JEPAX vs. NIE
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class A (JEPAX) and Virtus Equity & Convertible Income Fund (NIE).
JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018. NIE is an actively managed fund by Virtus. It was launched on Feb 27, 2007.
Performance
JEPAX vs. NIE - Performance Comparison
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JEPAX vs. NIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.48% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
NIE Virtus Equity & Convertible Income Fund | -3.19% | 12.15% | 28.64% | 26.71% | -26.73% | 18.89% | 33.78% | 12.03% |
Returns By Period
In the year-to-date period, JEPAX achieves a -0.48% return, which is significantly higher than NIE's -3.19% return.
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
- —
NIE
- 1D
- 1.16%
- 1M
- -4.91%
- YTD
- -3.19%
- 6M
- -0.16%
- 1Y
- 18.04%
- 3Y*
- 16.95%
- 5Y*
- 8.79%
- 10Y*
- 13.00%
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JEPAX vs. NIE - Expense Ratio Comparison
JEPAX has a 0.85% expense ratio, which is lower than NIE's 1.12% expense ratio.
Return for Risk
JEPAX vs. NIE — Risk / Return Rank
JEPAX
NIE
JEPAX vs. NIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and Virtus Equity & Convertible Income Fund (NIE). 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.
| JEPAX | NIE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.03 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.53 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.46 | -0.67 |
Martin ratioReturn relative to average drawdown | 3.66 | 6.65 | -2.99 |
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
| JEPAX | NIE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.03 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.50 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.41 | +0.12 |
Correlation
The correlation between JEPAX and NIE is 0.61, 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.
Dividends
JEPAX vs. NIE - Dividend Comparison
JEPAX's dividend yield for the trailing twelve months is around 7.31%, less than NIE's 10.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NIE Virtus Equity & Convertible Income Fund | 10.69% | 10.14% | 8.11% | 9.56% | 21.81% | 10.86% | 5.37% | 6.71% | 8.20% | 7.19% | 8.25% | 8.46% |
Drawdowns
JEPAX vs. NIE - Drawdown Comparison
The maximum JEPAX drawdown since its inception was -32.69%, smaller than the maximum NIE drawdown of -57.90%. Use the drawdown chart below to compare losses from any high point for JEPAX and NIE.
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Drawdown Indicators
| JEPAX | NIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -57.90% | +25.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -12.51% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -13.74% | -31.04% | +17.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.99% | — |
Current DrawdownCurrent decline from peak | -5.53% | -6.09% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -8.07% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.75% | -0.49% |
Volatility
JEPAX vs. NIE - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class A (JEPAX) is 4.15%, while Virtus Equity & Convertible Income Fund (NIE) has a volatility of 5.23%. This indicates that JEPAX experiences smaller price fluctuations and is considered to be less risky than NIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPAX | NIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.23% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.78% | 8.56% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 17.66% | -3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 17.54% | -6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 19.71% | -4.67% |