IRFIX vs. JEPI
IRFIX (Cohen & Steers International Realty Fund) and JEPI (JPMorgan Equity Premium Income ETF) are both funds - IRFIX is a REIT fund managed by Cohen & Steers, while JEPI is a Dividend fund actively managed by JPMorgan. Over the past 5 years, IRFIX returned -3.39%/yr vs 7.51%/yr for JEPI. At a 0.48 correlation, their price movements are largely independent. IRFIX charges 1.00%/yr vs 0.35%/yr for JEPI.
Performance
IRFIX vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, IRFIX achieves a -2.08% return, which is significantly lower than JEPI's 1.34% return.
IRFIX
- 1D
- -0.22%
- 1M
- -2.51%
- YTD
- -2.08%
- 6M
- -0.78%
- 1Y
- 3.47%
- 3Y*
- 4.52%
- 5Y*
- -3.39%
- 10Y*
- 2.54%
JEPI
- 1D
- -0.05%
- 1M
- 0.23%
- YTD
- 1.34%
- 6M
- 1.18%
- 1Y
- 8.97%
- 3Y*
- 9.13%
- 5Y*
- 7.51%
- 10Y*
- —
IRFIX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IRFIX Cohen & Steers International Realty Fund | -2.08% | 23.52% | -10.56% | 4.58% | -23.84% | 7.66% | 24.73% |
JEPI JPMorgan Equity Premium Income ETF | 1.34% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between IRFIX and JEPI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.48 |
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Return for Risk
IRFIX vs. JEPI — Risk / Return Rank
IRFIX
JEPI
IRFIX vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) 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.
| IRFIX | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.35 | -1.12 |
| Martin ratioReturn relative to average drawdown | 0.63 | 4.00 | -3.37 |
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Drawdowns
IRFIX vs. JEPI - Drawdown Comparison
The maximum IRFIX drawdown since its inception was -70.13%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for IRFIX and JEPI.
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Drawdown Indicators
| IRFIX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.13% | -13.71% | -56.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -6.68% | -8.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.06% | -13.26% | -7.80% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -13.71% | -24.53% |
Max Drawdown (10Y)Largest decline over 10 years | -39.51% | — | — |
Current DrawdownCurrent decline from peak | -18.43% | -3.69% | -14.74% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -2.13% | -16.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 2.24% | +3.12% |
Volatility
IRFIX vs. JEPI - Volatility Comparison
Cohen & Steers International Realty Fund (IRFIX) has a higher volatility of 3.57% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.35%. This indicates that IRFIX'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
| IRFIX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 2.35% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 6.28% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.19% | 8.04% | +5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 11.08% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 10.79% | +4.88% |
IRFIX vs. JEPI - Expense Ratio Comparison
IRFIX has a 1.00% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
IRFIX vs. JEPI - Dividend Comparison
IRFIX's dividend yield for the trailing twelve months is around 6.30%, less than JEPI's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRFIX Cohen & Steers International Realty Fund | 6.30% | 6.17% | 3.24% | 2.62% | 2.62% | 7.70% | 3.40% | 9.81% | 4.19% | 3.37% | 6.46% | 3.36% |
JEPI JPMorgan Equity Premium Income ETF | 8.17% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IRFIX and JEPI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRFIX has higher volatility (3.57%) compared to JEPI (2.35%). In terms of maximum drawdown, IRFIX dropped -70.13% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.12 vs 0.26), 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.
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