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 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: IVOV or JEPI.
Key characteristics
| IVOV | JEPI | |
|---|---|---|
| YTD Return | 10.20% | 12.82% |
| 1Y Return | 26.31% | 17.49% |
| 3Y Return (Ann) | 5.09% | 7.61% |
| Sharpe Ratio | 1.78 | 2.59 |
| Sortino Ratio | 2.55 | 3.59 |
| Omega Ratio | 1.32 | 1.51 |
| Calmar Ratio | 1.90 | 4.66 |
| Martin Ratio | 9.95 | 18.25 |
| Ulcer Index | 2.94% | 0.99% |
| Daily Std Dev | 16.32% | 6.95% |
| Max Drawdown | -45.99% | -13.71% |
| Current Drawdown | -2.47% | -1.83% |
Correlation
The correlation between IVOV and JEPI is 0.69, 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.
Performance
IVOV vs. JEPI - Performance Comparison
In the year-to-date period, IVOV achieves a 10.20% return, which is significantly lower than JEPI's 12.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IVOV vs. JEPI - Expense Ratio Comparison
IVOV has a 0.15% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
IVOV vs. JEPI - Risk-Adjusted Performance 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.
Dividends
IVOV vs. JEPI - Dividend Comparison
IVOV's dividend yield for the trailing twelve months is around 1.38%, less than JEPI's 7.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVOV Vanguard S&P Mid-Cap 400 Value ETF | 1.38% | 1.52% | 1.97% | 1.78% | 2.42% | 1.75% | 1.87% | 1.55% | 1.36% | 1.66% | 1.47% | 0.85% |
JEPI JPMorgan Equity Premium Income ETF | 7.25% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 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. For additional features, visit the drawdowns tool.
Volatility
IVOV vs. JEPI - Volatility Comparison
Vanguard S&P Mid-Cap 400 Value ETF (IVOV) has a higher volatility of 3.59% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.54%. 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.