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JEPI vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JEPI vs. VLUE

Last updated Jul 26, 2026
Documentation

JEPI (JPMorgan Equity Premium Income ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both exchange-traded funds - JEPI is a Dividend fund actively managed by JPMorgan, while VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. JEPI is actively managed, while VLUE is passively managed. Over the past 5 years, JEPI returned 7.17%/yr vs 16.55%/yr for VLUE. Their 0.71 correlation means they have sometimes moved together and sometimes differently. JEPI charges 0.35%/yr vs 0.15%/yr for VLUE.

Performance

JEPI vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Income ETF (JEPI) and iShares MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEPI achieves a 3.37% return, which is significantly lower than VLUE's 43.48% return.

JEPI

1D
0.67%
1M
2.00%
6M
1.35%
YTD
3.37%
1Y
7.34%
3Y*
8.83%
5Y*
7.17%
10Y*
—
ALL TIME*
11.13%

VLUE

1D
-0.49%
1M
-4.86%
6M
35.25%
YTD
43.48%
1Y
71.63%
3Y*
29.42%
5Y*
16.55%
10Y*
14.56%
ALL TIME*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

JEPI

JPMorgan Equity Premium Income ETF
$256.82M$259.30M$303.30M

VLUE

iShares MSCI USA Value Factor ETF
$165.60M$255.80M$278.61M

JEPI vs. VLUE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
JEPI
JPMorgan Equity Premium Income ETF		3.37%8.09%12.57%9.83%-3.49%21.52%18.39%
VLUE
iShares MSCI USA Value Factor ETF		43.48%32.67%7.25%14.26%-14.17%28.93%26.32%

Correlation

The correlation between JEPI and VLUE is 0.48, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.71

Over the past year, the correlation between JEPI and VLUE has dropped to 0.48 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

JEPI vs. VLUE - Sectors Allocation Comparison

Sectors
JEPI
VLUE

Technology

15.3%
43.1%

Healthcare

12.8%
7.8%

Industrials

10.7%
7.9%

Consumer Cyclical

10.0%
9.9%

Financial Services

9.1%
10.6%

Consumer Defensive

7.8%
4.2%

Communication Services

6.2%
8.7%

Utilities

4.8%
2.0%

Real Estate

2.6%
1.8%

Energy

2.5%
2.8%

Basic Materials

1.6%
1.2%

Technology

JEPI
15.3%
VLUE
43.1%

Healthcare

JEPI
12.8%
VLUE
7.8%

Industrials

JEPI
10.7%
VLUE
7.9%

Consumer Cyclical

JEPI
10.0%
VLUE
9.9%

Financial Services

JEPI
9.1%
VLUE
10.6%

Consumer Defensive

JEPI
7.8%
VLUE
4.2%

Communication Services

JEPI
6.2%
VLUE
8.7%

Utilities

JEPI
4.8%
VLUE
2.0%

Real Estate

JEPI
2.6%
VLUE
1.8%

Energy

JEPI
2.5%
VLUE
2.8%

Basic Materials

JEPI
1.6%
VLUE
1.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan Equity Premium Income ETF

iShares MSCI USA Value Factor ETF

Often compared with JEPI:
JEPI vs. JEPQJEPI vs. SCHDJEPI vs. SPYJEPI vs. QYLDJEPI vs. SPYIJEPI vs. QQQIJEPI vs. DIVO
Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. VTVVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHV

Return for Risk

JEPI vs. VLUE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JEPI
JEPI Risk / Return Rank: 3636
Overall Rank
JEPI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3838
Sortino Ratio Rank
JEPI Omega Ratio Rank: 3737
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3434
Calmar Ratio Rank
JEPI Martin Ratio Rank: 3434
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9797
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9696
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9797
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
Martin Ratio Rank
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 vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and iShares MSCI USA Value Factor ETF (VLUE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

JEPIVLUEDifference
Sharpe ratioReturn per unit of total volatility
0.95
3.60

-2.65

Sortino ratioReturn per unit of downside risk
1.42
4.66

-3.24

Omega ratioGain probability vs. loss probability

1.18

1.61

-0.43

Calmar ratioReturn relative to maximum drawdown

1.15

7.98

-6.83

Martin ratioReturn relative to average drawdown

3.22

27.87

-24.65

JEPI vs. VLUE - Sharpe Ratio Comparison

The current JEPI Sharpe Ratio is 0.95, which is lower than the VLUE Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of JEPI and VLUE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

JEPI vs. VLUE - Drawdown Comparison

The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for JEPI and VLUE.

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Drawdown Indicators

JEPIVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-13.71%

-39.47%

+25.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-9.04%

+2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.26%

-17.89%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-27.12%

+13.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.47%

—

Current Drawdown

Current decline from peak

-1.77%

-4.86%

+3.09%

Average Drawdown

Average peak-to-trough decline

-2.13%

-5.99%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.58%

-0.21%

Volatility

JEPI vs. VLUE - Volatility Comparison

The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 1.95%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 7.20%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JEPIVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

7.20%

-5.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.22%

17.11%

-10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

8.06%

20.08%

-12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.09%

18.29%

-7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.74%

20.00%

-9.26%

JEPI vs. VLUE - Expense Ratio Comparison

JEPI has a 0.35% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

JEPI vs. VLUE - Dividend Comparison

JEPI's dividend yield for the trailing twelve months is around 8.05%, more than VLUE's 1.44% yield.

PositionTTM20252024202320222021202020192018201720162015
JEPI
JPMorgan Equity Premium Income ETF		8.05%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%
VLUE
iShares MSCI USA Value Factor ETF		1.44%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

JEPI and VLUE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLUE has higher volatility (7.20%) compared to JEPI (1.95%). In terms of maximum drawdown, JEPI dropped -13.71% vs VLUE's -39.47%.

On 5-year performance, VLUE leads with 16.55% vs 7.17% for JEPI. On fees, VLUE is cheaper at 0.15% per year. On volatility, JEPI has been the lower-risk option at 1.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VLUE has performed better with a 16.55% return vs 7.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE is cheaper with a 0.15% expense ratio, compared with 0.35% for JEPI.

JEPI has the higher dividend yield at 8.05%, compared with 1.44% for VLUE.

JEPI is categorized as Dividend, while VLUE is Large Cap Value Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPI and 0.15% for VLUE.

VLUE currently has the higher Sharpe Ratio (3.60 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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