JBALX vs. JEPIX
Compare and contrast key facts about JPMorgan Global Allocation Fund Class A (JBALX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JBALX is managed by JPMorgan. It was launched on Dec 31, 1991. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JBALX vs. JEPIX - Performance Comparison
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JBALX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JBALX JPMorgan Global Allocation Fund Class A | -6.83% | 15.00% | 20.78% | 15.45% | -16.56% | 17.28% | 14.40% | 22.60% | -6.87% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, JBALX achieves a -6.83% return, which is significantly lower than JEPIX's -2.35% return.
JBALX
- 1D
- -0.07%
- 1M
- -6.60%
- YTD
- -6.83%
- 6M
- -5.28%
- 1Y
- 9.39%
- 3Y*
- 12.38%
- 5Y*
- 7.54%
- 10Y*
- 9.96%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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JBALX vs. JEPIX - Expense Ratio Comparison
JBALX has a 0.96% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
JBALX vs. JEPIX — Risk / Return Rank
JBALX
JEPIX
JBALX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund Class A (JBALX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| JBALX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.48 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.78 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.49 | +0.55 |
Martin ratioReturn relative to average drawdown | 4.21 | 2.28 | +1.93 |
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
| JBALX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.48 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.67 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.47 | +0.16 |
Correlation
The correlation between JBALX and JEPIX is 0.76, 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
JBALX vs. JEPIX - Dividend Comparison
JBALX's dividend yield for the trailing twelve months is around 8.95%, more than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBALX JPMorgan Global Allocation Fund Class A | 8.95% | 8.80% | 11.84% | 2.28% | 2.00% | 4.54% | 2.54% | 2.91% | 7.14% | 4.69% | 4.55% | 5.87% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JBALX vs. JEPIX - Drawdown Comparison
The maximum JBALX drawdown since its inception was -33.98%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JBALX and JEPIX.
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Drawdown Indicators
| JBALX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -32.63% | -1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -10.49% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.50% | -13.67% | -7.83% |
Max Drawdown (10Y)Largest decline over 10 years | -22.49% | — | — |
Current DrawdownCurrent decline from peak | -8.12% | -7.28% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -3.19% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.24% | -0.24% |
Volatility
JBALX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Global Allocation Fund Class A (JBALX) is 3.29%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.47%. This indicates that JBALX experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JBALX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.47% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.45% | 6.47% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 13.70% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.28% | 11.39% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.19% | 14.84% | -3.65% |