Correlation
The correlation between IRFIX and JEPI is 0.54, 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.
IRFIX vs. JEPI
Compare and contrast key facts about Cohen & Steers International Realty Fund (IRFIX) and JPMorgan Equity Premium Income ETF (JEPI).
IRFIX is managed by Cohen & Steers. It was launched on Mar 30, 2005. 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: IRFIX or JEPI.
Performance
IRFIX vs. JEPI - Performance Comparison
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Key characteristics
IRFIX:
0.49
JEPI:
0.55
IRFIX:
0.67
JEPI:
0.74
IRFIX:
1.08
JEPI:
1.12
IRFIX:
0.18
JEPI:
0.48
IRFIX:
0.56
JEPI:
1.99
IRFIX:
11.23%
JEPI:
3.18%
IRFIX:
15.09%
JEPI:
13.83%
IRFIX:
-70.96%
JEPI:
-13.71%
IRFIX:
-22.88%
JEPI:
-4.17%
Returns By Period
In the year-to-date period, IRFIX achieves a 14.36% return, which is significantly higher than JEPI's 0.01% return.
IRFIX
14.36%
4.05%
6.22%
7.38%
-3.00%
1.29%
1.76%
JEPI
0.01%
2.20%
-3.91%
7.54%
7.69%
10.91%
N/A
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IRFIX vs. JEPI - Expense Ratio Comparison
IRFIX has a 1.00% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
IRFIX vs. JEPI — Risk-Adjusted Performance Rank
IRFIX
JEPI
IRFIX vs. JEPI - Risk-Adjusted Performance 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.
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Dividends
IRFIX vs. JEPI - Dividend Comparison
IRFIX's dividend yield for the trailing twelve months is around 2.83%, less than JEPI's 8.02% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRFIX Cohen & Steers International Realty Fund | 2.83% | 3.24% | 2.62% | 2.62% | 7.70% | 3.40% | 9.81% | 4.19% | 3.37% | 6.46% | 3.36% | 3.66% |
JEPI JPMorgan Equity Premium Income ETF | 8.02% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IRFIX vs. JEPI - Drawdown Comparison
The maximum IRFIX drawdown since its inception was -70.96%, 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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Volatility
IRFIX vs. JEPI - Volatility Comparison
Cohen & Steers International Realty Fund (IRFIX) has a higher volatility of 3.23% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.34%. 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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