JCMAX vs. JEPIX
Compare and contrast key facts about JPMorgan Mid Cap Equity Fund Class A (JCMAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JCMAX is managed by JPMorgan. It was launched on Nov 2, 2009. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JCMAX vs. JEPIX - Performance Comparison
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JCMAX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JCMAX JPMorgan Mid Cap Equity Fund Class A | -2.67% | 5.82% | 18.44% | 15.87% | -16.24% | 19.67% | 22.33% | 32.37% | -16.64% |
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, JCMAX achieves a -2.67% return, which is significantly lower than JEPIX's -2.35% return.
JCMAX
- 1D
- -0.50%
- 1M
- -7.88%
- YTD
- -2.67%
- 6M
- -3.02%
- 1Y
- 7.87%
- 3Y*
- 11.07%
- 5Y*
- 5.58%
- 10Y*
- 10.46%
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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JCMAX vs. JEPIX - Expense Ratio Comparison
JCMAX has a 1.14% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
JCMAX vs. JEPIX — Risk / Return Rank
JCMAX
JEPIX
JCMAX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund Class A (JCMAX) 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.
| JCMAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.48 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.79 | 0.78 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.49 | +0.05 |
Martin ratioReturn relative to average drawdown | 2.38 | 2.28 | +0.10 |
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
| JCMAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.67 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.47 | +0.18 |
Correlation
The correlation between JCMAX and JEPIX is 0.77, 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
JCMAX vs. JEPIX - Dividend Comparison
JCMAX's dividend yield for the trailing twelve months is around 6.33%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCMAX JPMorgan Mid Cap Equity Fund Class A | 6.33% | 6.16% | 8.60% | 0.31% | 2.63% | 7.65% | 11.63% | 8.54% | 12.89% | 5.69% | 3.23% | 5.06% |
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
JCMAX vs. JEPIX - Drawdown Comparison
The maximum JCMAX drawdown since its inception was -38.33%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JCMAX and JEPIX.
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Drawdown Indicators
| JCMAX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.33% | -32.63% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -10.49% | -1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -13.67% | -11.59% |
Max Drawdown (10Y)Largest decline over 10 years | -38.33% | — | — |
Current DrawdownCurrent decline from peak | -8.26% | -7.28% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -3.19% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.24% | +0.53% |
Volatility
JCMAX vs. JEPIX - Volatility Comparison
JPMorgan Mid Cap Equity Fund Class A (JCMAX) has a higher volatility of 4.42% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that JCMAX's price experiences larger fluctuations and is considered to be riskier 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
| JCMAX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.47% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 6.47% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 13.70% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 11.39% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 14.84% | +4.75% |