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JEPIX vs. AMECX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEPIX and AMECX is 0.76, 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.


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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Key characteristics

Sharpe Ratio

JEPIX:

0.40

AMECX:

1.02

Sortino Ratio

JEPIX:

0.68

AMECX:

1.38

Omega Ratio

JEPIX:

1.11

AMECX:

1.21

Calmar Ratio

JEPIX:

0.45

AMECX:

1.24

Martin Ratio

JEPIX:

1.87

AMECX:

4.87

Ulcer Index

JEPIX:

3.16%

AMECX:

2.18%

Daily Std Dev

JEPIX:

14.17%

AMECX:

10.52%

Max Drawdown

JEPIX:

-32.63%

AMECX:

-43.53%

Current Drawdown

JEPIX:

-3.98%

AMECX:

0.00%

Returns By Period

In the year-to-date period, JEPIX achieves a -0.15% return, which is significantly lower than AMECX's 7.39% return.


JEPIX

YTD

-0.15%

1M

5.61%

6M

-1.65%

1Y

5.69%

3Y*

9.37%

5Y*

11.46%

10Y*

N/A

AMECX

YTD

7.39%

1M

5.47%

6M

3.28%

1Y

10.64%

3Y*

6.52%

5Y*

8.59%

10Y*

5.06%

*Annualized

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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.


Risk-Adjusted Performance

JEPIX vs. AMECX — Risk-Adjusted Performance Rank

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

JEPIX
The Risk-Adjusted Performance Rank of JEPIX is 4747
Overall Rank
The Sharpe Ratio Rank of JEPIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPIX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of JEPIX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JEPIX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPIX is 5252
Martin Ratio Rank

AMECX
The Risk-Adjusted Performance Rank of AMECX is 8383
Overall Rank
The Sharpe Ratio Rank of AMECX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AMECX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AMECX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of AMECX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AMECX is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEPIX vs. AMECX - Risk-Adjusted Performance 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.


The current JEPIX Sharpe Ratio is 0.40, which is lower than the AMECX Sharpe Ratio of 1.02. 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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Dividends

JEPIX vs. AMECX - Dividend Comparison

JEPIX's dividend yield for the trailing twelve months is around 7.92%, more than AMECX's 3.84% yield.


TTM20242023202220212020201920182017201620152014
JEPIX
JPMorgan Equity Premium Income Fund Class I
7.92%7.20%8.43%12.24%7.58%11.59%7.71%0.00%0.00%0.00%0.00%0.00%
AMECX
American Funds The Income Fund of America Class A
3.84%4.10%3.66%3.38%2.86%3.19%3.20%3.35%2.82%3.09%3.26%3.66%

Drawdowns

JEPIX vs. AMECX - Drawdown Comparison

The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum AMECX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for JEPIX and AMECX. For additional features, visit the drawdowns tool.


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Volatility

JEPIX vs. AMECX - Volatility Comparison

JPMorgan Equity Premium Income Fund Class I (JEPIX) has a higher volatility of 3.83% compared to American Funds The Income Fund of America Class A (AMECX) at 2.24%. 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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