JEPAX vs. COWZ
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class A (JEPAX) and Pacer US Cash Cows 100 ETF (COWZ).
JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018. COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPAX or COWZ.
Performance
JEPAX vs. COWZ - Performance Comparison
Returns By Period
In the year-to-date period, JEPAX achieves a 15.48% return, which is significantly lower than COWZ's 16.97% return.
JEPAX
15.48%
1.14%
9.11%
17.93%
9.56%
N/A
COWZ
16.97%
3.83%
10.68%
22.98%
16.94%
N/A
Key characteristics
| JEPAX | COWZ | |
|---|---|---|
| Sharpe Ratio | 2.48 | 1.74 |
| Sortino Ratio | 3.57 | 2.52 |
| Omega Ratio | 1.50 | 1.30 |
| Calmar Ratio | 4.57 | 3.11 |
| Martin Ratio | 16.40 | 7.36 |
| Ulcer Index | 1.09% | 3.20% |
| Daily Std Dev | 7.22% | 13.55% |
| Max Drawdown | -32.68% | -38.63% |
| Current Drawdown | -0.54% | -0.50% |
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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.
Correlation
The correlation between JEPAX and COWZ is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
Dividends
JEPAX vs. COWZ - Dividend Comparison
JEPAX's dividend yield for the trailing twelve months is around 6.69%, more than COWZ's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | 6.69% | 8.19% | 11.97% | 7.36% | 11.35% | 7.51% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 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.
Volatility
JEPAX vs. COWZ - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class A (JEPAX) is 2.09%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 3.90%. 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.