IVOV vs. JEPI
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 Value ETF (IVOV) and JPMorgan Equity Premium Income ETF (JEPI).
IVOV and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVOV is a passively managed fund by Vanguard that tracks the performance of the S&P MidCap 400 Value Index. It was launched on Sep 7, 2010. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
IVOV vs. JEPI - Performance Comparison
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IVOV vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IVOV Vanguard S&P Mid-Cap 400 Value ETF | 0.93% | 7.61% | 11.53% | 15.38% | -7.20% | 30.50% | 38.75% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, IVOV achieves a 0.93% return, which is significantly higher than JEPI's 0.20% return.
IVOV
- 1D
- 2.36%
- 1M
- -5.27%
- YTD
- 0.93%
- 6M
- 2.99%
- 1Y
- 12.76%
- 3Y*
- 10.87%
- 5Y*
- 7.13%
- 10Y*
- 9.96%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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IVOV vs. JEPI - Expense Ratio Comparison
IVOV has a 0.10% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
IVOV vs. JEPI — Risk / Return Rank
IVOV
JEPI
IVOV vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Value ETF (IVOV) 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.
| IVOV | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.60 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.02 | 0.93 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.85 | +0.05 |
Martin ratioReturn relative to average drawdown | 3.41 | 4.15 | -0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVOV | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.60 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.75 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.03 | -0.48 |
Correlation
The correlation between IVOV and JEPI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IVOV vs. JEPI - Dividend Comparison
IVOV's dividend yield for the trailing twelve months is around 1.81%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVOV Vanguard S&P Mid-Cap 400 Value ETF | 1.81% | 1.82% | 1.74% | 1.52% | 1.97% | 1.78% | 2.42% | 1.75% | 1.87% | 1.55% | 1.51% | 1.66% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVOV vs. JEPI - Drawdown Comparison
The maximum IVOV drawdown since its inception was -45.99%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for IVOV and JEPI.
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Drawdown Indicators
| IVOV | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.99% | -13.71% | -32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -10.28% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.61% | -13.71% | -8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -45.99% | — | — |
Current DrawdownCurrent decline from peak | -7.64% | -4.79% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -2.07% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 2.10% | +1.76% |
Volatility
IVOV vs. JEPI - Volatility Comparison
Vanguard S&P Mid-Cap 400 Value ETF (IVOV) has a higher volatility of 5.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.95%. This indicates that IVOV'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
| IVOV | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 3.95% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 6.36% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.79% | 13.26% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.56% | 11.06% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 10.89% | +10.84% |