JEPI.TO vs. VOOG
Compare and contrast key facts about JPMorgan US Equity Premium Income Active ETF (JEPI.TO) and Vanguard S&P 500 Growth ETF (VOOG).
JEPI.TO and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPI.TO is an actively managed fund by JPMorgan. It was launched on Sep 27, 2024. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
JEPI.TO vs. VOOG - Performance Comparison
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JEPI.TO vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI.TO JPMorgan US Equity Premium Income Active ETF | 1.66% | 3.09% | 7.35% |
VOOG Vanguard S&P 500 Growth ETF | -6.93% | 16.51% | 14.75% |
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 1.66% return, which is significantly higher than VOOG's -10.45% return.
JEPI.TO
- 1D
- 1.78%
- 1M
- -2.89%
- YTD
- 1.66%
- 6M
- 3.43%
- 1Y
- 4.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOOG
- 1D
- 0.00%
- 1M
- -7.12%
- YTD
- -10.45%
- 6M
- -9.75%
- 1Y
- 13.97%
- 3Y*
- 21.39%
- 5Y*
- 13.63%
- 10Y*
- 16.03%
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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.
Return for Risk
JEPI.TO vs. VOOG — Risk / Return Rank
JEPI.TO
VOOG
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 ratioReturn per unit of total volatility | 0.32 | 0.65 | -0.33 |
Sortino ratioReturn per unit of downside risk | 0.53 | 1.04 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.15 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.07 | -0.51 |
Martin ratioReturn relative to average drawdown | 1.79 | 3.46 | -1.67 |
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
| JEPI.TO | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.65 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.03 | -0.42 |
Correlation
The correlation between JEPI.TO and VOOG is 0.53, 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.
Dividends
JEPI.TO vs. VOOG - Dividend Comparison
JEPI.TO's dividend yield for the trailing twelve months is around 7.70%, more than VOOG's 0.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI.TO JPMorgan US Equity Premium Income Active ETF | 7.70% | 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 | 0.54% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
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.
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Drawdown Indicators
| JEPI.TO | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -32.73% | +18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -13.71% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.73% | — |
Current DrawdownCurrent decline from peak | -2.89% | -10.25% | +7.36% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -5.00% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.50% | -0.18% |
Volatility
JEPI.TO vs. VOOG - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active ETF (JEPI.TO) is 3.87%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.59%. 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.
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Volatility by Period
| JEPI.TO | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 5.59% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 11.86% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 21.59% | -6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 19.38% | -5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.40% | 19.09% | -5.69% |