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JEPIX vs. AMECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEPIX vs. AMECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Income Fund Class I (JEPIX) and American Funds The Income Fund of America Class A (AMECX). The values are adjusted to include any dividend payments, if applicable.

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JEPIX vs. AMECX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JEPIX
JPMorgan Equity Premium Income Fund Class I
-2.35%7.82%12.43%9.68%-3.81%19.36%6.02%16.44%-9.93%
AMECX
American Funds The Income Fund of America Class A
1.48%17.77%10.84%6.79%-6.40%17.37%4.49%18.50%-6.13%

Returns By Period

In the year-to-date period, JEPIX achieves a -2.35% return, which is significantly lower than AMECX's 1.48% return.


JEPIX

1D
0.15%
1M
-7.28%
YTD
-2.35%
6M
0.41%
1Y
4.98%
3Y*
8.50%
5Y*
7.58%
10Y*

AMECX

1D
0.23%
1M
-5.74%
YTD
1.48%
6M
4.22%
1Y
14.19%
3Y*
11.95%
5Y*
7.95%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEPIX vs. AMECX - Expense Ratio Comparison

JEPIX has a 0.63% expense ratio, which is higher than AMECX's 0.56% expense ratio.


Return for Risk

JEPIX vs. AMECX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPIX
JEPIX Risk / Return Rank: 2020
Overall Rank
JEPIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JEPIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
JEPIX Omega Ratio Rank: 2323
Omega Ratio Rank
JEPIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JEPIX Martin Ratio Rank: 2222
Martin Ratio Rank

AMECX
AMECX Risk / Return Rank: 8181
Overall Rank
AMECX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AMECX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMECX Omega Ratio Rank: 8282
Omega Ratio Rank
AMECX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMECX Martin Ratio Rank: 8181
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.

JEPIX vs. AMECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and American Funds The Income Fund of America Class A (AMECX). 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.


JEPIXAMECXDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.55

-1.07

Sortino ratio

Return per unit of downside risk

0.78

2.13

-1.35

Omega ratio

Gain probability vs. loss probability

1.12

1.32

-0.19

Calmar ratio

Return relative to maximum drawdown

0.49

1.71

-1.22

Martin ratio

Return relative to average drawdown

2.28

8.01

-5.73

JEPIX vs. AMECX - Sharpe Ratio Comparison

The current JEPIX Sharpe Ratio is 0.48, which is lower than the AMECX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of JEPIX and AMECX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEPIXAMECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.55

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.85

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.25

Correlation

The correlation between JEPIX and AMECX is 0.80, 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.


Dividends

JEPIX vs. AMECX - Dividend Comparison

JEPIX's dividend yield for the trailing twelve months is around 7.69%, less than AMECX's 9.86% yield.


TTM20252024202320222021202020192018201720162015
JEPIX
JPMorgan Equity Premium Income Fund Class I
7.69%8.12%7.20%8.42%12.24%6.15%11.59%3.91%0.00%0.00%0.00%0.00%
AMECX
American Funds The Income Fund of America Class A
9.86%9.94%6.38%2.93%6.98%6.67%2.80%5.01%7.48%4.26%3.09%5.09%

Drawdowns

JEPIX vs. AMECX - Drawdown Comparison

The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum AMECX drawdown of -41.92%. Use the drawdown chart below to compare losses from any high point for JEPIX and AMECX.


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Drawdown Indicators


JEPIXAMECXDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-41.92%

+9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-8.19%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-13.67%

-15.78%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-26.13%

Current Drawdown

Current decline from peak

-7.28%

-5.74%

-1.54%

Average Drawdown

Average peak-to-trough decline

-3.19%

-4.46%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.74%

+0.50%

Volatility

JEPIX vs. AMECX - Volatility Comparison

JPMorgan Equity Premium Income Fund Class I (JEPIX) has a higher volatility of 3.47% compared to American Funds The Income Fund of America Class A (AMECX) at 2.94%. This indicates that JEPIX's price experiences larger fluctuations and is considered to be riskier than AMECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEPIXAMECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

2.94%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

5.49%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

9.48%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

9.44%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

10.66%

+4.18%