JEPI vs. SCHD
Compare and contrast key facts about JPMorgan Equity Premium Income ETF (JEPI) and Schwab US Dividend Equity ETF (SCHD).
JEPI and SCHD 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 Chase. It was launched on May 20, 2020. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPI or SCHD.
Performance
JEPI vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, JEPI achieves a 14.85% return, which is significantly lower than SCHD's 16.26% return.
JEPI
14.85%
0.36%
7.81%
17.75%
N/A
N/A
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| JEPI | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.27 |
| Sortino Ratio | 3.57 | 3.27 |
| Omega Ratio | 1.51 | 1.40 |
| Calmar Ratio | 4.69 | 3.34 |
| Martin Ratio | 18.13 | 12.25 |
| Ulcer Index | 1.00% | 2.05% |
| Daily Std Dev | 7.05% | 11.06% |
| Max Drawdown | -13.71% | -33.37% |
| Current Drawdown | -1.00% | -1.54% |
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JEPI vs. SCHD - Expense Ratio Comparison
JEPI has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between JEPI and SCHD is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
JEPI vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
JEPI vs. SCHD - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 7.12%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.12% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JEPI vs. SCHD - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JEPI and SCHD. For additional features, visit the drawdowns tool.
Volatility
JEPI vs. SCHD - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.14%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.39%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.