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JEPAX vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEPAX and COWZ is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

JEPAX vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Income Fund Class A (JEPAX) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
81.28%
129.60%
JEPAX
COWZ

Key characteristics

Sharpe Ratio

JEPAX:

0.48

COWZ:

-0.10

Sortino Ratio

JEPAX:

0.77

COWZ:

-0.01

Omega Ratio

JEPAX:

1.13

COWZ:

1.00

Calmar Ratio

JEPAX:

0.52

COWZ:

-0.08

Martin Ratio

JEPAX:

2.26

COWZ:

-0.28

Ulcer Index

JEPAX:

3.03%

COWZ:

6.61%

Daily Std Dev

JEPAX:

14.10%

COWZ:

18.96%

Max Drawdown

JEPAX:

-32.68%

COWZ:

-38.63%

Current Drawdown

JEPAX:

-4.64%

COWZ:

-14.09%

Returns By Period

In the year-to-date period, JEPAX achieves a -0.81% return, which is significantly higher than COWZ's -7.07% return.


JEPAX

YTD

-0.81%

1M

7.74%

6M

-1.00%

1Y

6.84%

5Y*

11.39%

10Y*

N/A

COWZ

YTD

-7.07%

1M

6.41%

6M

-8.39%

1Y

-2.83%

5Y*

19.31%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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JEPAX vs. COWZ - Expense Ratio Comparison

JEPAX has a 0.85% expense ratio, which is higher than COWZ's 0.49% expense ratio.


Expense ratio chart for JEPAX: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPAX: 0.85%
Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%

Risk-Adjusted Performance

JEPAX vs. COWZ — Risk-Adjusted Performance Rank

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

JEPAX
The Risk-Adjusted Performance Rank of JEPAX is 4949
Overall Rank
The Sharpe Ratio Rank of JEPAX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPAX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of JEPAX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of JEPAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JEPAX is 5454
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1212
Overall Rank
The Sharpe Ratio Rank of COWZ is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1212
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1212
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 1212
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEPAX vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and Pacer US Cash Cows 100 ETF (COWZ). 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.


The chart of Sharpe ratio for JEPAX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.00
JEPAX: 0.45
COWZ: -0.18
The chart of Sortino ratio for JEPAX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
JEPAX: 0.72
COWZ: -0.13
The chart of Omega ratio for JEPAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
JEPAX: 1.12
COWZ: 0.98
The chart of Calmar ratio for JEPAX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.00
JEPAX: 0.48
COWZ: -0.16
The chart of Martin ratio for JEPAX, currently valued at 2.07, compared to the broader market0.0010.0020.0030.0040.00
JEPAX: 2.07
COWZ: -0.53

The current JEPAX Sharpe Ratio is 0.48, which is higher than the COWZ Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of JEPAX and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.45
-0.18
JEPAX
COWZ

Dividends

JEPAX vs. COWZ - Dividend Comparison

JEPAX's dividend yield for the trailing twelve months is around 7.72%, more than COWZ's 1.94% yield.


TTM202420232022202120202019201820172016
JEPAX
JPMorgan Equity Premium Income Fund Class A
7.72%6.96%8.19%11.97%7.36%11.35%7.51%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.94%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%

Drawdowns

JEPAX vs. COWZ - Drawdown Comparison

The maximum JEPAX drawdown since its inception was -32.68%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for JEPAX and COWZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.64%
-14.09%
JEPAX
COWZ

Volatility

JEPAX vs. COWZ - Volatility Comparison

The current volatility for JPMorgan Equity Premium Income Fund Class A (JEPAX) is 10.87%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 11.88%. This indicates that JEPAX experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.87%
11.88%
JEPAX
COWZ