JEPIX vs. AMFAX
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX).
JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018. AMFAX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
JEPIX vs. AMFAX - Performance Comparison
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JEPIX vs. AMFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 6.43% | -9.75% | -3.56% | -10.59% | 35.38% | 3.28% | 13.29% | 8.03% | -10.21% |
Returns By Period
In the year-to-date period, JEPIX achieves a -2.35% return, which is significantly lower than AMFAX's 6.43% return.
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
AMFAX
- 1D
- 0.00%
- 1M
- -1.70%
- YTD
- 6.43%
- 6M
- 10.88%
- 1Y
- 3.13%
- 3Y*
- -3.17%
- 5Y*
- 2.03%
- 10Y*
- 1.54%
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JEPIX vs. AMFAX - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is lower than AMFAX's 1.72% expense ratio.
Return for Risk
JEPIX vs. AMFAX — Risk / Return Rank
JEPIX
AMFAX
JEPIX vs. AMFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX). 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.
| JEPIX | AMFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.15 | +0.33 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.27 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.04 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.08 | +0.41 |
Martin ratioReturn relative to average drawdown | 2.28 | 0.13 | +2.16 |
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
| JEPIX | AMFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.15 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.15 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.28 | +0.18 |
Correlation
The correlation between JEPIX and AMFAX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JEPIX vs. AMFAX - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.69%, more than AMFAX's 1.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 1.73% | 1.84% | 1.28% | 0.30% | 32.70% | 5.74% | 3.14% | 4.71% | 1.31% | 0.00% | 0.00% | 4.92% |
Drawdowns
JEPIX vs. AMFAX - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum AMFAX drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for JEPIX and AMFAX.
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Drawdown Indicators
| JEPIX | AMFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -36.84% | +4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -13.54% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -13.67% | -36.84% | +23.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.84% | — |
Current DrawdownCurrent decline from peak | -7.28% | -25.04% | +17.76% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -13.54% | +10.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 8.79% | -6.55% |
Volatility
JEPIX vs. AMFAX - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 3.47%, while AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) has a volatility of 3.94%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than AMFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPIX | AMFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.94% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 10.02% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 13.06% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 13.68% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 12.67% | +2.17% |