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

Key characteristics


JEPAXVWINX
YTD Return6.89%2.63%
1Y Return12.38%9.24%
3Y Return (Ann)7.53%1.39%
5Y Return (Ann)9.18%4.94%
10Y Return (Ann)0.99%5.26%
Sharpe Ratio1.691.20
Daily Std Dev7.29%7.65%
Max Drawdown-52.86%-21.72%
Current Drawdown-3.67%-0.19%

Correlation

-0.50.00.51.00.6

The correlation between JEPAX and VWINX is 0.60, 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. VWINX - Performance Comparison

In the year-to-date period, JEPAX achieves a 6.89% return, which is significantly higher than VWINX's 2.63% return. Over the past 10 years, JEPAX has underperformed VWINX with an annualized return of 0.99%, while VWINX has yielded a comparatively higher 5.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
56.32%
145.80%
JEPAX
VWINX

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


JPMorgan Equity Premium Income Fund Class A

Vanguard Wellesley Income Fund Investor Shares

JEPAX vs. VWINX - Expense Ratio Comparison

JEPAX has a 0.85% expense ratio, which is higher than VWINX's 0.23% 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 VWINX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

JEPAX vs. VWINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and Vanguard Wellesley Income Fund Investor Shares (VWINX). 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
Sharpe ratio
The chart of Sharpe ratio for JEPAX, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for JEPAX, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.0010.0012.002.43
Omega ratio
The chart of Omega ratio for JEPAX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for JEPAX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.000.72
Martin ratio
The chart of Martin ratio for JEPAX, currently valued at 6.90, compared to the broader market0.0020.0040.0060.0080.006.90
VWINX
Sharpe ratio
The chart of Sharpe ratio for VWINX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.001.22
Sortino ratio
The chart of Sortino ratio for VWINX, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.0012.001.82
Omega ratio
The chart of Omega ratio for VWINX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for VWINX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.000.77
Martin ratio
The chart of Martin ratio for VWINX, currently valued at 3.72, compared to the broader market0.0020.0040.0060.0080.003.72

JEPAX vs. VWINX - Sharpe Ratio Comparison

The current JEPAX Sharpe Ratio is 1.69, which is higher than the VWINX Sharpe Ratio of 1.20. The chart below compares the 12-month rolling Sharpe Ratio of JEPAX and VWINX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.69
1.22
JEPAX
VWINX

Dividends

JEPAX vs. VWINX - Dividend Comparison

JEPAX's dividend yield for the trailing twelve months is around 6.91%, more than VWINX's 4.70% yield.


TTM20232022202120202019201820172016201520142013
JEPAX
JPMorgan Equity Premium Income Fund Class A
6.91%8.19%11.98%7.34%11.35%7.51%0.00%0.00%0.00%0.00%0.00%0.00%
VWINX
Vanguard Wellesley Income Fund Investor Shares
4.70%4.73%7.67%6.03%4.30%3.94%7.56%4.00%4.00%5.60%4.92%5.79%

Drawdowns

JEPAX vs. VWINX - Drawdown Comparison

The maximum JEPAX drawdown since its inception was -52.86%, which is greater than VWINX's maximum drawdown of -21.72%. Use the drawdown chart below to compare losses from any high point for JEPAX and VWINX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-3.67%
-0.19%
JEPAX
VWINX

Volatility

JEPAX vs. VWINX - Volatility Comparison

JPMorgan Equity Premium Income Fund Class A (JEPAX) has a higher volatility of 1.65% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 1.39%. This indicates that JEPAX's price experiences larger fluctuations and is considered to be riskier than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
1.65%
1.39%
JEPAX
VWINX