JEPAX vs. PFF
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class A (JEPAX) and iShares Preferred and Income Securities ETF (PFF).
JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018. PFF is a passively managed fund by iShares that tracks the performance of the S&P U.S. Preferred Stock Index. It was launched on Mar 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPAX or PFF.
Key characteristics
| JEPAX | PFF | |
|---|---|---|
| YTD Return | 15.95% | 10.34% |
| 1Y Return | 19.65% | 17.33% |
| 3Y Return (Ann) | 7.83% | 0.07% |
| 5Y Return (Ann) | 9.67% | 2.91% |
| Sharpe Ratio | 2.75 | 2.21 |
| Sortino Ratio | 3.97 | 3.09 |
| Omega Ratio | 1.56 | 1.41 |
| Calmar Ratio | 5.00 | 1.10 |
| Martin Ratio | 18.20 | 12.37 |
| Ulcer Index | 1.08% | 1.45% |
| Daily Std Dev | 7.16% | 8.12% |
| Max Drawdown | -32.68% | -65.55% |
| Current Drawdown | -0.13% | -1.95% |
Correlation
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.
Performance
JEPAX vs. PFF - Performance Comparison
In the year-to-date period, JEPAX achieves a 15.95% return, which is significantly higher than PFF's 10.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
JEPAX vs. PFF - Dividend Comparison
JEPAX's dividend yield for the trailing twelve months is around 6.66%, more than PFF's 6.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | 6.66% | 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 | 6.15% | 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.
Volatility
JEPAX vs. PFF - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class A (JEPAX) is 1.80%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.78%. 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.