JEPI.TO vs. VOOG

Last updated Jun 4, 2026

JEPI.TO (JPMorgan US Equity Premium Income Active ETF) and VOOG (Vanguard S&P 500 Growth ETF) are both exchange-traded funds - JEPI.TO is a Derivative Income fund actively managed by JPMorgan, while VOOG is a S&P 500 fund tracking the S&P 500 Growth Index. JEPI.TO is actively managed, while VOOG is passively managed. Over the past year, JEPI.TO returned 9.33% vs 35.77% for VOOG. At a 0.45 correlation, their price movements are largely independent. JEPI.TO charges 0.35%/yr vs 0.07%/yr for VOOG.

Performance

JEPI.TO vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in JPMorgan US Equity Premium Income Active ETF (JEPI.TO) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

JEPI.TO is traded in CAD, while VOOG is traded in USD. To make them comparable, the VOOG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEPI.TO achieves a 1.48% return, which is significantly lower than VOOG's 15.23% return.

JEPI.TO

• 1D: 0.57%
• 1M: 0.42%
• YTD: 1.48%
• 6M: 0.23%
• 1Y: 9.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VOOG

• 1D: -0.52%
• 1M: 9.59%
• YTD: 15.23%
• 6M: 13.14%
• 1Y: 35.77%
• 3Y*: 29.62%
• 5Y*: 19.34%
• 10Y*: 19.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPI.TO vs. VOOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEPI.TO JPMorgan US Equity Premium Income Active ETF	1.48%	3.09%	7.35%
VOOG Vanguard S&P 500 Growth ETF	15.23%	16.51%	14.75%

Correlation

The correlation between JEPI.TO and VOOG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024	0.45

The correlation between JEPI.TO and VOOG shifts across timeframes, from 0.30 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JEPI.TO vs. VOOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPI.TO

JEPI.TO Risk / Return Rank: 28
JEPI.TO Sharpe Ratio Rank: 26
JEPI.TO Sortino Ratio Rank: 25
JEPI.TO Omega Ratio Rank: 25
JEPI.TO Calmar Ratio Rank: 35
JEPI.TO Martin Ratio Rank: 30

VOOG

VOOG Risk / Return Rank: 58
VOOG Sharpe Ratio Rank: 63
VOOG Sortino Ratio Rank: 61
VOOG Omega Ratio Rank: 59
VOOG Calmar Ratio Rank: 50
VOOG Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEPI.TO vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active ETF (JEPI.TO) and Vanguard S&P 500 Growth ETF (VOOG). 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.

	JEPI.TO	VOOG	Difference
Sharpe ratio: Return per unit of total volatility	0.94	2.32	-1.37
Sortino ratio: Return per unit of downside risk	1.38	3.10	-1.72
Omega ratio: Gain probability vs. loss probability	1.17	1.41	-0.24
Calmar ratio: Return relative to maximum drawdown	1.76	2.58	-0.82
Martin ratio: Return relative to average drawdown	4.49	9.08	-4.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEPI.TO vs. VOOG - Sharpe Ratio Comparison

The current JEPI.TO Sharpe Ratio is 0.94, which is lower than the VOOG Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of JEPI.TO and VOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JEPI.TO	VOOG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	2.32	-1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.00	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.13	-0.57

Drawdowns

JEPI.TO vs. VOOG - Drawdown Comparison

The maximum JEPI.TO drawdown since its inception was -14.36%, smaller than the maximum VOOG drawdown of -30.38%. Use the drawdown chart below to compare losses from any high point for JEPI.TO and VOOG.

Drawdown Indicators

	JEPI.TO	VOOG	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	-30.38%	+16.02%
Max Drawdown (1Y) Largest decline over 1 year	-5.32%	-13.91%	+8.59%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.38%	—
Current Drawdown Current decline from peak	-3.06%	-0.52%	-2.54%
Average Drawdown Average peak-to-trough decline	-3.38%	-4.60%	+1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	3.95%	-1.87%

Volatility

JEPI.TO vs. VOOG - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active ETF (JEPI.TO) is 2.14%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.18%. This indicates that JEPI.TO experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEPI.TO	VOOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.14%	4.18%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	7.68%	12.04%	-4.36%
Volatility (1Y) Calculated over the trailing 1-year period	9.92%	15.52%	-5.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.92%	19.48%	-6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.92%	19.17%	-6.25%

JEPI.TO vs. VOOG - Expense Ratio Comparison

JEPI.TO has a 0.35% expense ratio, which is higher than VOOG's 0.07% expense ratio.

Dividends

JEPI.TO vs. VOOG - Dividend Comparison

JEPI.TO's dividend yield for the trailing twelve months is around 7.90%, more than VOOG's 0.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPI.TO JPMorgan US Equity Premium Income Active ETF	7.90%	7.56%	3.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOOG Vanguard S&P 500 Growth ETF	0.44%	0.49%	0.49%	1.12%	0.93%	0.53%	0.88%	1.26%	1.34%	1.32%	1.47%	1.56%

Frequently Asked Questions

Can I hold both JEPI.TO and VOOG in my portfolio?

JEPI.TO and VOOG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JEPI.TO or VOOG?

On fees, VOOG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JEPI.TO or VOOG?

VOOG is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPI.TO.

What is the main difference between JEPI.TO and VOOG?

JEPI.TO is categorized as Derivative Income, while VOOG is S&P 500. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.35% for JEPI.TO and 0.07% for VOOG.