JBSSX vs. JEPAX
JBSSX (JPMorgan SmartRetirement Blend 2025 Fund) and JEPAX (JPMorgan Equity Premium Income Fund Class A) are both mutual funds - JBSSX is a Target Retirement Date fund managed by JPMorgan, while JEPAX is a Derivative Income fund managed by JPMorgan. Over the past 5 years, JBSSX returned 4.89%/yr vs 6.88%/yr for JEPAX. A 0.73 correlation means they provide meaningful diversification when combined. JBSSX charges 0.30%/yr vs 0.85%/yr for JEPAX.
Performance
JBSSX vs. JEPAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JBSSX achieves a 5.03% return, which is significantly higher than JEPAX's 0.35% return.
JBSSX
- 1D
- -0.67%
- 1M
- 0.30%
- YTD
- 5.03%
- 6M
- 4.50%
- 1Y
- 12.79%
- 3Y*
- 11.18%
- 5Y*
- 4.89%
- 10Y*
- 7.31%
JEPAX
- 1D
- -0.50%
- 1M
- -0.18%
- YTD
- 0.35%
- 6M
- 0.28%
- 1Y
- 6.64%
- 3Y*
- 8.56%
- 5Y*
- 6.88%
- 10Y*
- —
JBSSX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JBSSX JPMorgan SmartRetirement Blend 2025 Fund | 5.03% | 13.25% | 5.46% | 16.55% | -15.45% | 8.82% | 11.06% | 9.85% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 0.35% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Correlation
The correlation between JBSSX and JEPAX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2019 | 0.73 |
The correlation between JBSSX and JEPAX shifts across timeframes, from 0.62 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JBSSX vs. JEPAX — Risk / Return Rank
JBSSX
JEPAX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JBSSX | JEPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.16 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.00 | +1.66 |
| Martin ratioReturn relative to average drawdown | 11.63 | 2.98 | +8.65 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| JBSSX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.91% | -32.69% | +10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -7.41% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -7.48% | -13.43% | +5.95% |
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 DrawdownCurrent decline from peak | -0.97% | -4.73% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -3.09% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.49% | -1.32% |
Volatility
JBSSX vs. JEPAX - Volatility Comparison
JPMorgan SmartRetirement Blend 2025 Fund (JBSSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX) have volatilities of 2.54% and 2.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JBSSX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 2.51% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.57% | 7.01% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.69% | 8.78% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.78% | 11.50% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.19% | 14.89% | -5.70% |
JBSSX vs. JEPAX - Expense Ratio Comparison
JBSSX has a 0.30% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Dividends
JBSSX vs. JEPAX - Dividend Comparison
JBSSX's dividend yield for the trailing twelve months is around 3.36%, less than JEPAX's 7.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBSSX JPMorgan SmartRetirement Blend 2025 Fund | 3.36% | 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 | 7.88% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JBSSX and JEPAX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JBSSX has higher volatility (2.54%) compared to JEPAX (2.51%). In terms of maximum drawdown, JBSSX dropped -21.91% vs JEPAX's -32.69%.
JBSSX currently has the higher Sharpe Ratio (2.05 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JBSSX and JEPAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer