JEPAX vs. SCHD
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class A (JEPAX) and Schwab U.S. Dividend Equity ETF (SCHD).
JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
JEPAX vs. SCHD - Performance Comparison
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JEPAX vs. SCHD - 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% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 14.21% |
Returns By Period
In the year-to-date period, JEPAX achieves a -0.48% return, which is significantly lower than SCHD's 12.17% return.
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
- —
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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JEPAX vs. SCHD - Expense Ratio Comparison
JEPAX has a 0.85% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
JEPAX vs. SCHD — Risk / Return Rank
JEPAX
SCHD
JEPAX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.88 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.32 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.05 | -0.25 |
Martin ratioReturn relative to average drawdown | 3.66 | 3.55 | +0.11 |
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 | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.88 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.58 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.84 | -0.31 |
Correlation
The correlation between JEPAX and SCHD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JEPAX vs. SCHD - Dividend Comparison
JEPAX's dividend yield for the trailing twelve months is around 7.31%, more than SCHD's 3.46% 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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
JEPAX vs. SCHD - Drawdown Comparison
The maximum JEPAX drawdown since its inception was -32.69%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JEPAX and SCHD.
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Drawdown Indicators
| JEPAX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -33.37% | +0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -12.74% | +2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -13.74% | -16.85% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -5.53% | -3.43% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -3.34% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 3.75% | -1.49% |
Volatility
JEPAX vs. SCHD - Volatility Comparison
JPMorgan Equity Premium Income Fund Class A (JEPAX) has a higher volatility of 4.15% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that JEPAX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPAX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 2.33% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 6.78% | 7.96% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 15.69% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 14.40% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 16.70% | -1.66% |