JEPI vs. JEPIX

In the year-to-date period, JEPI achieves a -0.85% return, which is significantly higher than JEPIX's -1.72% return.

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JEPI has a 0.35% expense ratio, which is lower than JEPIX's 0.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.

The current JEPI Sharpe Ratio is 0.40, which is comparable to the JEPIX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of JEPI and JEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JEPI's dividend yield for the trailing twelve months is around 8.09%, which matches JEPIX's 8.05% yield.

The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JEPI and JEPIX.

The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.14%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 2.41%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.