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JBSSX vs. JEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JBSSX vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement Blend 2025 Fund (JBSSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

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JBSSX vs. JEPAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JBSSX
JPMorgan SmartRetirement Blend 2025 Fund
-0.52%13.25%5.46%16.55%-15.45%8.82%11.06%9.69%
JEPAX
JPMorgan Equity Premium Income Fund Class A
-0.48%7.55%12.07%9.42%-4.05%19.13%5.75%7.45%

Returns By Period

In the year-to-date period, JBSSX achieves a -0.52% return, which is significantly lower than JEPAX's -0.48% return.


JBSSX

1D
1.37%
1M
-3.24%
YTD
-0.52%
6M
1.10%
1Y
11.22%
3Y*
9.68%
5Y*
4.43%
10Y*
6.72%

JEPAX

1D
1.96%
1M
-5.21%
YTD
-0.48%
6M
2.05%
1Y
6.64%
3Y*
8.91%
5Y*
7.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JBSSX vs. JEPAX - Expense Ratio Comparison

JBSSX has a 0.30% expense ratio, which is lower than JEPAX's 0.85% expense ratio.


Return for Risk

JBSSX vs. JEPAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JBSSX
JBSSX Risk / Return Rank: 7676
Overall Rank
JBSSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JBSSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
JBSSX Omega Ratio Rank: 7474
Omega Ratio Rank
JBSSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JBSSX Martin Ratio Rank: 7979
Martin Ratio Rank

JEPAX
JEPAX Risk / Return Rank: 2222
Overall Rank
JEPAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JEPAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEPAX Omega Ratio Rank: 2020
Omega Ratio Rank
JEPAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
JEPAX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JBSSX vs. JEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2025 Fund (JBSSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.


JBSSXJEPAXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.49

+0.93

Sortino ratio

Return per unit of downside risk

2.04

0.80

+1.25

Omega ratio

Gain probability vs. loss probability

1.30

1.13

+0.17

Calmar ratio

Return relative to maximum drawdown

1.91

0.79

+1.12

Martin ratio

Return relative to average drawdown

8.48

3.66

+4.81

JBSSX vs. JEPAX - Sharpe Ratio Comparison

The current JBSSX Sharpe Ratio is 1.42, which is higher than the JEPAX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of JBSSX and JEPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JBSSXJEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.49

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.67

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.53

+0.20

Correlation

The correlation between JBSSX and JEPAX is 0.74, 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

JBSSX vs. JEPAX - Dividend Comparison

JBSSX's dividend yield for the trailing twelve months is around 3.55%, less than JEPAX's 7.31% yield.


TTM20252024202320222021202020192018201720162015
JBSSX
JPMorgan SmartRetirement Blend 2025 Fund
3.55%3.53%3.27%2.75%2.05%5.11%3.42%3.15%5.49%2.04%2.15%2.13%
JEPAX
JPMorgan Equity Premium Income Fund Class A
7.31%7.88%6.95%8.19%11.98%5.96%11.35%5.61%0.00%0.00%0.00%0.00%

Drawdowns

JBSSX vs. JEPAX - Drawdown Comparison

The maximum JBSSX drawdown since its inception was -21.91%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JBSSX and JEPAX.


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Drawdown Indicators


JBSSXJEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.91%

-32.69%

+10.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-10.43%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-13.74%

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-3.76%

-5.53%

+1.77%

Average Drawdown

Average peak-to-trough decline

-3.42%

-3.05%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.26%

-0.89%

Volatility

JBSSX vs. JEPAX - Volatility Comparison

The current volatility for JPMorgan SmartRetirement Blend 2025 Fund (JBSSX) is 3.23%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 4.15%. This indicates that JBSSX experiences smaller price fluctuations and is considered to be less risky than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBSSXJEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

4.15%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

6.78%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

8.12%

13.79%

-5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

11.43%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

15.04%

-5.84%