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

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.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.11%
7.67%
JEPAX
PFF

Returns By Period

In the year-to-date period, JEPAX achieves a 15.48% return, which is significantly higher than PFF's 10.17% return.


JEPAX

YTD

15.48%

1M

1.14%

6M

9.11%

1Y

17.93%

5Y (annualized)

9.56%

10Y (annualized)

N/A

PFF

YTD

10.17%

1M

-1.37%

6M

7.67%

1Y

16.15%

5Y (annualized)

2.93%

10Y (annualized)

3.67%

Key characteristics


JEPAXPFF
Sharpe Ratio2.481.93
Sortino Ratio3.572.70
Omega Ratio1.501.35
Calmar Ratio4.571.00
Martin Ratio16.4010.37
Ulcer Index1.09%1.50%
Daily Std Dev7.22%8.07%
Max Drawdown-32.68%-65.55%
Current Drawdown-0.54%-2.10%

Compare stocks, funds, or ETFs

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JEPAX vs. PFF - Expense Ratio Comparison

JEPAX has a 0.85% expense ratio, which is higher than PFF's 0.46% expense ratio.


JEPAX
JPMorgan Equity Premium Income Fund Class A
Expense ratio chart for JEPAX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for PFF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Correlation

-0.50.00.51.00.6

The correlation between JEPAX and PFF is 0.56, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for JEPAX, currently valued at 2.48, compared to the broader market-1.000.001.002.003.004.005.002.482.01
The chart of Sortino ratio for JEPAX, currently valued at 3.57, compared to the broader market0.005.0010.003.572.81
The chart of Omega ratio for JEPAX, currently valued at 1.50, compared to the broader market1.002.003.004.001.501.37
The chart of Calmar ratio for JEPAX, currently valued at 4.57, compared to the broader market0.005.0010.0015.0020.004.571.04
The chart of Martin ratio for JEPAX, currently valued at 16.40, compared to the broader market0.0020.0040.0060.0080.00100.0016.4010.76
JEPAX
PFF

The current JEPAX Sharpe Ratio is 2.48, which is comparable to the PFF Sharpe Ratio of 1.93. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.48
2.01
JEPAX
PFF

Dividends

JEPAX vs. PFF - Dividend Comparison

JEPAX's dividend yield for the trailing twelve months is around 6.69%, more than PFF's 6.16% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
6.16%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%6.61%

Drawdowns

JEPAX vs. PFF - Drawdown Comparison

The maximum JEPAX drawdown since its inception was -32.68%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.54%
-2.10%
JEPAX
PFF

Volatility

JEPAX vs. PFF - Volatility Comparison

The current volatility for JPMorgan Equity Premium Income Fund Class A (JEPAX) is 2.09%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.57%. This indicates that JEPAX experiences smaller price fluctuations and is considered to be less risky than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.09%
2.57%
JEPAX
PFF