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

Correlation

The correlation between JEPAX and PFF is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

JEPAX vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Income Fund Class A (JEPAX) and iShares Preferred and Income Securities ETF (PFF). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
81.24%
24.20%
JEPAX
PFF

Key characteristics

Sharpe Ratio

JEPAX:

0.48

PFF:

0.46

Sortino Ratio

JEPAX:

0.77

PFF:

0.73

Omega Ratio

JEPAX:

1.12

PFF:

1.09

Calmar Ratio

JEPAX:

0.52

PFF:

0.40

Martin Ratio

JEPAX:

2.26

PFF:

1.24

Ulcer Index

JEPAX:

3.03%

PFF:

3.44%

Daily Std Dev

JEPAX:

14.10%

PFF:

9.23%

Max Drawdown

JEPAX:

-32.69%

PFF:

-65.55%

Current Drawdown

JEPAX:

-4.64%

PFF:

-6.58%

Returns By Period

In the year-to-date period, JEPAX achieves a -0.81% return, which is significantly higher than PFF's -1.96% return.


JEPAX

YTD

-0.81%

1M

-1.53%

6M

-1.13%

1Y

7.52%

5Y*

11.34%

10Y*

N/A

PFF

YTD

-1.96%

1M

-0.93%

6M

-4.27%

1Y

2.97%

5Y*

3.27%

10Y*

2.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JEPAX vs. PFF - Expense Ratio Comparison

JEPAX has a 0.85% expense ratio, which is higher than PFF's 0.46% 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 PFF: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFF: 0.46%

Risk-Adjusted Performance

JEPAX vs. PFF — 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 5858
Overall Rank
The Sharpe Ratio Rank of JEPAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPAX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEPAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JEPAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JEPAX is 6161
Martin Ratio Rank

PFF
The Risk-Adjusted Performance Rank of PFF is 4848
Overall Rank
The Sharpe Ratio Rank of PFF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of PFF is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PFF is 4444
Omega Ratio Rank
The Calmar Ratio Rank of PFF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PFF is 4545
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. PFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and iShares Preferred and Income Securities ETF (PFF). 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 0.48, compared to the broader market-2.00-1.000.001.002.003.00
JEPAX: 0.48
PFF: 0.20
The chart of Sortino ratio for JEPAX, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.00
JEPAX: 0.77
PFF: 0.35
The chart of Omega ratio for JEPAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
JEPAX: 1.12
PFF: 1.04
The chart of Calmar ratio for JEPAX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
JEPAX: 0.52
PFF: 0.17
The chart of Martin ratio for JEPAX, currently valued at 2.26, compared to the broader market0.0010.0020.0030.0040.00
JEPAX: 2.26
PFF: 0.54

The current JEPAX Sharpe Ratio is 0.48, which is comparable to the PFF Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of JEPAX and PFF, 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-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.48
0.20
JEPAX
PFF

Dividends

JEPAX vs. PFF - Dividend Comparison

JEPAX's dividend yield for the trailing twelve months is around 7.71%, more than PFF's 6.70% yield.


TTM20242023202220212020201920182017201620152014
JEPAX
JPMorgan Equity Premium Income Fund Class A
7.71%6.95%8.19%11.98%7.34%11.35%7.51%0.00%0.00%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
6.70%6.32%6.63%5.55%4.45%4.79%5.31%6.32%5.59%5.85%5.76%6.32%

Drawdowns

JEPAX vs. PFF - Drawdown Comparison

The maximum JEPAX drawdown since its inception was -32.69%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for JEPAX and PFF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-4.64%
-6.58%
JEPAX
PFF

Volatility

JEPAX vs. PFF - Volatility Comparison

JPMorgan Equity Premium Income Fund Class A (JEPAX) has a higher volatility of 11.34% compared to iShares Preferred and Income Securities ETF (PFF) at 5.40%. This indicates that JEPAX's price experiences larger fluctuations and is considered to be riskier than PFF 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%December2025FebruaryMarchAprilMay
11.34%
5.40%
JEPAX
PFF