JEPI vs. PFF
Compare and contrast key facts about JPMorgan Equity Premium Income ETF (JEPI) and iShares Preferred and Income Securities ETF (PFF).
JEPI and PFF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020. PFF is a passively managed fund by iShares that tracks the performance of the S&P U.S. Preferred Stock Index. It was launched on Mar 30, 2007.
Performance
JEPI vs. PFF - Performance Comparison
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JEPI vs. PFF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
PFF iShares Preferred and Income Securities ETF | -1.42% | 4.87% | 7.24% | 9.22% | -18.19% | 7.15% | 16.47% |
Returns By Period
In the year-to-date period, JEPI achieves a 0.20% return, which is significantly higher than PFF's -1.42% return.
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
PFF
- 1D
- 0.66%
- 1M
- -3.37%
- YTD
- -1.42%
- 6M
- -1.65%
- 1Y
- 4.61%
- 3Y*
- 5.39%
- 5Y*
- 1.02%
- 10Y*
- 3.24%
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JEPI vs. PFF - Expense Ratio Comparison
JEPI has a 0.35% expense ratio, which is lower than PFF's 0.46% expense ratio.
Return for Risk
JEPI vs. PFF — Risk / Return Rank
JEPI
PFF
JEPI vs. PFF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and iShares Preferred and Income Securities ETF (PFF). 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 | PFF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.56 | +0.04 |
Sortino ratioReturn per unit of downside risk | 0.93 | 0.82 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.80 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.15 | 2.28 | +1.87 |
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 | PFF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.56 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.10 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.20 | +0.84 |
Correlation
The correlation between JEPI and PFF is 0.58, 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 vs. PFF - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 8.40%, more than PFF's 5.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFF iShares Preferred and Income Securities ETF | 5.97% | 6.30% | 6.32% | 6.63% | 6.01% | 4.45% | 4.79% | 5.31% | 6.32% | 5.59% | 5.85% | 5.76% |
Drawdowns
JEPI vs. PFF - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for JEPI and PFF.
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Drawdown Indicators
| JEPI | PFF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -65.55% | +51.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.28% | -5.28% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -21.05% | +7.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.10% | — |
Current DrawdownCurrent decline from peak | -4.79% | -4.65% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -5.81% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.84% | +0.26% |
Volatility
JEPI vs. PFF - Volatility Comparison
JPMorgan Equity Premium Income ETF (JEPI) has a higher volatility of 3.95% compared to iShares Preferred and Income Securities ETF (PFF) at 2.59%. This indicates that JEPI's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI | PFF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 2.59% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 5.10% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 8.32% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.06% | 10.26% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.89% | 12.63% | -1.74% |