.61%27.29%
JEPI
JPMorgan Equity Premium Income ETF
1.34%8.09%12.57%9.83%-3.49%21.52%18.39%

Correlation

The correlation between INDS and JEPI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.66

The correlation between INDS and JEPI shifts across timeframes, from 0.55 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

INDS vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INDS
INDS Risk / Return Rank: 2828
Overall Rank
INDS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
INDS Sortino Ratio Rank: 2828
Sortino Ratio Rank
INDS Omega Ratio Rank: 2626
Omega Ratio Rank
INDS Calmar Ratio Rank: 2828
Calmar Ratio Rank
INDS Martin Ratio Rank: 2929
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 2828
Overall Rank
JEPI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 2929
Sortino Ratio Rank
JEPI Omega Ratio Rank: 2929
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2727
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INDS vs. JEPI - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INDSJEPIDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.25

1.17

+0.08

Martin ratioReturn relative to average drawdown

3.77

3.42

+0.35

INDS vs. JEPI - Sharpe Ratio Comparison

The current INDS Sharpe Ratio is 0.94, which is comparable to the JEPI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of INDS and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INDS vs. JEPI - Drawdown Comparison

The maximum INDS drawdown since its inception was -40.17%, 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.


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Drawdown Indicators


INDSJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-40.17%

-13.71%

-26.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-6.68%

-5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-26.96%

-13.26%

-13.70%

Max Drawdown (5Y)

Largest decline over 5 years

-40.17%

-13.71%

-26.46%

Current Drawdown

Current decline from peak

-17.30%

-3.69%

-13.61%

Average Drawdown

Average peak-to-trough decline

-15.58%

-2.13%

-13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

2.28%

+1.78%

Volatility

INDS vs. JEPI - Volatility Comparison

Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a higher volatility of 4.94% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.37%. 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.


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Volatility by Period


INDSJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

2.37%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

6.29%

+6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

7.98%

+8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

11.08%

+9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

10.78%

+12.28%

INDS vs. JEPI - Expense Ratio Comparison

INDS has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Dividends

INDS vs. JEPI - Dividend Comparison

INDS's dividend yield for the trailing twelve months is around 3.34%, less than JEPI's 8.17% yield.


PositionTTM20252024202320222021202020192018
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
3.34%3.70%3.75%3.11%2.63%1.24%1.68%2.26%1.81%
JEPI
JPMorgan Equity Premium Income ETF
8.17%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%

Frequently Asked Questions


INDS and JEPI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDS has higher volatility (4.94%) compared to JEPI (2.37%). In terms of maximum drawdown, INDS dropped -40.17% vs JEPI's -13.71%.

On 5-year performance, JEPI leads with 7.28% vs 1.31% for INDS. On fees, JEPI is cheaper at 0.35% per year. On volatility, JEPI has been the lower-risk option at 2.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JEPI has performed better with a 7.28% return vs 1.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JEPI is cheaper with a 0.35% expense ratio, compared with 0.60% for INDS.

JEPI has the higher dividend yield at 8.17%, compared with 3.34% for INDS.

INDS is categorized as REIT, while JEPI is Dividend. They also come from different issuers: Pacer and JPMorgan. Their fees differ too: 0.60% for INDS and 0.35% for JEPI.

JEPI currently has the higher Sharpe Ratio (0.98 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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